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Trade: XRP/USDT/480/ZLMA/MIDPOINT/5905

Strategy
XRP/USDT/480/ZLMA/MIDPOINT/5905
Pair
XRP_USDT
Interval
8h
Score
780609
Daily Profit
0.259594
Profit Factor
14.384231
Profitability
75.000000
Streak
527.363068
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-23 03:42
Expiration Time
2025-12-06 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1010978.535 804823.8852 206154.6498 48644376.9624 65247474.5623 -16603097.6
Total P&L (%) 1010.9785 804.8239 206.1547 48644.377 65247.4746 -16603.0976
Avg Daily Profit (%) 0.4043 0.3219 0.0825 0.2478 0.2596 0
Buy And Hold Return (%) 891.6356 891.6356 891.6356 891.6356 891.6356 891.6356
Max Trade Drawdown -78986 -78107 -79130 -36491607 -2720409 -36491607
Profit Factor 3.7687 7.1227 1.8821 1.9928 14.3842 0.6237
Total Trades 73 36 37 73 36 37
Winning Trades 50 27 23 50 27 23
Losing Trades 23 9 14 23 9 14
Profitability (%) 68.4932 75 62.1622 68.4932 75 62.1622
Ratio Avg Win / Avg Loss 1.7336 2.3742 1.1457 0.9167 4.7947 0.3796
Largest Winning Trade 178920 178920 65424 31143285 31143285 6080011
Largest Losing Trade -70742 -41783 -70742 -36491607 -2243648 -36491607
Avg Bars in Trades 96 108 85 96 108 85
Avg Bars in Winners 114 102 128 114 102 128
Avg Bars in Losers 59 126 15 59 126 15
Bars Traded 7071 3904 3167 7071 3904 3167
Profit Streak 295.3631 527.3631 295.3631 295.3631 527.3631 295.3631
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -179651 -143561 -243258 -62735 780609 -577848

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548777600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758588169097,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 217,
            "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": [
        [
            1010978.535041319,
            804823.8852194713,
            206154.6498218474,
            48644376.96239426,
            65247474.56234762,
            -16603097.599953368
        ],
        [
            1010.978535,
            804.823885,
            206.15465,
            48644.376962,
            65247.474562,
            -16603.0976
        ],
        [
            0.404338,
            0.321887,
            0.082451,
            0.247841,
            0.259594,
            0
        ],
        [
            891.635591,
            891.635591,
            891.635591,
            891.635591,
            891.635591,
            891.635591
        ],
        [
            -78986,
            -78107,
            -79130,
            -36491607,
            -2720409,
            -36491607
        ],
        [
            3.768699,
            7.122689,
            1.882148,
            1.992833,
            14.384231,
            0.623688
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            23,
            9,
            14,
            23,
            9,
            14
        ],
        [
            68.493151,
            75,
            62.162162,
            68.493151,
            75,
            62.162162
        ],
        [
            1.733601,
            2.37423,
            1.145655,
            0.916703,
            4.794744,
            0.379636
        ],
        [
            178920,
            178920,
            65424,
            31143285,
            31143285,
            6080011
        ],
        [
            -70742,
            -41783,
            -70742,
            -36491607,
            -2243648,
            -36491607
        ],
        [
            96,
            108,
            85,
            96,
            108,
            85
        ],
        [
            114,
            102,
            128,
            114,
            102,
            128
        ],
        [
            59,
            126,
            15,
            59,
            126,
            15
        ],
        [
            7071,
            3904,
            3167,
            7071,
            3904,
            3167
        ],
        [
            295.363068,
            527.363068,
            295.363068,
            295.363068,
            527.363068,
            295.363068
        ],
        [
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            5,
            3,
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            5,
            3
        ],
        [
            0.8,
            1.45,
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            0.8,
            1.45,
            1.45
        ],
        [
            -179651,
            -143561,
            -243258,
            -62735,
            780609,
            -577848
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548777600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758588169097,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 217,
            "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)