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Trade: XRP/USDT/360/ZLMA/MIDPOINT/6965

Strategy
XRP/USDT/360/ZLMA/MIDPOINT/6965
Pair
XRP_USDT
Interval
6h
Score
656978
Daily Profit
0.246364
Profit Factor
9.031890
Profitability
55.555556
Streak
134.599975
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-20 17:23
Expiration Time
2025-12-04 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 943043.8684 777935.2729 165108.5955 21633936.5665 46872167.579 -25238231.0125
Total P&L (%) 943.0439 777.9353 165.1086 21633.9366 46872.1676 -25238.231
Avg Daily Profit (%) 0.3772 0.3111 0.066 0.2155 0.2464 0
Buy And Hold Return (%) 805.6007 805.6007 805.6007 805.6007 805.6007 805.6007
Max Trade Drawdown -78027 -76258 -75819 -36673600 -2263593 -37471127
Profit Factor 3.5783 6.3136 1.7527 1.4416 9.0319 0.4151
Total Trades 73 36 37 73 36 37
Winning Trades 42 20 22 42 20 22
Losing Trades 31 16 15 31 16 15
Profitability (%) 57.5342 55.5556 59.4595 57.5342 55.5556 59.4595
Ratio Avg Win / Avg Loss 2.6411 5.0509 1.195 1.0641 7.2255 0.283
Largest Winning Trade 174493 174493 64677 30347518 30347518 4577974
Largest Losing Trade -74238 -46559 -74238 -36109865 -1462920 -36109865
Avg Bars in Trades 127 147 108 127 147 108
Avg Bars in Winners 146 135 157 146 135 157
Avg Bars in Losers 101 163 36 101 163 36
Bars Traded 9325 5323 4002 9325 5323 4002
Profit Streak 134.6 134.6 292.6 134.6 134.6 292.6
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170066 -146974 -265743 -64552 656978 -578198

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542348000000,
    "first_datapoint_time": 1547488800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758378237810,
    "expiration_time": 1764850248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "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": [
        [
            943043.8684111373,
            777935.272881998,
            165108.5955291396,
            21633936.56650526,
            46872167.579044275,
            -25238231.01253902
        ],
        [
            943.043868,
            777.935273,
            165.108596,
            21633.936567,
            46872.167579,
            -25238.231013
        ],
        [
            0.37718,
            0.311143,
            0.066037,
            0.215469,
            0.246364,
            0
        ],
        [
            805.600681,
            805.600681,
            805.600681,
            805.600681,
            805.600681,
            805.600681
        ],
        [
            -78027,
            -76258,
            -75819,
            -36673600,
            -2263593,
            -37471127
        ],
        [
            3.578259,
            6.313584,
            1.752674,
            1.441635,
            9.03189,
            0.415108
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            57.534247,
            55.555556,
            59.459459,
            57.534247,
            55.555556,
            59.459459
        ],
        [
            2.641096,
            5.050867,
            1.195005,
            1.064064,
            7.225512,
            0.283028
        ],
        [
            174493,
            174493,
            64677,
            30347518,
            30347518,
            4577974
        ],
        [
            -74238,
            -46559,
            -74238,
            -36109865,
            -1462920,
            -36109865
        ],
        [
            127,
            147,
            108,
            127,
            147,
            108
        ],
        [
            146,
            135,
            157,
            146,
            135,
            157
        ],
        [
            101,
            163,
            36,
            101,
            163,
            36
        ],
        [
            9325,
            5323,
            4002,
            9325,
            5323,
            4002
        ],
        [
            134.599975,
            134.599975,
            292.599975,
            134.599975,
            134.599975,
            292.599975
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170066,
            -146974,
            -265743,
            -64552,
            656978,
            -578198
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542348000000,
    "first_datapoint_time": 1547488800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758378237810,
    "expiration_time": 1764850248000,
    "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": 239,
            "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)