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Trade: XRP/USDT/720/ZLMA/LINREG/4773

Strategy
XRP/USDT/720/ZLMA/LINREG/4773
Pair
XRP_USDT
Interval
12h
Score
350486
Daily Profit
0.154876
Profit Factor
2.373160
Profitability
44.736842
Streak
111.398560
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-21 12:33
Expiration Time
2025-12-05 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 792415.3692 757726.6415 34688.7278 2213698.5872 4692643.596 -2478945.0088
Total P&L (%) 792.4154 757.7266 34.6887 2213.6986 4692.6436 -2478.945
Avg Daily Profit (%) 0.3169 0.303 0.0139 0.1257 0.1549 0
Buy And Hold Return (%) 845.2587 845.2587 845.2587 845.2587 845.2587 845.2587
Max Trade Drawdown -107772 -83159 -94985 -3433544 -1949416 -3516087
Profit Factor 2.6081 4.8002 1.1182 1.2546 2.3732 0.5302
Total Trades 76 38 38 76 38 38
Winning Trades 35 17 18 35 17 18
Losing Trades 41 21 20 41 21 20
Profitability (%) 46.0526 44.7368 47.3684 46.0526 44.7368 47.3684
Ratio Avg Win / Avg Loss 3.0552 5.9296 1.2425 1.4697 2.9316 0.5891
Largest Winning Trade 325296 325296 62664 3763904 3763904 662623
Largest Losing Trade -52105 -23501 -52105 -2564093 -553893 -2564093
Avg Bars in Trades 63 64 62 63 64 62
Avg Bars in Winners 83 82 83 83 82 83
Avg Bars in Losers 46 49 43 46 49 43
Bars Traded 4825 2453 2372 4825 2453 2372
Profit Streak 81.3986 111.3986 81.3986 81.3986 111.3986 81.3986
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -206117 -150682 -431000 -82768 350486 -581230

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758447235549,
    "expiration_time": 1764894096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 70,
            "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": [
        [
            792415.3692349335,
            757726.6414727749,
            34688.7277621586,
            2213698.587210709,
            4692643.596000709,
            -2478945.00879
        ],
        [
            792.415369,
            757.726641,
            34.688728,
            2213.698587,
            4692.643596,
            -2478.945009
        ],
        [
            0.316903,
            0.30303,
            0.013873,
            0.125711,
            0.154876,
            0
        ],
        [
            845.258731,
            845.258731,
            845.258731,
            845.258731,
            845.258731,
            845.258731
        ],
        [
            -107772,
            -83159,
            -94985,
            -3433544,
            -1949416,
            -3516087
        ],
        [
            2.608102,
            4.800163,
            1.118242,
            1.25463,
            2.37316,
            0.530182
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            46.052632,
            44.736842,
            47.368421,
            46.052632,
            44.736842,
            47.368421
        ],
        [
            3.055206,
            5.929613,
            1.242491,
            1.469709,
            2.93155,
            0.589091
        ],
        [
            325296,
            325296,
            62664,
            3763904,
            3763904,
            662623
        ],
        [
            -52105,
            -23501,
            -52105,
            -2564093,
            -553893,
            -2564093
        ],
        [
            63,
            64,
            62,
            63,
            64,
            62
        ],
        [
            83,
            82,
            83,
            83,
            82,
            83
        ],
        [
            46,
            49,
            43,
            46,
            49,
            43
        ],
        [
            4825,
            2453,
            2372,
            4825,
            2453,
            2372
        ],
        [
            81.398559,
            111.39856,
            81.39856,
            81.39856,
            111.39856,
            81.39856
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -206117,
            -150682,
            -431000,
            -82768,
            350486,
            -581230
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758447235549,
    "expiration_time": 1764894096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 70,
            "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)