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Trade: XRP/USDT/720/ZLMA/JMA/3852

Strategy
XRP/USDT/720/ZLMA/JMA/3852
Pair
XRP_USDT
Interval
12h
Score
358116
Daily Profit
0.158805
Profit Factor
2.448547
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 08:32
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 723621.6237 696002.9989 27618.6248 1662605.5546 5186652.874 -3524047.3194
Total P&L (%) 723.6216 696.003 27.6186 1662.6056 5186.6529 -3524.0473
Avg Daily Profit (%) 0.2894 0.2783 0.011 0.1148 0.1588 0
Buy And Hold Return (%) 911.2583 911.2583 911.2583 911.2583 911.2583 911.2583
Max Trade Drawdown -120916 -59322 -131314 -3666801 -1815273 -4469608
Profit Factor 2.323 4.5696 1.0785 1.1461 2.4485 0.5482
Total Trades 96 48 48 96 48 48
Winning Trades 41 22 19 41 22 19
Losing Trades 55 26 29 55 26 29
Profitability (%) 42.7083 45.8333 39.5833 42.7083 45.8333 39.5833
Ratio Avg Win / Avg Loss 3.1162 5.4004 1.6461 1.5374 2.8937 0.8367
Largest Winning Trade 309421 309421 56228 1926552 1926552 1063446
Largest Losing Trade -70046 -23193 -70046 -3004614 -668236 -3004614
Avg Bars in Trades 48 45 50 48 45 50
Avg Bars in Winners 76 70 84 76 70 84
Avg Bars in Losers 26 23 29 26 23 29
Bars Traded 4608 2168 2440 4608 2168 2440
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155132 -151122 -480924 -108652 358116 -584740

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1548676800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757395960551,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 18,
            "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": [
        [
            723621.6236695233,
            696002.9988795726,
            27618.6247899506,
            1662605.5546437718,
            5186652.874030444,
            -3524047.3193866718
        ],
        [
            723.621624,
            696.002999,
            27.618625,
            1662.605555,
            5186.652874,
            -3524.047319
        ],
        [
            0.289391,
            0.278346,
            0.011045,
            0.114818,
            0.158805,
            0
        ],
        [
            911.258255,
            911.258255,
            911.258255,
            911.258255,
            911.258255,
            911.258255
        ],
        [
            -120916,
            -59322,
            -131314,
            -3666801,
            -1815273,
            -4469608
        ],
        [
            2.322971,
            4.569595,
            1.078465,
            1.146092,
            2.448547,
            0.548196
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            42.708333,
            45.833333,
            39.583333,
            42.708333,
            45.833333,
            39.583333
        ],
        [
            3.11618,
            5.400431,
            1.646078,
            1.537441,
            2.893737,
            0.83672
        ],
        [
            309421,
            309421,
            56228,
            1926552,
            1926552,
            1063446
        ],
        [
            -70046,
            -23193,
            -70046,
            -3004614,
            -668236,
            -3004614
        ],
        [
            48,
            45,
            50,
            48,
            45,
            50
        ],
        [
            76,
            70,
            84,
            76,
            70,
            84
        ],
        [
            26,
            23,
            29,
            26,
            23,
            29
        ],
        [
            4608,
            2168,
            2440,
            4608,
            2168,
            2440
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155132,
            -151122,
            -480924,
            -108652,
            358116,
            -584740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1548676800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757395960551,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 18,
            "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)