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Trade: XRP/USDT/240/ZLMA/MIDPRICE/9789

Strategy
XRP/USDT/240/ZLMA/MIDPRICE/9789
Pair
XRP_USDT
Interval
4h
Score
304369
Daily Profit
0.229543
Profit Factor
1.212227
Profitability
42.692308
Streak
40.322941
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-23 22:45
Expiration Time
2025-12-06 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1130728.1905 966500.0802 164228.1103 30710960.8687 50899718.0291 -20188757.1604
Total P&L (%) 1130.7282 966.5001 164.2281 30710.9609 50899.718 -20188.7572
Avg Daily Profit (%) 0.4524 0.3867 0.0657 0.2295 0.2498 0
Buy And Hold Return (%) 681.6563 681.6563 681.6563 681.6563 681.6563 681.6563
Max Trade Drawdown -119493 -65750 -94064 -56124290 -31242327 -37800105
Profit Factor 2.3306 2.907 1.4789 1.2122 1.6079 0.6689
Total Trades 260 130 130 260 130 130
Winning Trades 111 48 63 111 48 63
Losing Trades 149 82 67 149 82 67
Profitability (%) 42.6923 36.9231 48.4615 42.6923 36.9231 48.4615
Ratio Avg Win / Avg Loss 3.1285 4.9661 1.5728 1.6272 2.7468 0.7114
Largest Winning Trade 361641 361641 56794 58502654 58502654 8392466
Largest Losing Trade -31740 -31740 -26257 -16641703 -13500957 -16641703
Avg Bars in Trades 56 59 53 56 59 53
Avg Bars in Winners 83 97 73 83 97 73
Avg Bars in Losers 35 36 34 35 36 34
Bars Traded 14650 7700 6950 14650 7700 6950
Profit Streak 40.3229 40.3229 42.9896 40.3229 40.3229 42.9896
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 179126 -25336 -268939 304369 243359 -581033

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1545580800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758656702101,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 25,
            "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": [
        [
            1130728.1904751123,
            966500.0801604541,
            164228.1103146573,
            30710960.868656654,
            50899718.02909801,
            -20188757.160441346
        ],
        [
            1130.72819,
            966.50008,
            164.22811,
            30710.960869,
            50899.718029,
            -20188.75716
        ],
        [
            0.452413,
            0.386704,
            0.065709,
            0.229543,
            0.249754,
            0
        ],
        [
            681.656268,
            681.656268,
            681.656268,
            681.656268,
            681.656268,
            681.656268
        ],
        [
            -119493,
            -65750,
            -94064,
            -56124290,
            -31242327,
            -37800105
        ],
        [
            2.330647,
            2.907009,
            1.478878,
            1.212227,
            1.607858,
            0.668885
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            111,
            48,
            63,
            111,
            48,
            63
        ],
        [
            149,
            82,
            67,
            149,
            82,
            67
        ],
        [
            42.692308,
            36.923077,
            48.461538,
            42.692308,
            36.923077,
            48.461538
        ],
        [
            3.128526,
            4.966141,
            1.572775,
            1.627224,
            2.746758,
            0.711353
        ],
        [
            361641,
            361641,
            56794,
            58502654,
            58502654,
            8392466
        ],
        [
            -31740,
            -31740,
            -26257,
            -16641703,
            -13500957,
            -16641703
        ],
        [
            56,
            59,
            53,
            56,
            59,
            53
        ],
        [
            83,
            97,
            73,
            83,
            97,
            73
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            14650,
            7700,
            6950,
            14650,
            7700,
            6950
        ],
        [
            40.322941,
            40.322941,
            42.989607,
            40.322941,
            40.322941,
            42.989608
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            179126,
            -25336,
            -268939,
            304369,
            243359,
            -581033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1545580800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758656702101,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 25,
            "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)