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Trade: XRP/USDT/720/ZLMA/MIDPRICE/2375

Strategy
XRP/USDT/720/ZLMA/MIDPRICE/2375
Pair
XRP_USDT
Interval
12h
Score
627033
Daily Profit
0.186689
Profit Factor
4.658907
Profitability
60.526316
Streak
141.521794
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 03:31
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 765423.2024 649291.3268 116131.8756 5749659.2008 10523670.668 -4774011.4672
Total P&L (%) 765.4232 649.2913 116.1319 5749.6592 10523.6707 -4774.0115
Avg Daily Profit (%) 0.306 0.2596 0.0464 0.1628 0.1867 0
Buy And Hold Return (%) 771.9927 771.9927 771.9927 771.9927 771.9927 771.9927
Max Trade Drawdown -84857 -78214 -75830 -7390162 -1379025 -7569225
Profit Factor 2.702 4.5187 1.4379 1.4653 4.6589 0.4964
Total Trades 77 38 39 77 38 39
Winning Trades 43 23 20 43 23 20
Losing Trades 34 15 19 34 15 19
Profitability (%) 55.8442 60.5263 51.2821 55.8442 60.5263 51.2821
Ratio Avg Win / Avg Loss 2.1365 2.947 1.366 1.1586 3.0384 0.4716
Largest Winning Trade 163969 163969 60425 6649991 6649991 912064
Largest Losing Trade -64287 -48617 -64287 -6882343 -839880 -6882343
Avg Bars in Trades 59 69 50 59 69 50
Avg Bars in Winners 73 66 80 73 66 80
Avg Bars in Losers 42 73 17 42 73 17
Bars Traded 4586 2633 1953 4586 2633 1953
Profit Streak 105.0218 141.5218 105.0218 105.0218 141.5218 105.0218
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -195963 -147840 -295009 -35470 627033 -580030

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758673883021,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "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": [
        [
            765423.2024292419,
            649291.3267842482,
            116131.8756449936,
            5749659.200798445,
            10523670.668014552,
            -4774011.467216108
        ],
        [
            765.423202,
            649.291327,
            116.131876,
            5749.659201,
            10523.670668,
            -4774.011467
        ],
        [
            0.305986,
            0.259561,
            0.046425,
            0.162794,
            0.186689,
            0
        ],
        [
            771.992654,
            771.992654,
            771.992654,
            771.992654,
            771.992654,
            771.992654
        ],
        [
            -84857,
            -78214,
            -75830,
            -7390162,
            -1379025,
            -7569225
        ],
        [
            2.701992,
            4.518707,
            1.437909,
            1.465311,
            4.658907,
            0.496434
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            55.844156,
            60.526316,
            51.282051,
            55.844156,
            60.526316,
            51.282051
        ],
        [
            2.136459,
            2.946983,
            1.366013,
            1.158618,
            3.038418,
            0.471613
        ],
        [
            163969,
            163969,
            60425,
            6649991,
            6649991,
            912064
        ],
        [
            -64287,
            -48617,
            -64287,
            -6882343,
            -839880,
            -6882343
        ],
        [
            59,
            69,
            50,
            59,
            69,
            50
        ],
        [
            73,
            66,
            80,
            73,
            66,
            80
        ],
        [
            42,
            73,
            17,
            42,
            73,
            17
        ],
        [
            4586,
            2633,
            1953,
            4586,
            2633,
            1953
        ],
        [
            105.021794,
            141.521794,
            105.021794,
            105.021794,
            141.521794,
            105.021794
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -195963,
            -147840,
            -295009,
            -35470,
            627033,
            -580030
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758673883021,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 125,
            "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)