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Trade: XRP/USDT/720/ZLMA/SSF/4578

Strategy
XRP/USDT/720/ZLMA/SSF/4578
Pair
XRP_USDT
Interval
12h
Score
379524
Daily Profit
0.149730
Profit Factor
2.244384
Profitability
50.000000
Streak
109.833530
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 11:00
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 763246.4173 732321.1232 30925.2942 1918845.3921 4114805.5958 -2195960.2037
Total P&L (%) 763.2464 732.3211 30.9253 1918.8454 4114.8056 -2195.9602
Avg Daily Profit (%) 0.3052 0.2929 0.0124 0.1203 0.1497 0
Buy And Hold Return (%) 863.0945 863.0945 863.0945 863.0945 863.0945 863.0945
Max Trade Drawdown -139860 -79744 -88352 -3406037 -2028219 -3167183
Profit Factor 2.5493 4.9403 1.1008 1.2214 2.2444 0.5902
Total Trades 72 36 36 72 36 36
Winning Trades 36 18 18 36 18 18
Losing Trades 36 18 18 36 18 18
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 2.5493 4.9403 1.1008 1.2214 2.2444 0.5902
Largest Winning Trade 307827 307827 59603 3040225 3040225 890142
Largest Losing Trade -52362 -19332 -52362 -1638975 -612273 -1638975
Avg Bars in Trades 63 64 62 63 64 62
Avg Bars in Winners 79 83 75 79 83 75
Avg Bars in Losers 47 46 49 47 46 49
Bars Traded 4587 2335 2252 4587 2335 2252
Profit Streak 76.8335 109.8335 0 76.8335 109.8335 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 -235200 -148635 -451738 -121069 379524 -580780

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758182417006,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "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": [
        [
            763246.417332069,
            732321.1231577029,
            30925.2941743663,
            1918845.3921241544,
            4114805.5958049167,
            -2195960.2036807607
        ],
        [
            763.246417,
            732.321123,
            30.925294,
            1918.845392,
            4114.805596,
            -2195.960204
        ],
        [
            0.305238,
            0.29287,
            0.012368,
            0.120253,
            0.14973,
            0
        ],
        [
            863.094459,
            863.094459,
            863.094459,
            863.094459,
            863.094459,
            863.094459
        ],
        [
            -139860,
            -79744,
            -88352,
            -3406037,
            -2028219,
            -3167183
        ],
        [
            2.549287,
            4.940268,
            1.100804,
            1.221435,
            2.244384,
            0.590214
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            2.549287,
            4.940268,
            1.100804,
            1.221435,
            2.244384,
            0.590214
        ],
        [
            307827,
            307827,
            59603,
            3040225,
            3040225,
            890142
        ],
        [
            -52362,
            -19332,
            -52362,
            -1638975,
            -612273,
            -1638975
        ],
        [
            63,
            64,
            62,
            63,
            64,
            62
        ],
        [
            79,
            83,
            75,
            79,
            83,
            75
        ],
        [
            47,
            46,
            49,
            47,
            46,
            49
        ],
        [
            4587,
            2335,
            2252,
            4587,
            2335,
            2252
        ],
        [
            76.83353,
            109.83353,
            0,
            76.83353,
            109.83353,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -235200,
            -148635,
            -451738,
            -121069,
            379524,
            -580780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758182417006,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "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)