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Trade: XRP/USDT/360/ZLMA/MIDPOINT/7189

Strategy
XRP/USDT/360/ZLMA/MIDPOINT/7189
Pair
XRP_USDT
Interval
6h
Score
312022
Daily Profit
0.178947
Profit Factor
1.907013
Profitability
41.111111
Streak
93.636592
Best Strategy
Training Data Length
2500.750000
Evaluation Time
2025-09-24 06:16
Expiration Time
2025-12-08 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 857887.9763 784557.2189 73330.7574 4847655.407 8644465.8224 -3796810.4154
Total P&L (%) 857.888 784.5572 73.3308 4847.6554 8644.4658 -3796.8104
Avg Daily Profit (%) 0.3431 0.3137 0.0293 0.1561 0.1789 0
Buy And Hold Return (%) 769.4547 769.4547 769.4547 769.4547 769.4547 769.4547
Max Trade Drawdown -79277 -63263 -95177 -5422608 -3358785 -5869344
Profit Factor 2.2192 3.242 1.2073 1.2381 1.907 0.6493
Total Trades 180 90 90 180 90 90
Winning Trades 72 37 35 72 37 35
Losing Trades 108 53 55 108 53 55
Profitability (%) 40 41.1111 38.8889 40 41.1111 38.8889
Ratio Avg Win / Avg Loss 3.3288 4.6439 1.8972 1.8572 2.7317 1.0203
Largest Winning Trade 346739 346739 47254 7221444 7221444 817284
Largest Losing Trade -51448 -24069 -51448 -2358180 -1318356 -2358180
Avg Bars in Trades 53 60 47 53 60 47
Avg Bars in Winners 82 89 75 82 89 75
Avg Bars in Losers 34 39 29 34 39 29
Bars Traded 9716 5420 4296 9716 5420 4296
Profit Streak 0 93.6366 0 0 93.6366 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119484 -147275 -323491 182413 312022 -583746
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758683801536,
    "expiration_time": 1765153944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 48,
            "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": [
        [
            857887.9763285989,
            784557.2189051821,
            73330.7574234167,
            4847655.407024321,
            8644465.8224203,
            -3796810.4153959816
        ],
        [
            857.887976,
            784.557219,
            73.330757,
            4847.655407,
            8644.465822,
            -3796.810415
        ],
        [
            0.343052,
            0.313729,
            0.029324,
            0.156135,
            0.178947,
            0
        ],
        [
            769.454657,
            769.454657,
            769.454657,
            769.454657,
            769.454657,
            769.454657
        ],
        [
            -79277,
            -63263,
            -95177,
            -5422608,
            -3358785,
            -5869344
        ],
        [
            2.219187,
            3.241997,
            1.207314,
            1.238148,
            1.907013,
            0.649254
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            40,
            41.111111,
            38.888889,
            40,
            41.111111,
            38.888889
        ],
        [
            3.328781,
            4.643942,
            1.897207,
            1.857222,
            2.731667,
            1.020257
        ],
        [
            346739,
            346739,
            47254,
            7221444,
            7221444,
            817284
        ],
        [
            -51448,
            -24069,
            -51448,
            -2358180,
            -1318356,
            -2358180
        ],
        [
            53,
            60,
            47,
            53,
            60,
            47
        ],
        [
            82,
            89,
            75,
            82,
            89,
            75
        ],
        [
            34,
            39,
            29,
            34,
            39,
            29
        ],
        [
            9716,
            5420,
            4296,
            9716,
            5420,
            4296
        ],
        [
            0,
            93.636592,
            0,
            0,
            93.636592,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119484,
            -147275,
            -323491,
            182413,
            312022,
            -583746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758683801536,
    "expiration_time": 1765153944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 48,
            "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)