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Trade: XRP/USDT/480/ZLMA/MIDPRICE/7618

Strategy
XRP/USDT/480/ZLMA/MIDPRICE/7618
Pair
XRP_USDT
Interval
8h
Score
779732
Daily Profit
0.249545
Profit Factor
16.192540
Profitability
75.757576
Streak
458.209238
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 16:01
Expiration Time
2025-12-07 10:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1291070.1019 998697.7641 292372.3378 242680970.5006 191834938.7283 50846031.7723
Total P&L (%) 1291.0701 998.6978 292.3723 242680.9705 191834.9387 50846.0318
Avg Daily Profit (%) 0.5162 0.3993 0.1169 0.3122 0.3027 0.2495
Buy And Hold Return (%) 883.0206 883.0206 883.0206 883.0206 883.0206 883.0206
Max Trade Drawdown -85953 -82926 -70124 -2541235 -2473265 -2485977
Profit Factor 6.2574 8.974 3.4298 24.0304 27.6785 16.1925
Total Trades 65 32 33 65 32 33
Winning Trades 46 21 25 46 21 25
Losing Trades 19 11 8 19 11 8
Profitability (%) 70.7692 65.625 75.7576 70.7692 65.625 75.7576
Ratio Avg Win / Avg Loss 2.5846 4.7007 1.0975 9.9256 14.4983 5.1816
Largest Winning Trade 383333 383333 62851 100200820 100200820 18984903
Largest Losing Trade -70124 -42840 -70124 -2485977 -2473265 -2485977
Avg Bars in Trades 106 122 90 106 122 90
Avg Bars in Winners 116 123 111 116 123 111
Avg Bars in Losers 80 120 25 80 120 25
Bars Traded 6900 3918 2982 6900 3918 2982
Profit Streak 134.5426 134.5426 458.2092 134.5426 134.5426 458.2092
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134698 -104189 -192596 -114431 720222 779732

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548748800000,
    "last_datapoint_time": 1758614400000,
    "evaluation_time": 1758632478183,
    "expiration_time": 1765096992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 209,
            "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": [
        [
            1291070.1018994467,
            998697.7640634615,
            292372.3378359845,
            242680970.50059918,
            191834938.72831833,
            50846031.772280835
        ],
        [
            1291.070102,
            998.697764,
            292.372338,
            242680.970501,
            191834.938728,
            50846.031772
        ],
        [
            0.516222,
            0.399319,
            0.116902,
            0.312151,
            0.302726,
            0.249545
        ],
        [
            883.020554,
            883.020554,
            883.020554,
            883.020554,
            883.020554,
            883.020554
        ],
        [
            -85953,
            -82926,
            -70124,
            -2541235,
            -2473265,
            -2485977
        ],
        [
            6.25738,
            8.974018,
            3.429776,
            24.030446,
            27.678491,
            16.19254
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            19,
            11,
            8,
            19,
            11,
            8
        ],
        [
            70.769231,
            65.625,
            75.757576,
            70.769231,
            65.625,
            75.757576
        ],
        [
            2.58457,
            4.700676,
            1.097528,
            9.925619,
            14.498257,
            5.181613
        ],
        [
            383333,
            383333,
            62851,
            100200820,
            100200820,
            18984903
        ],
        [
            -70124,
            -42840,
            -70124,
            -2485977,
            -2473265,
            -2485977
        ],
        [
            106,
            122,
            90,
            106,
            122,
            90
        ],
        [
            116,
            123,
            111,
            116,
            123,
            111
        ],
        [
            80,
            120,
            25,
            80,
            120,
            25
        ],
        [
            6900,
            3918,
            2982,
            6900,
            3918,
            2982
        ],
        [
            134.542571,
            134.542571,
            458.209238,
            134.542572,
            134.542572,
            458.209238
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134698,
            -104189,
            -192596,
            -114431,
            720222,
            779732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548748800000,
    "last_datapoint_time": 1758614400000,
    "evaluation_time": 1758632478183,
    "expiration_time": 1765096992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 209,
            "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)