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Trade: XRP/USDT/720/ZLMA/SUPERTREND/5441

Strategy
XRP/USDT/720/ZLMA/SUPERTREND/5441
Pair
XRP_USDT
Interval
12h
Score
441128
Daily Profit
0.177704
Profit Factor
1.976617
Profitability
50.000000
Streak
10.801792
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 10:14
Expiration Time
2025-11-26 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 820765.6053 727471.3917 93294.2136 6735580.4572 8373584.4156 -1638003.9584
Total P&L (%) 820.7656 727.4714 93.2942 6735.5805 8373.5844 -1638.004
Avg Daily Profit (%) 0.3282 0.2909 0.0373 0.1691 0.1777 0
Buy And Hold Return (%) 726.4994 726.4994 726.4994 726.4994 726.4994 726.4994
Max Trade Drawdown -90692 -85857 -74208 -4506616 -1673417 -3687586
Profit Factor 1.9394 2.6601 1.2142 1.367 1.9766 0.8325
Total Trades 212 106 106 212 106 106
Winning Trades 102 53 49 102 53 49
Losing Trades 110 53 57 110 53 57
Profitability (%) 48.1132 50 46.2264 48.1132 50 46.2264
Ratio Avg Win / Avg Loss 2.0915 2.6601 1.4124 1.4742 1.9766 0.9684
Largest Winning Trade 300034 300034 54409 5470878 5470878 1621687
Largest Losing Trade -38518 -38518 -33949 -2476408 -1673417 -2476408
Avg Bars in Trades 22 26 17 22 26 17
Avg Bars in Winners 25 30 21 25 30 21
Avg Bars in Losers 18 23 14 18 23 14
Bars Traded 4709 2861 1847 4709 2861 1847
Profit Streak 10.3018 10.8018 0 10.3018 10.8018 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 -111282 -150821 -310739 344773 441128 -582239

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757661274821,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 50,
            "offset": 0,
            "multiplier": 2.51879
        }
    }
}
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": [
        [
            820765.6052848106,
            727471.391668933,
            93294.2136158782,
            6735580.457233322,
            8373584.415638054,
            -1638003.958404733
        ],
        [
            820.765605,
            727.471392,
            93.294214,
            6735.580457,
            8373.584416,
            -1638.003958
        ],
        [
            0.328241,
            0.29093,
            0.03731,
            0.169098,
            0.177704,
            0
        ],
        [
            726.499446,
            726.499446,
            726.499446,
            726.499446,
            726.499446,
            726.499446
        ],
        [
            -90692,
            -85857,
            -74208,
            -4506616,
            -1673417,
            -3687586
        ],
        [
            1.939372,
            2.660127,
            1.214206,
            1.367003,
            1.976617,
            0.832496
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            102,
            53,
            49,
            102,
            53,
            49
        ],
        [
            110,
            53,
            57,
            110,
            53,
            57
        ],
        [
            48.113208,
            50,
            46.226415,
            48.113208,
            50,
            46.226415
        ],
        [
            2.09148,
            2.660127,
            1.412443,
            1.474218,
            1.976617,
            0.968413
        ],
        [
            300034,
            300034,
            54409,
            5470878,
            5470878,
            1621687
        ],
        [
            -38518,
            -38518,
            -33949,
            -2476408,
            -1673417,
            -2476408
        ],
        [
            22,
            26,
            17,
            22,
            26,
            17
        ],
        [
            25,
            30,
            21,
            25,
            30,
            21
        ],
        [
            18,
            23,
            14,
            18,
            23,
            14
        ],
        [
            4709,
            2861,
            1847,
            4709,
            2861,
            1847
        ],
        [
            10.301792,
            10.801792,
            0,
            10.301792,
            10.801792,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111282,
            -150821,
            -310739,
            344773,
            441128,
            -582239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757661274821,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 50,
            "offset": 0,
            "multiplier": 2.51879
        }
    }
}

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)