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Trade: XRP/USDT/360/ZLMA/MIDPOINT/5238

Strategy
XRP/USDT/360/ZLMA/MIDPOINT/5238
Pair
XRP_USDT
Interval
6h
Score
308268
Daily Profit
0.162573
Profit Factor
1.848888
Profitability
40.425532
Streak
86.584723
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 05:02
Expiration Time
2025-12-01 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 871167.983 826149.5042 45018.4788 2324210.3448 5703365.9293 -3379155.5845
Total P&L (%) 871.168 826.1495 45.0185 2324.2103 5703.3659 -3379.1556
Avg Daily Profit (%) 0.3485 0.3305 0.018 0.1276 0.1626 0
Buy And Hold Return (%) 755.5021 755.5021 755.5021 755.5021 755.5021 755.5021
Max Trade Drawdown -107032 -81261 -110800 -4445544 -1748332 -4989819
Profit Factor 2.1134 3.2424 1.1087 1.1435 1.8489 0.6434
Total Trades 189 94 95 189 94 95
Winning Trades 80 38 42 80 38 42
Losing Trades 109 56 53 109 56 53
Profitability (%) 42.328 40.4255 44.2105 42.328 40.4255 44.2105
Ratio Avg Win / Avg Loss 2.8795 4.7783 1.3991 1.5581 2.7247 0.8118
Largest Winning Trade 383321 383321 54195 4495495 4495495 1359027
Largest Losing Trade -61224 -38744 -61224 -2339767 -1251004 -2339767
Avg Bars in Trades 49 56 42 49 56 42
Avg Bars in Winners 71 84 59 71 84 59
Avg Bars in Losers 33 36 29 33 36 29
Bars Traded 9337 5293 4044 9337 5293 4044
Profit Streak 0 86.5847 0 0 86.5847 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 -106815 -123998 -438042 -88820 308268 -583330

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758074520099,
    "expiration_time": 1764547200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 50,
            "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": [
        [
            871167.983018033,
            826149.5042077379,
            45018.478810295,
            2324210.3447513385,
            5703365.929265954,
            -3379155.584514616
        ],
        [
            871.167983,
            826.149504,
            45.018479,
            2324.210345,
            5703.365929,
            -3379.155585
        ],
        [
            0.348467,
            0.33046,
            0.018007,
            0.127605,
            0.162573,
            0
        ],
        [
            755.502069,
            755.502069,
            755.502069,
            755.502069,
            755.502069,
            755.502069
        ],
        [
            -107032,
            -81261,
            -110800,
            -4445544,
            -1748332,
            -4989819
        ],
        [
            2.113414,
            3.242405,
            1.108738,
            1.143529,
            1.848888,
            0.643351
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            109,
            56,
            53,
            109,
            56,
            53
        ],
        [
            42.328042,
            40.425532,
            44.210526,
            42.328042,
            40.425532,
            44.210526
        ],
        [
            2.879527,
            4.778281,
            1.399122,
            1.558058,
            2.724677,
            0.811847
        ],
        [
            383321,
            383321,
            54195,
            4495495,
            4495495,
            1359027
        ],
        [
            -61224,
            -38744,
            -61224,
            -2339767,
            -1251004,
            -2339767
        ],
        [
            49,
            56,
            42,
            49,
            56,
            42
        ],
        [
            71,
            84,
            59,
            71,
            84,
            59
        ],
        [
            33,
            36,
            29,
            33,
            36,
            29
        ],
        [
            9337,
            5293,
            4044,
            9337,
            5293,
            4044
        ],
        [
            0,
            86.584723,
            0,
            0,
            86.584723,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106815,
            -123998,
            -438042,
            -88820,
            308268,
            -583330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758074520099,
    "expiration_time": 1764547200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 50,
            "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)