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Trade: XRP/USDT/720/ZLMA/ALMA/2250

Strategy
XRP/USDT/720/ZLMA/ALMA/2250
Pair
XRP_USDT
Interval
12h
Score
457952
Daily Profit
0.194029
Profit Factor
1.771508
Profitability
50.000000
Streak
94.803037
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 22:16
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 928542.0429 814281.3983 114260.6446 9177643.3957 12660488.0711 -3482844.6753
Total P&L (%) 928.542 814.2814 114.2606 9177.6434 12660.4881 -3482.8447
Avg Daily Profit (%) 0.3712 0.3255 0.0457 0.1813 0.194 0
Buy And Hold Return (%) 691.1286 691.1286 691.1286 691.1286 691.1286 691.1286
Max Trade Drawdown -125494 -69768 -120452 -9888024 -4034066 -11391537
Profit Factor 2.2368 3.0801 1.318 1.2597 1.7715 0.816
Total Trades 221 110 111 221 110 111
Winning Trades 108 55 53 108 55 53
Losing Trades 113 55 58 113 55 58
Profitability (%) 48.8688 50 47.7477 48.8688 50 47.7477
Ratio Avg Win / Avg Loss 2.3403 3.0801 1.4423 1.318 1.7715 0.893
Largest Winning Trade 322030 322030 46989 7116534 7116534 1721811
Largest Losing Trade -59579 -26453 -59579 -7207843 -1607434 -7207843
Avg Bars in Trades 22 22 21 22 22 21
Avg Bars in Winners 26 27 25 26 27 25
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 4864 2524 2340 4864 2524 2340
Profit Streak 84.803 94.803 84.803 84.803 94.803 84.803
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43192 -93970 -297786 348149 457952 -581076

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758654982366,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            928542.042887428,
            814281.3982509809,
            114260.6446364474,
            9177643.39572869,
            12660488.071078502,
            -3482844.67534981
        ],
        [
            928.542043,
            814.281398,
            114.260645,
            9177.643396,
            12660.488071,
            -3482.844675
        ],
        [
            0.371194,
            0.325517,
            0.045677,
            0.181263,
            0.194029,
            0
        ],
        [
            691.12861,
            691.12861,
            691.12861,
            691.12861,
            691.12861,
            691.12861
        ],
        [
            -125494,
            -69768,
            -120452,
            -9888024,
            -4034066,
            -11391537
        ],
        [
            2.236771,
            3.080143,
            1.317987,
            1.259676,
            1.771508,
            0.81604
        ],
        [
            221,
            110,
            111,
            221,
            110,
            111
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            48.868778,
            50,
            47.747748,
            48.868778,
            50,
            47.747748
        ],
        [
            2.340325,
            3.080143,
            1.442326,
            1.317994,
            1.771508,
            0.893025
        ],
        [
            322030,
            322030,
            46989,
            7116534,
            7116534,
            1721811
        ],
        [
            -59579,
            -26453,
            -59579,
            -7207843,
            -1607434,
            -7207843
        ],
        [
            22,
            22,
            21,
            22,
            22,
            21
        ],
        [
            26,
            27,
            25,
            26,
            27,
            25
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            4864,
            2524,
            2340,
            4864,
            2524,
            2340
        ],
        [
            84.803036,
            94.803037,
            84.803036,
            84.803037,
            94.803037,
            84.803037
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43192,
            -93970,
            -297786,
            348149,
            457952,
            -581076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758654982366,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)