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Trade: XRP/USDT/720/ZLMA/BBU/8105

Strategy
XRP/USDT/720/ZLMA/BBU/8105
Pair
XRP_USDT
Interval
12h
Score
528573
Daily Profit
0.184401
Profit Factor
2.786373
Profitability
57.142857
Streak
24.357757
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 11:35
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 899493.7434 797009.1244 102484.619 8355654.5153 9915327.7843 -1559673.269
Total P&L (%) 899.4937 797.0091 102.4846 8355.6545 9915.3278 -1559.6733
Avg Daily Profit (%) 0.3597 0.3187 0.041 0.1776 0.1844 0
Buy And Hold Return (%) 812.6586 812.6586 812.6586 812.6586 812.6586 812.6586
Max Trade Drawdown -89517 -85903 -50590 -4491360 -1996460 -3030334
Profit Factor 3.5232 4.7644 1.7079 1.8103 2.7864 0.6724
Total Trades 71 35 36 71 35 36
Winning Trades 40 20 20 40 20 20
Losing Trades 31 15 16 31 15 16
Profitability (%) 56.338 57.1429 55.5556 56.338 57.1429 55.5556
Ratio Avg Win / Avg Loss 2.7305 3.5733 1.3663 1.403 2.0898 0.5379
Largest Winning Trade 315816 315816 54695 8504989 8504989 646812
Largest Losing Trade -47178 -39630 -47178 -1674819 -1674819 -1323837
Avg Bars in Trades 65 117 14 65 117 14
Avg Bars in Winners 53 94 12 53 94 12
Avg Bars in Losers 80 148 16 80 148 16
Bars Traded 4642 4125 517 4642 4125 517
Profit Streak 0 24.3578 0 0 24.3578 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -206597 -147642 -300814 -80008 528573 -579782

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547467200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758357310169,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 24,
            "offset": 0,
            "std": 1.65891
        }
    }
}
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": [
        [
            899493.7434170052,
            797009.1244387907,
            102484.6189782145,
            8355654.515304444,
            9915327.784316098,
            -1559673.2690116558
        ],
        [
            899.493743,
            797.009124,
            102.484619,
            8355.654515,
            9915.327784,
            -1559.673269
        ],
        [
            0.359726,
            0.31874,
            0.040986,
            0.177619,
            0.184401,
            0
        ],
        [
            812.658574,
            812.658574,
            812.658574,
            812.658574,
            812.658574,
            812.658574
        ],
        [
            -89517,
            -85903,
            -50590,
            -4491360,
            -1996460,
            -3030334
        ],
        [
            3.523198,
            4.764387,
            1.707933,
            1.81033,
            2.786373,
            0.672398
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            56.338028,
            57.142857,
            55.555556,
            56.338028,
            57.142857,
            55.555556
        ],
        [
            2.730479,
            3.573291,
            1.366346,
            1.403006,
            2.08978,
            0.537919
        ],
        [
            315816,
            315816,
            54695,
            8504989,
            8504989,
            646812
        ],
        [
            -47178,
            -39630,
            -47178,
            -1674819,
            -1674819,
            -1323837
        ],
        [
            65,
            117,
            14,
            65,
            117,
            14
        ],
        [
            53,
            94,
            12,
            53,
            94,
            12
        ],
        [
            80,
            148,
            16,
            80,
            148,
            16
        ],
        [
            4642,
            4125,
            517,
            4642,
            4125,
            517
        ],
        [
            0,
            24.357757,
            0,
            0,
            24.357757,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -206597,
            -147642,
            -300814,
            -80008,
            528573,
            -579782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547467200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758357310169,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 24,
            "offset": 0,
            "std": 1.65891
        }
    }
}

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)