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Trade: XRP/USDT/720/ZLMA/SSF/4804

Strategy
XRP/USDT/720/ZLMA/SSF/4804
Pair
XRP_USDT
Interval
12h
Score
411563
Daily Profit
0.152084
Profit Factor
3.115369
Profitability
44.680851
Streak
167.835026
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 11:02
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 763204.4248 713767.5152 49436.9095 2773410.8628 4370012.2672 -1596601.4044
Total P&L (%) 763.2044 713.7675 49.4369 2773.4109 4370.0123 -1596.6014
Avg Daily Profit (%) 0.3052 0.2855 0.0198 0.1344 0.1521 0
Buy And Hold Return (%) 823.3919 823.3919 823.3919 823.3919 823.3919 823.3919
Max Trade Drawdown -69004 -60774 -78378 -1681236 -685156 -2129967
Profit Factor 2.3888 4.1799 1.1521 1.4483 3.1154 0.6126
Total Trades 95 47 48 95 47 48
Winning Trades 41 21 20 41 21 20
Losing Trades 54 26 28 54 26 28
Profitability (%) 43.1579 44.6809 41.6667 43.1579 44.6809 41.6667
Ratio Avg Win / Avg Loss 3.1462 5.1751 1.6129 1.9075 3.8571 0.8576
Largest Winning Trade 316395 316395 56432 2718186 2718186 517421
Largest Losing Trade -49999 -21533 -49999 -1344363 -282342 -1344363
Avg Bars in Trades 49 49 49 49 49 49
Avg Bars in Winners 69 68 71 69 68 71
Avg Bars in Losers 33 33 33 33 33 33
Bars Traded 4683 2308 2375 4683 2308 2375
Profit Streak 0 167.835 0 0 167.835 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154697 -150836 -387513 -16297 411563 -583930

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": 1547856000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757923346240,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            763204.4247751368,
            713767.5152318676,
            49436.9095432695,
            2773410.8627914027,
            4370012.267176445,
            -1596601.4043850414
        ],
        [
            763.204425,
            713.767515,
            49.43691,
            2773.410863,
            4370.012267,
            -1596.601404
        ],
        [
            0.305221,
            0.28545,
            0.019771,
            0.134387,
            0.152084,
            0
        ],
        [
            823.391902,
            823.391902,
            823.391902,
            823.391902,
            823.391902,
            823.391902
        ],
        [
            -69004,
            -60774,
            -78378,
            -1681236,
            -685156,
            -2129967
        ],
        [
            2.388765,
            4.179884,
            1.15207,
            1.448274,
            3.115369,
            0.612572
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            43.157895,
            44.680851,
            41.666667,
            43.157895,
            44.680851,
            41.666667
        ],
        [
            3.146178,
            5.175094,
            1.612898,
            1.907482,
            3.857123,
            0.857601
        ],
        [
            316395,
            316395,
            56432,
            2718186,
            2718186,
            517421
        ],
        [
            -49999,
            -21533,
            -49999,
            -1344363,
            -282342,
            -1344363
        ],
        [
            49,
            49,
            49,
            49,
            49,
            49
        ],
        [
            69,
            68,
            71,
            69,
            68,
            71
        ],
        [
            33,
            33,
            33,
            33,
            33,
            33
        ],
        [
            4683,
            2308,
            2375,
            4683,
            2308,
            2375
        ],
        [
            0,
            167.835026,
            0,
            0,
            167.835026,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154697,
            -150836,
            -387513,
            -16297,
            411563,
            -583930
        ]
    ]
}
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": 1547856000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757923346240,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 25,
            "offset": 0,
            "poles": 3
        }
    }
}

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)