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Trade: XRP/USDT/720/ZLMA/SMA/1828

Strategy
XRP/USDT/720/ZLMA/SMA/1828
Pair
XRP_USDT
Interval
12h
Score
457384
Daily Profit
0.158326
Profit Factor
2.649277
Profitability
51.612903
Streak
99.610621
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 17:39
Expiration Time
2025-11-22 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 823527.8647 765994.159 57533.7057 3290972.6265 5123837.3107 -1832864.6841
Total P&L (%) 823.5279 765.9942 57.5337 3290.9726 5123.8373 -1832.8647
Avg Daily Profit (%) 0.3293 0.3063 0.023 0.141 0.1583 0
Buy And Hold Return (%) 874.1239 874.1239 874.1239 874.1239 874.1239 874.1239
Max Trade Drawdown -131008 -84387 -83346 -3939585 -2432837 -3284125
Profit Factor 2.8349 5.8731 1.1973 1.3992 2.6493 0.6432
Total Trades 62 31 31 62 31 31
Winning Trades 31 16 15 31 16 15
Losing Trades 31 15 16 31 15 16
Profitability (%) 50 51.6129 48.3871 50 51.6129 48.3871
Ratio Avg Win / Avg Loss 2.8349 5.506 1.2771 1.3992 2.4837 0.686
Largest Winning Trade 273288 273288 61321 2860116 2860116 1046662
Largest Losing Trade -56237 -38508 -56237 -1618626 -1462166 -1618626
Avg Bars in Trades 73 75 72 73 75 72
Avg Bars in Winners 89 84 93 89 84 93
Avg Bars in Losers 58 66 51 58 66 51
Bars Traded 4582 2349 2233 4582 2349 2233
Profit Streak 65.1106 99.6106 0 65.1106 99.6106 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -309163 -147666 -332077 -164046 457384 -581445

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757342357614,
    "expiration_time": 1763814096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 29,
            "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": [
        [
            823527.8646942365,
            765994.1589747658,
            57533.7057194705,
            3290972.626546913,
            5123837.31065494,
            -1832864.6841080266
        ],
        [
            823.527865,
            765.994159,
            57.533706,
            3290.972627,
            5123.837311,
            -1832.864684
        ],
        [
            0.329345,
            0.306336,
            0.023009,
            0.141019,
            0.158326,
            0
        ],
        [
            874.123866,
            874.123866,
            874.123866,
            874.123866,
            874.123866,
            874.123866
        ],
        [
            -131008,
            -84387,
            -83346,
            -3939585,
            -2432837,
            -3284125
        ],
        [
            2.834943,
            5.873114,
            1.197293,
            1.399243,
            2.649277,
            0.643155
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            50,
            51.612903,
            48.387097,
            50,
            51.612903,
            48.387097
        ],
        [
            2.834943,
            5.506045,
            1.277113,
            1.399243,
            2.483698,
            0.686032
        ],
        [
            273288,
            273288,
            61321,
            2860116,
            2860116,
            1046662
        ],
        [
            -56237,
            -38508,
            -56237,
            -1618626,
            -1462166,
            -1618626
        ],
        [
            73,
            75,
            72,
            73,
            75,
            72
        ],
        [
            89,
            84,
            93,
            89,
            84,
            93
        ],
        [
            58,
            66,
            51,
            58,
            66,
            51
        ],
        [
            4582,
            2349,
            2233,
            4582,
            2349,
            2233
        ],
        [
            65.11062,
            99.61062,
            0,
            65.11062,
            99.610621,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -309163,
            -147666,
            -332077,
            -164046,
            457384,
            -581445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757342357614,
    "expiration_time": 1763814096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 29,
            "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)