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Trade: XRP/USDT/720/ZLMA/ZLMA/8658

Strategy
XRP/USDT/720/ZLMA/ZLMA/8658
Pair
XRP_USDT
Interval
12h
Score
533260
Daily Profit
0.198956
Profit Factor
3.443503
Profitability
47.826087
Streak
177.262486
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 21:17
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 933439.3967 813346.3288 120093.0679 10371653.7499 14302019.3966 -3930365.6468
Total P&L (%) 933.4394 813.3463 120.0931 10371.6538 14302.0194 -3930.3656
Avg Daily Profit (%) 0.3733 0.3253 0.048 0.1862 0.199 0
Buy And Hold Return (%) 773.6022 773.6022 773.6022 773.6022 773.6022 773.6022
Max Trade Drawdown -113968 -48238 -108400 -9550163 -1560529 -10692585
Profit Factor 2.9562 4.9 1.4471 1.5193 3.4435 0.7216
Total Trades 92 46 46 92 46 46
Winning Trades 47 22 25 47 22 25
Losing Trades 45 24 21 45 24 21
Profitability (%) 51.087 47.8261 54.3478 51.087 47.8261 54.3478
Ratio Avg Win / Avg Loss 2.8304 5.3455 1.2156 1.4547 3.7565 0.6062
Largest Winning Trade 346226 346226 51315 6456446 6456446 1861311
Largest Losing Trade -70046 -17093 -70046 -7995830 -1154297 -7995830
Avg Bars in Trades 52 50 54 52 50 54
Avg Bars in Winners 70 70 70 70 70 70
Avg Bars in Losers 33 32 34 33 32 34
Bars Traded 4820 2335 2485 4820 2335 2485
Profit Streak 177.2625 177.2625 250.2625 177.2625 177.2625 250.2625
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84535 -132766 -291551 401081 533260 -578765

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758565078786,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 33,
            "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": [
        [
            933439.3967182705,
            813346.3287742796,
            120093.0679439912,
            10371653.749859493,
            14302019.396631518,
            -3930365.646772022
        ],
        [
            933.439397,
            813.346329,
            120.093068,
            10371.65375,
            14302.019397,
            -3930.365647
        ],
        [
            0.373301,
            0.325273,
            0.048028,
            0.186186,
            0.198956,
            0
        ],
        [
            773.6022,
            773.6022,
            773.6022,
            773.6022,
            773.6022,
            773.6022
        ],
        [
            -113968,
            -48238,
            -108400,
            -9550163,
            -1560529,
            -10692585
        ],
        [
            2.956241,
            4.900028,
            1.447089,
            1.519315,
            3.443503,
            0.72162
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            51.086957,
            47.826087,
            54.347826,
            51.086957,
            47.826087,
            54.347826
        ],
        [
            2.830444,
            5.345485,
            1.215555,
            1.454663,
            3.756549,
            0.606161
        ],
        [
            346226,
            346226,
            51315,
            6456446,
            6456446,
            1861311
        ],
        [
            -70046,
            -17093,
            -70046,
            -7995830,
            -1154297,
            -7995830
        ],
        [
            52,
            50,
            54,
            52,
            50,
            54
        ],
        [
            70,
            70,
            70,
            70,
            70,
            70
        ],
        [
            33,
            32,
            34,
            33,
            32,
            34
        ],
        [
            4820,
            2335,
            2485,
            4820,
            2335,
            2485
        ],
        [
            177.262486,
            177.262486,
            250.262486,
            177.262486,
            177.262486,
            250.262486
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84535,
            -132766,
            -291551,
            401081,
            533260,
            -578765
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758565078786,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 33,
            "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)