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Trade: XRP/USDT/720/ZLMA/ZLMA/6869

Strategy
XRP/USDT/720/ZLMA/ZLMA/6869
Pair
XRP_USDT
Interval
12h
Score
302899
Daily Profit
0.174294
Profit Factor
1.458179
Profitability
41.666667
Streak
99.914944
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-21 00:57
Expiration Time
2025-12-04 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 924559.6597 816533.7854 108025.8743 7682192.1707 9549995.9018 -1867803.7311
Total P&L (%) 924.5597 816.5338 108.0259 7682.1922 9549.9959 -1867.8037
Avg Daily Profit (%) 0.3698 0.3265 0.0432 0.1743 0.1829 0
Buy And Hold Return (%) 857.1823 857.1823 857.1823 857.1823 857.1823 857.1823
Max Trade Drawdown -93171 -42843 -84073 -4847002 -1667182 -5084252
Profit Factor 2.5855 3.8734 1.3613 1.4582 2.3662 0.809
Total Trades 120 60 60 120 60 60
Winning Trades 50 25 25 50 25 25
Losing Trades 70 35 35 70 35 35
Profitability (%) 41.6667 41.6667 41.6667 41.6667 41.6667 41.6667
Ratio Avg Win / Avg Loss 3.6197 5.4228 1.9058 2.0415 3.3127 1.1325
Largest Winning Trade 332964 332964 53091 3983241 3983241 1477900
Largest Losing Trade -71330 -20248 -71330 -4310736 -721948 -4310736
Avg Bars in Trades 40 40 40 40 40 40
Avg Bars in Winners 65 67 63 65 67 63
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 4825 2417 2408 4825 2417 2408
Profit Streak 99.9149 99.9149 160.4149 99.9149 99.9149 160.4149
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128470 -321828 -470757 302899 -159740 -750457

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758405451177,
    "expiration_time": 1764850896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    }
}
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": [
        [
            924559.6597226736,
            816533.7854185876,
            108025.8743040861,
            7682192.170710127,
            9549995.901771713,
            -1867803.7310615862
        ],
        [
            924.55966,
            816.533785,
            108.025874,
            7682.192171,
            9549.995902,
            -1867.803731
        ],
        [
            0.36975,
            0.326548,
            0.043202,
            0.174294,
            0.182912,
            0
        ],
        [
            857.18232,
            857.18232,
            857.18232,
            857.18232,
            857.18232,
            857.18232
        ],
        [
            -93171,
            -42843,
            -84073,
            -4847002,
            -1667182,
            -5084252
        ],
        [
            2.585467,
            3.873408,
            1.361318,
            1.458179,
            2.366232,
            0.808955
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            41.666667,
            41.666667,
            41.666667,
            41.666667,
            41.666667,
            41.666667
        ],
        [
            3.619654,
            5.422771,
            1.905845,
            2.041451,
            3.312724,
            1.132537
        ],
        [
            332964,
            332964,
            53091,
            3983241,
            3983241,
            1477900
        ],
        [
            -71330,
            -20248,
            -71330,
            -4310736,
            -721948,
            -4310736
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            65,
            67,
            63,
            65,
            67,
            63
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            4825,
            2417,
            2408,
            4825,
            2417,
            2408
        ],
        [
            99.914944,
            99.914944,
            160.414944,
            99.914944,
            99.914944,
            160.414944
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128470,
            -321828,
            -470757,
            302899,
            -159740,
            -750457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758405451177,
    "expiration_time": 1764850896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    }
}

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)