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Trade: XRP/USDT/360/ZLMA/MIDPOINT/1087

Strategy
XRP/USDT/360/ZLMA/MIDPOINT/1087
Pair
XRP_USDT
Interval
6h
Score
665568
Daily Profit
0.255143
Profit Factor
9.831037
Profitability
56.756757
Streak
135.373319
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 11:57
Expiration Time
2025-12-05 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 975077.5023 795745.7451 179331.7572 29631695.2566 58332618.6363 -28700923.3797
Total P&L (%) 975.0775 795.7457 179.3318 29631.6953 58332.6186 -28700.9234
Avg Daily Profit (%) 0.39 0.3183 0.0717 0.2281 0.2551 0
Buy And Hold Return (%) 837.5568 837.5568 837.5568 837.5568 837.5568 837.5568
Max Trade Drawdown -79263 -69728 -71947 -44170633 -2572783 -43292267
Profit Factor 3.674 6.4973 1.8155 1.5222 9.831 0.4275
Total Trades 75 37 38 75 37 38
Winning Trades 44 21 23 44 21 23
Losing Trades 31 16 15 31 16 15
Profitability (%) 58.6667 56.7568 60.5263 58.6667 56.7568 60.5263
Ratio Avg Win / Avg Loss 2.5885 4.9504 1.184 1.0725 7.4903 0.2788
Largest Winning Trade 174493 174493 64835 38374901 38374901 5185600
Largest Losing Trade -69856 -46701 -69856 -42333964 -2572783 -42333964
Avg Bars in Trades 124 144 106 124 144 106
Avg Bars in Winners 130 119 140 130 119 140
Avg Bars in Losers 117 176 53 117 176 53
Bars Traded 9366 5329 4037 9366 5329 4037
Profit Streak 102.6233 135.3733 102.6233 102.6233 135.3733 102.6233
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157129 -146750 -258668 -49198 665568 -578839

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542434400000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758445054721,
    "expiration_time": 1764914400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 250,
            "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": [
        [
            975077.5023084136,
            795745.7451349129,
            179331.7571735011,
            29631695.256649442,
            58332618.63632606,
            -28700923.379676614
        ],
        [
            975.077502,
            795.745745,
            179.331757,
            29631.695257,
            58332.618636,
            -28700.92338
        ],
        [
            0.390031,
            0.318298,
            0.071733,
            0.228052,
            0.255143,
            0
        ],
        [
            837.556816,
            837.556816,
            837.556816,
            837.556816,
            837.556816,
            837.556816
        ],
        [
            -79263,
            -69728,
            -71947,
            -44170633,
            -2572783,
            -43292267
        ],
        [
            3.673969,
            6.497341,
            1.815498,
            1.522224,
            9.831037,
            0.427538
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            58.666667,
            56.756757,
            60.526316,
            58.666667,
            56.756757,
            60.526316
        ],
        [
            2.588478,
            4.950355,
            1.184021,
            1.072476,
            7.490314,
            0.278829
        ],
        [
            174493,
            174493,
            64835,
            38374901,
            38374901,
            5185600
        ],
        [
            -69856,
            -46701,
            -69856,
            -42333964,
            -2572783,
            -42333964
        ],
        [
            124,
            144,
            106,
            124,
            144,
            106
        ],
        [
            130,
            119,
            140,
            130,
            119,
            140
        ],
        [
            117,
            176,
            53,
            117,
            176,
            53
        ],
        [
            9366,
            5329,
            4037,
            9366,
            5329,
            4037
        ],
        [
            102.623318,
            135.373318,
            102.623318,
            102.623318,
            135.373319,
            102.623319
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157129,
            -146750,
            -258668,
            -49198,
            665568,
            -578839
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542434400000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758445054721,
    "expiration_time": 1764914400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 250,
            "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)