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Trade: XRP/USDT/720/ZLMA/SSF/2911

Strategy
XRP/USDT/720/ZLMA/SSF/2911
Pair
XRP_USDT
Interval
12h
Score
512045
Daily Profit
0.191451
Profit Factor
3.516868
Profitability
47.368421
Streak
108.180447
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 07:19
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 855447.0151 760094.8105 95352.2046 7813095.8655 11842040.554 -4028944.6885
Total P&L (%) 855.447 760.0948 95.3522 7813.0959 11842.0406 -4028.9447
Avg Daily Profit (%) 0.3421 0.304 0.0381 0.175 0.1915 0
Buy And Hold Return (%) 922.8785 922.8785 922.8785 922.8785 922.8785 922.8785
Max Trade Drawdown -65469 -52895 -99554 -5146057 -2235157 -7627416
Profit Factor 3.1784 6.5204 1.3739 1.5137 3.5169 0.6165
Total Trades 76 38 38 76 38 38
Winning Trades 34 18 16 34 18 16
Losing Trades 42 20 22 42 20 22
Profitability (%) 44.7368 47.3684 42.1053 44.7368 47.3684 42.1053
Ratio Avg Win / Avg Loss 3.9263 7.2449 1.8891 1.8699 3.9076 0.8476
Largest Winning Trade 297612 297612 58455 7302964 7302964 1428259
Largest Losing Trade -49682 -21987 -49682 -4847387 -859458 -4847387
Avg Bars in Trades 60 58 62 60 58 62
Avg Bars in Winners 89 80 99 89 80 99
Avg Bars in Losers 36 37 36 36 37 36
Bars Traded 4586 2206 2380 4586 2206 2380
Profit Streak 108.1804 108.1804 240.6804 108.1804 108.1804 240.6804
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205317 -148771 -308178 -44541 512045 -582862

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1549324800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757909990644,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 29,
            "offset": 0,
            "poles": 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": [
        [
            855447.0150823762,
            760094.8104748862,
            95352.2046074895,
            7813095.865515396,
            11842040.55401436,
            -4028944.6884989655
        ],
        [
            855.447015,
            760.09481,
            95.352205,
            7813.095866,
            11842.040554,
            -4028.944688
        ],
        [
            0.34211,
            0.303977,
            0.038133,
            0.174962,
            0.191451,
            0
        ],
        [
            922.878452,
            922.878452,
            922.878452,
            922.878452,
            922.878452,
            922.878452
        ],
        [
            -65469,
            -52895,
            -99554,
            -5146057,
            -2235157,
            -7627416
        ],
        [
            3.1784,
            6.52042,
            1.37392,
            1.5137,
            3.516868,
            0.616451
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            44.736842,
            47.368421,
            42.105263,
            44.736842,
            47.368421,
            42.105263
        ],
        [
            3.926259,
            7.244911,
            1.889139,
            1.869865,
            3.907631,
            0.84762
        ],
        [
            297612,
            297612,
            58455,
            7302964,
            7302964,
            1428259
        ],
        [
            -49682,
            -21987,
            -49682,
            -4847387,
            -859458,
            -4847387
        ],
        [
            60,
            58,
            62,
            60,
            58,
            62
        ],
        [
            89,
            80,
            99,
            89,
            80,
            99
        ],
        [
            36,
            37,
            36,
            36,
            37,
            36
        ],
        [
            4586,
            2206,
            2380,
            4586,
            2206,
            2380
        ],
        [
            108.180447,
            108.180447,
            240.680447,
            108.180447,
            108.180447,
            240.680447
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205317,
            -148771,
            -308178,
            -44541,
            512045,
            -582862
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1549324800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757909990644,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 29,
            "offset": 0,
            "poles": 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)