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Trade: XRP/USDT/720/ZLMA/KCB/8597

Strategy
XRP/USDT/720/ZLMA/KCB/8597
Pair
XRP_USDT
Interval
12h
Score
544966
Daily Profit
0.189243
Profit Factor
3.206491
Profitability
80.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-26 06:34
Expiration Time
2025-12-08 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 703275.8268 583965.4601 119310.3667 -11645325.7085 11201910.5756 -22847236.2841
Total P&L (%) 703.2758 583.9655 119.3104 -11645.3257 11201.9106 -22847.2363
Avg Daily Profit (%) 0.2813 0.2335 0.0477 0 0.1892 0
Buy And Hold Return (%) 790.848 790.848 790.848 790.848 790.848 790.848
Max Trade Drawdown -128048 -46153 -128048 -32395439 -4463387 -27932052
Profit Factor 3.6048 12.2262 1.5474 0.6662 3.2065 0.2336
Total Trades 60 30 30 60 30 30
Winning Trades 50 27 23 46 24 22
Losing Trades 10 3 7 14 6 8
Profitability (%) 83.3333 90 76.6667 76.6667 80 73.3333
Ratio Avg Win / Avg Loss 0.721 1.3585 0.4709 0.2028 0.8016 0.0849
Largest Winning Trade 123686 123686 34918 8054115 8054115 1596139
Largest Losing Trade -128048 -46153 -128048 -26698327 -2744425 -26698327
Avg Bars in Trades 81 83 78 81 83 78
Avg Bars in Winners 74 76 72 77 77 77
Avg Bars in Losers 114 144 101 93 108 81
Bars Traded 4866 2497 2369 4866 2497 2369
Profit Streak 11.1488 364.1488 11.1488 0 0 0
Trades During Streak 2 4 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321245 -143860 -290987 -750821 544966 -577800

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857658532,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            703275.8268233197,
            583965.4601194718,
            119310.3667038481,
            -11645325.708505899,
            11201910.575557591,
            -22847236.28406349
        ],
        [
            703.275827,
            583.96546,
            119.310367,
            -11645.325709,
            11201.910576,
            -22847.236284
        ],
        [
            0.281254,
            0.233539,
            0.047715,
            0,
            0.189243,
            0
        ],
        [
            790.847976,
            790.847976,
            790.847976,
            790.847976,
            790.847976,
            790.847976
        ],
        [
            -128048,
            -46153,
            -128048,
            -32395439,
            -4463387,
            -27932052
        ],
        [
            3.60482,
            12.226168,
            1.547366,
            0.666197,
            3.206491,
            0.233572
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            50,
            27,
            23,
            46,
            24,
            22
        ],
        [
            10,
            3,
            7,
            14,
            6,
            8
        ],
        [
            83.333333,
            90,
            76.666667,
            76.666667,
            80,
            73.333333
        ],
        [
            0.720964,
            1.358463,
            0.470937,
            0.202756,
            0.801623,
            0.084935
        ],
        [
            123686,
            123686,
            34918,
            8054115,
            8054115,
            1596139
        ],
        [
            -128048,
            -46153,
            -128048,
            -26698327,
            -2744425,
            -26698327
        ],
        [
            81,
            83,
            78,
            81,
            83,
            78
        ],
        [
            74,
            76,
            72,
            77,
            77,
            77
        ],
        [
            114,
            144,
            101,
            93,
            108,
            81
        ],
        [
            4866,
            2497,
            2369,
            4866,
            2497,
            2369
        ],
        [
            11.148826,
            364.148826,
            11.148826,
            0,
            0,
            0
        ],
        [
            2,
            4,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321245,
            -143860,
            -290987,
            -750821,
            544966,
            -577800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857658532,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)