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Trade: XRP/USDT/720/ZLMA/MIDPOINT/5741

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/5741
Pair
XRP_USDT
Interval
12h
Score
434170
Daily Profit
0.187531
Profit Factor
1.983895
Profitability
47.474747
Streak
169.194960
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 07:40
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 960362.39 851864.5562 108497.8339 7513890.0392 10739310.3252 -3225420.2859
Total P&L (%) 960.3624 851.8646 108.4978 7513.89 10739.3103 -3225.4203
Avg Daily Profit (%) 0.384 0.3406 0.0434 0.1734 0.1875 0
Buy And Hold Return (%) 771.2393 771.2393 771.2393 771.2393 771.2393 771.2393
Max Trade Drawdown -108907 -93385 -80017 -5348282 -4250571 -5568931
Profit Factor 2.3204 3.3021 1.3037 1.3326 1.9839 0.7238
Total Trades 199 99 100 199 99 100
Winning Trades 97 47 50 97 47 50
Losing Trades 102 52 50 102 52 50
Profitability (%) 48.7437 47.4747 50 48.7437 47.4747 50
Ratio Avg Win / Avg Loss 2.44 3.6534 1.3037 1.4013 2.1949 0.7238
Largest Winning Trade 362253 362253 49487 7347139 7347139 724101
Largest Losing Trade -70437 -28364 -70437 -3702647 -2634903 -3702647
Avg Bars in Trades 24 28 20 24 28 20
Avg Bars in Winners 29 35 25 29 35 25
Avg Bars in Losers 19 22 15 19 22 15
Bars Traded 4868 2819 2049 4868 2819 2049
Profit Streak 0 169.195 0 0 169.195 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -74627 -117341 -300644 321271 434170 -580787
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758602444566,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 27,
            "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": [
        [
            960362.3900344316,
            851864.556170172,
            108497.83386426,
            7513890.039210852,
            10739310.325156292,
            -3225420.28594544
        ],
        [
            960.36239,
            851.864556,
            108.497834,
            7513.890039,
            10739.310325,
            -3225.420286
        ],
        [
            0.383991,
            0.34061,
            0.043382,
            0.173383,
            0.187531,
            0
        ],
        [
            771.23925,
            771.23925,
            771.23925,
            771.23925,
            771.23925,
            771.23925
        ],
        [
            -108907,
            -93385,
            -80017,
            -5348282,
            -4250571,
            -5568931
        ],
        [
            2.320392,
            3.30208,
            1.303669,
            1.332567,
            1.983895,
            0.723816
        ],
        [
            199,
            99,
            100,
            199,
            99,
            100
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            48.743719,
            47.474747,
            50,
            48.743719,
            47.474747,
            50
        ],
        [
            2.44,
            3.653365,
            1.303669,
            1.401256,
            2.194947,
            0.723816
        ],
        [
            362253,
            362253,
            49487,
            7347139,
            7347139,
            724101
        ],
        [
            -70437,
            -28364,
            -70437,
            -3702647,
            -2634903,
            -3702647
        ],
        [
            24,
            28,
            20,
            24,
            28,
            20
        ],
        [
            29,
            35,
            25,
            29,
            35,
            25
        ],
        [
            19,
            22,
            15,
            19,
            22,
            15
        ],
        [
            4868,
            2819,
            2049,
            4868,
            2819,
            2049
        ],
        [
            0,
            169.19496,
            0,
            0,
            169.19496,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -74627,
            -117341,
            -300644,
            321271,
            434170,
            -580787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758602444566,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 27,
            "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)