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Trade: XRP/USDT/720/ZLMA/KCU/7834

Strategy
XRP/USDT/720/ZLMA/KCU/7834
Pair
XRP_USDT
Interval
12h
Score
405042
Daily Profit
0.188618
Profit Factor
2.422950
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-16 15:24
Expiration Time
2025-11-30 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 823469.0443 751358.3994 72110.645 3903087.0113 11037479.4653 -7134392.454
Total P&L (%) 823.469 751.3584 72.1106 3903.087 11037.4795 -7134.3925
Avg Daily Profit (%) 0.3293 0.3004 0.0288 0.1476 0.1886 0
Buy And Hold Return (%) 865.9717 865.9717 865.9717 865.9717 865.9717 865.9717
Max Trade Drawdown -100702 -40711 -133499 -8515867 -2349839 -13578115
Profit Factor 2.8631 5.0246 1.2825 1.1677 2.423 0.5401
Total Trades 87 43 44 87 43 44
Winning Trades 39 20 19 39 20 19
Losing Trades 48 23 25 48 23 25
Profitability (%) 44.8276 46.5116 43.1818 44.8276 46.5116 43.1818
Ratio Avg Win / Avg Loss 3.5238 5.7783 1.6874 1.4372 2.7864 0.7107
Largest Winning Trade 315667 315667 49210 8241352 8241352 2696433
Largest Losing Trade -69728 -22459 -69728 -6664781 -1220687 -6664781
Avg Bars in Trades 53 77 29 53 77 29
Avg Bars in Winners 75 106 41 75 106 41
Avg Bars in Losers 36 52 20 36 52 20
Bars Traded 4658 3338 1319 4658 3338 1319
Profit Streak 37.5172 0 40.0172 37.5172 0 40.0172
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152403 -150374 -320819 -34567 405042 -582545

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758025488238,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            823469.0443304925,
            751358.39936158,
            72110.6449689121,
            3903087.011333617,
            11037479.465293048,
            -7134392.453959435
        ],
        [
            823.469044,
            751.358399,
            72.110645,
            3903.087011,
            11037.479465,
            -7134.392454
        ],
        [
            0.329256,
            0.300423,
            0.028833,
            0.147636,
            0.188618,
            0
        ],
        [
            865.97167,
            865.97167,
            865.97167,
            865.97167,
            865.97167,
            865.97167
        ],
        [
            -100702,
            -40711,
            -133499,
            -8515867,
            -2349839,
            -13578115
        ],
        [
            2.863112,
            5.024625,
            1.282459,
            1.167734,
            2.42295,
            0.540095
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            44.827586,
            46.511628,
            43.181818,
            44.827586,
            46.511628,
            43.181818
        ],
        [
            3.52383,
            5.778319,
            1.687447,
            1.437211,
            2.786392,
            0.710651
        ],
        [
            315667,
            315667,
            49210,
            8241352,
            8241352,
            2696433
        ],
        [
            -69728,
            -22459,
            -69728,
            -6664781,
            -1220687,
            -6664781
        ],
        [
            53,
            77,
            29,
            53,
            77,
            29
        ],
        [
            75,
            106,
            41,
            75,
            106,
            41
        ],
        [
            36,
            52,
            20,
            36,
            52,
            20
        ],
        [
            4658,
            3338,
            1319,
            4658,
            3338,
            1319
        ],
        [
            37.517225,
            0,
            40.017225,
            37.517225,
            0,
            40.017225
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152403,
            -150374,
            -320819,
            -34567,
            405042,
            -582545
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758025488238,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)