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Trade: XRP/USDT/720/ZLMA/ALMA/8176

Strategy
XRP/USDT/720/ZLMA/ALMA/8176
Pair
XRP_USDT
Interval
12h
Score
816994
Daily Profit
0.207217
Profit Factor
22.146514
Profitability
86.363636
Streak
1088.630242
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 06:07
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452442.3549 499567.6172 -47125.2623 -56390721.6207 17599049.5147 -73989771.1354
Total P&L (%) 452.4424 499.5676 -47.1253 -56390.7216 17599.0495 -73989.7711
Avg Daily Profit (%) 0.1809 0.1998 -0.0188 0 0.2072 0
Buy And Hold Return (%) 841.6545 841.6545 841.6545 841.6545 841.6545 841.6545
Max Trade Drawdown -300851 -59764 -298645 -86536880 -729595 -86536880
Profit Factor 1.8941 6.7606 0.8876 0.3599 22.1465 0.1521
Total Trades 87 44 43 87 44 43
Winning Trades 74 37 37 75 38 37
Losing Trades 13 7 6 12 6 6
Profitability (%) 85.0575 84.0909 86.0465 86.2069 86.3636 86.0465
Ratio Avg Win / Avg Loss 0.3327 1.279 0.1439 0.0576 3.4968 0.0247
Largest Winning Trade 127492 127492 42254 5835352 5835352 3719476
Largest Losing Trade -298645 -48765 -298645 -86536880 -600927 -86536880
Avg Bars in Trades 53 54 51 53 54 51
Avg Bars in Winners 29 27 32 32 31 32
Avg Bars in Losers 186 199 170 185 199 170
Bars Traded 4627 2394 2233 4627 2394 2233
Profit Streak 0 0 0 167.1302 1088.6302 0
Trades During Streak 0 0 0 1 18 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152610 -146396 -576250 -575195 816994 -576250

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1551528000000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757473652932,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 234,
            "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": [
        [
            452442.3549003033,
            499567.6172361529,
            -47125.2623358496,
            -56390721.6206735,
            17599049.514697608,
            -73989771.1353711
        ],
        [
            452.442355,
            499.567617,
            -47.125262,
            -56390.721621,
            17599.049515,
            -73989.771135
        ],
        [
            0.180941,
            0.199787,
            -0.018846,
            0,
            0.207217,
            0
        ],
        [
            841.654452,
            841.654452,
            841.654452,
            841.654452,
            841.654452,
            841.654452
        ],
        [
            -300851,
            -59764,
            -298645,
            -86536880,
            -729595,
            -86536880
        ],
        [
            1.894058,
            6.760572,
            0.887618,
            0.359912,
            22.146514,
            0.152137
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            74,
            37,
            37,
            75,
            38,
            37
        ],
        [
            13,
            7,
            6,
            12,
            6,
            6
        ],
        [
            85.057471,
            84.090909,
            86.046512,
            86.206897,
            86.363636,
            86.046512
        ],
        [
            0.33274,
            1.279027,
            0.143938,
            0.057586,
            3.496818,
            0.024671
        ],
        [
            127492,
            127492,
            42254,
            5835352,
            5835352,
            3719476
        ],
        [
            -298645,
            -48765,
            -298645,
            -86536880,
            -600927,
            -86536880
        ],
        [
            53,
            54,
            51,
            53,
            54,
            51
        ],
        [
            29,
            27,
            32,
            32,
            31,
            32
        ],
        [
            186,
            199,
            170,
            185,
            199,
            170
        ],
        [
            4627,
            2394,
            2233,
            4627,
            2394,
            2233
        ],
        [
            0,
            0,
            0,
            167.130242,
            1088.630242,
            0
        ],
        [
            0,
            0,
            0,
            1,
            18,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152610,
            -146396,
            -576250,
            -575195,
            816994,
            -576250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1551528000000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757473652932,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 234,
            "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)