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Trade: XRP/USDT/720/ZLMA/MIDPOINT/8228

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/8228
Pair
XRP_USDT
Interval
12h
Score
665094
Daily Profit
0.226667
Profit Factor
12.063763
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 15:10
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 858332.0101 750192.7608 108139.2493 3590075.5558 28687655.6931 -25097580.1372
Total P&L (%) 858.332 750.1928 108.1392 3590.0756 28687.6557 -25097.5801
Avg Daily Profit (%) 0.3432 0.3 0.0432 0.1444 0.2267 0
Buy And Hold Return (%) 791.0362 791.0362 791.0362 791.0362 791.0362 791.0362
Max Trade Drawdown -155583 -48846 -145389 -26228187 -1126539 -26704888
Profit Factor 3.2108 9.1971 1.3644 1.1011 12.0638 0.2378
Total Trades 60 30 30 60 30 30
Winning Trades 40 19 21 40 19 21
Losing Trades 20 11 9 20 11 9
Profitability (%) 66.6667 63.3333 70 66.6667 63.3333 70
Ratio Avg Win / Avg Loss 1.6054 5.3246 0.5848 0.5505 6.9843 0.1019
Largest Winning Trade 174443 174443 65347 18841140 18841140 1282284
Largest Losing Trade -84489 -33991 -84489 -25277865 -1126539 -25277865
Avg Bars in Trades 76 88 64 76 88 64
Avg Bars in Winners 83 81 84 83 81 84
Avg Bars in Losers 63 101 16 63 101 16
Bars Traded 4588 2662 1926 4588 2662 1926
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -295251 -146676 -299577 -283988 665094 -578232

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758629442920,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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": [
        [
            858332.010065963,
            750192.7607556779,
            108139.2493102852,
            3590075.555844507,
            28687655.693088695,
            -25097580.13724419
        ],
        [
            858.33201,
            750.192761,
            108.139249,
            3590.075556,
            28687.655693,
            -25097.580137
        ],
        [
            0.343196,
            0.299957,
            0.043238,
            0.144376,
            0.226667,
            0
        ],
        [
            791.036248,
            791.036248,
            791.036248,
            791.036248,
            791.036248,
            791.036248
        ],
        [
            -155583,
            -48846,
            -145389,
            -26228187,
            -1126539,
            -26704888
        ],
        [
            3.210752,
            9.197079,
            1.364432,
            1.10107,
            12.063763,
            0.237798
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            66.666667,
            63.333333,
            70,
            66.666667,
            63.333333,
            70
        ],
        [
            1.605376,
            5.324625,
            0.584756,
            0.550535,
            6.984284,
            0.101913
        ],
        [
            174443,
            174443,
            65347,
            18841140,
            18841140,
            1282284
        ],
        [
            -84489,
            -33991,
            -84489,
            -25277865,
            -1126539,
            -25277865
        ],
        [
            76,
            88,
            64,
            76,
            88,
            64
        ],
        [
            83,
            81,
            84,
            83,
            81,
            84
        ],
        [
            63,
            101,
            16,
            63,
            101,
            16
        ],
        [
            4588,
            2662,
            1926,
            4588,
            2662,
            1926
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -295251,
            -146676,
            -299577,
            -283988,
            665094,
            -578232
        ]
    ]
}
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": 1551139200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758629442920,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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)