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Trade: XRP/USDT/720/ZLMA/SSF/7656

Strategy
XRP/USDT/720/ZLMA/SSF/7656
Pair
XRP_USDT
Interval
12h
Score
601796
Daily Profit
0.208789
Profit Factor
3.582429
Profitability
56.756757
Streak
166.525379
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-16 03:36
Expiration Time
2025-11-30 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 916617.0216 794996.0476 121620.974 11581103.6222 18326354.7488 -6745251.1266
Total P&L (%) 916.617 794.996 121.621 11581.1036 18326.3547 -6745.2511
Avg Daily Profit (%) 0.3665 0.3179 0.0486 0.1905 0.2088 0
Buy And Hold Return (%) 831.1088 831.1088 831.1088 831.1088 831.1088 831.1088
Max Trade Drawdown -60693 -40597 -72682 -9977615 -2584047 -11083914
Profit Factor 3.2212 5.6475 1.5034 1.5214 3.5824 0.5537
Total Trades 74 37 37 74 37 37
Winning Trades 41 21 20 41 21 20
Losing Trades 33 16 17 33 16 17
Profitability (%) 55.4054 56.7568 54.0541 55.4054 56.7568 54.0541
Ratio Avg Win / Avg Loss 2.5927 4.3029 1.2779 1.2245 2.7295 0.4707
Largest Winning Trade 304091 304091 56566 13354324 13354324 1499585
Largest Losing Trade -48799 -21322 -48799 -8659862 -1662161 -8659862
Avg Bars in Trades 62 63 60 62 63 60
Avg Bars in Winners 75 69 82 75 69 82
Avg Bars in Losers 44 55 34 44 55 34
Bars Traded 4588 2350 2238 4588 2350 2238
Profit Streak 148.5254 166.5254 148.5254 148.5254 166.5254 148.5254
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -184598 -146614 -291314 -57053 601796 -579673

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757982992768,
    "expiration_time": 1764463392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "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": [
        [
            916617.0215899562,
            794996.0476179173,
            121620.9739720391,
            11581103.622200536,
            18326354.74877686,
            -6745251.126576322
        ],
        [
            916.617022,
            794.996048,
            121.620974,
            11581.103622,
            18326.354749,
            -6745.251127
        ],
        [
            0.3665,
            0.317871,
            0.048629,
            0.190527,
            0.208789,
            0
        ],
        [
            831.108753,
            831.108753,
            831.108753,
            831.108753,
            831.108753,
            831.108753
        ],
        [
            -60693,
            -40597,
            -72682,
            -9977615,
            -2584047,
            -11083914
        ],
        [
            3.221229,
            5.647494,
            1.503392,
            1.521406,
            3.582429,
            0.55373
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            55.405405,
            56.756757,
            54.054054,
            55.405405,
            56.756757,
            54.054054
        ],
        [
            2.592697,
            4.302853,
            1.277883,
            1.224546,
            2.72947,
            0.470671
        ],
        [
            304091,
            304091,
            56566,
            13354324,
            13354324,
            1499585
        ],
        [
            -48799,
            -21322,
            -48799,
            -8659862,
            -1662161,
            -8659862
        ],
        [
            62,
            63,
            60,
            62,
            63,
            60
        ],
        [
            75,
            69,
            82,
            75,
            69,
            82
        ],
        [
            44,
            55,
            34,
            44,
            55,
            34
        ],
        [
            4588,
            2350,
            2238,
            4588,
            2350,
            2238
        ],
        [
            148.525379,
            166.525379,
            148.525379,
            148.525379,
            166.525379,
            148.525379
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -184598,
            -146614,
            -291314,
            -57053,
            601796,
            -579673
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757982992768,
    "expiration_time": 1764463392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 50,
            "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)