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Trade: XRP/USDT/720/ZLMA/SUPERTREND/4363

Strategy
XRP/USDT/720/ZLMA/SUPERTREND/4363
Pair
XRP_USDT
Interval
12h
Score
331210
Daily Profit
0.150829
Profit Factor
1.539741
Profitability
51.937984
Streak
65.448842
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 13:46
Expiration Time
2025-11-27 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 744459.7818 645085.6116 99374.1703 4232123.9287 5227020.4221 -994896.4934
Total P&L (%) 744.4598 645.0856 99.3742 4232.1239 5227.0204 -994.8965
Avg Daily Profit (%) 0.2977 0.258 0.0397 0.1508 0.1591 0
Buy And Hold Return (%) 995.3006 995.3006 995.3006 995.3006 995.3006 995.3006
Max Trade Drawdown -79449 -35254 -65206 -3900784 -1857163 -2331763
Profit Factor 2.3632 3.2661 1.3801 1.5397 2.358 0.7508
Total Trades 129 64 65 129 64 65
Winning Trades 67 34 33 67 34 33
Losing Trades 62 30 32 62 30 32
Profitability (%) 51.938 53.125 50.7692 51.938 53.125 50.7692
Ratio Avg Win / Avg Loss 2.1869 2.8818 1.3383 1.4248 2.0806 0.728
Largest Winning Trade 307595 307595 39989 5019484 5019484 506590
Largest Losing Trade -65206 -24113 -65206 -1080075 -974190 -1080075
Avg Bars in Trades 35 46 24 35 46 24
Avg Bars in Winners 40 49 31 40 49 31
Avg Bars in Losers 29 42 17 29 42 17
Bars Traded 4574 2977 1597 4574 2977 1597
Profit Streak 65.4488 82.9488 65.4488 65.4488 82.9488 65.4488
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150371 -288410 -435352 331210 -126395 -711109

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757760379923,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 36,
            "offset": 0,
            "multiplier": 3.29667
        }
    }
}
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": [
        [
            744459.7818443584,
            645085.611575209,
            99374.1702691495,
            4232123.928725673,
            5227020.422142742,
            -994896.4934170694
        ],
        [
            744.459782,
            645.085612,
            99.37417,
            4232.123929,
            5227.020422,
            -994.896493
        ],
        [
            0.297724,
            0.257983,
            0.039742,
            0.150829,
            0.15911,
            0
        ],
        [
            995.300622,
            995.300622,
            995.300622,
            995.300622,
            995.300622,
            995.300622
        ],
        [
            -79449,
            -35254,
            -65206,
            -3900784,
            -1857163,
            -2331763
        ],
        [
            2.36322,
            3.266078,
            1.380113,
            1.539741,
            2.358045,
            0.750784
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            51.937984,
            53.125,
            50.769231,
            51.937984,
            53.125,
            50.769231
        ],
        [
            2.18686,
            2.881833,
            1.338291,
            1.424835,
            2.080628,
            0.728033
        ],
        [
            307595,
            307595,
            39989,
            5019484,
            5019484,
            506590
        ],
        [
            -65206,
            -24113,
            -65206,
            -1080075,
            -974190,
            -1080075
        ],
        [
            35,
            46,
            24,
            35,
            46,
            24
        ],
        [
            40,
            49,
            31,
            40,
            49,
            31
        ],
        [
            29,
            42,
            17,
            29,
            42,
            17
        ],
        [
            4574,
            2977,
            1597,
            4574,
            2977,
            1597
        ],
        [
            65.448842,
            82.948842,
            65.448842,
            65.448842,
            82.948842,
            65.448842
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150371,
            -288410,
            -435352,
            331210,
            -126395,
            -711109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757760379923,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 36,
            "offset": 0,
            "multiplier": 3.29667
        }
    }
}

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)