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Trade: XRP/USDT/360/ZLMA/MIDPOINT/7533

Strategy
XRP/USDT/360/ZLMA/MIDPOINT/7533
Pair
XRP_USDT
Interval
6h
Score
636618
Daily Profit
0.233216
Profit Factor
4.295061
Profitability
61.538462
Streak
130.629766
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 00:06
Expiration Time
2025-11-30 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 872668.1903 696020.1326 176648.0577 26828935.3671 33719447.4153 -6890512.0483
Total P&L (%) 872.6682 696.0201 176.6481 26828.9354 33719.4474 -6890.512
Avg Daily Profit (%) 0.3491 0.2784 0.0707 0.2241 0.2332 0
Buy And Hold Return (%) 831.714 831.714 831.714 831.714 831.714 831.714
Max Trade Drawdown -92397 -87851 -79906 -17744415 -3987910 -18838382
Profit Factor 3.4901 4.8807 2.0324 1.8198 4.2951 0.6937
Total Trades 79 39 40 79 39 40
Winning Trades 48 24 24 48 24 24
Losing Trades 31 15 16 31 15 16
Profitability (%) 60.7595 61.5385 60 60.7595 61.5385 60
Ratio Avg Win / Avg Loss 2.254 3.0504 1.3549 1.1753 2.6844 0.4624
Largest Winning Trade 169205 169205 64987 16733553 16733553 4484489
Largest Losing Trade -49282 -49282 -46625 -7998452 -2883160 -7998452
Avg Bars in Trades 115 141 91 115 141 91
Avg Bars in Winners 137 159 114 137 159 114
Avg Bars in Losers 82 110 55 82 110 55
Bars Traded 9139 5499 3640 9139 5499 3640
Profit Streak 130.6298 130.6298 207.1298 130.6298 130.6298 207.1298
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162724 -147278 -259320 -17668 636618 -578477

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542045600000,
    "first_datapoint_time": 1547359200000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758056811791,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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": [
        [
            872668.1902957985,
            696020.1325608772,
            176648.0577349208,
            26828935.36705113,
            33719447.41531191,
            -6890512.048260783
        ],
        [
            872.66819,
            696.020133,
            176.648058,
            26828.935367,
            33719.447415,
            -6890.512048
        ],
        [
            0.349067,
            0.278408,
            0.070659,
            0.224082,
            0.233216,
            0
        ],
        [
            831.714024,
            831.714024,
            831.714024,
            831.714024,
            831.714024,
            831.714024
        ],
        [
            -92397,
            -87851,
            -79906,
            -17744415,
            -3987910,
            -18838382
        ],
        [
            3.490085,
            4.880707,
            2.032406,
            1.819807,
            4.295061,
            0.693654
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            60.759494,
            61.538462,
            60,
            60.759494,
            61.538462,
            60
        ],
        [
            2.254013,
            3.050442,
            1.354937,
            1.175292,
            2.684413,
            0.462436
        ],
        [
            169205,
            169205,
            64987,
            16733553,
            16733553,
            4484489
        ],
        [
            -49282,
            -49282,
            -46625,
            -7998452,
            -2883160,
            -7998452
        ],
        [
            115,
            141,
            91,
            115,
            141,
            91
        ],
        [
            137,
            159,
            114,
            137,
            159,
            114
        ],
        [
            82,
            110,
            55,
            82,
            110,
            55
        ],
        [
            9139,
            5499,
            3640,
            9139,
            5499,
            3640
        ],
        [
            130.629766,
            130.629766,
            207.129766,
            130.629766,
            130.629766,
            207.129766
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162724,
            -147278,
            -259320,
            -17668,
            636618,
            -578477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542045600000,
    "first_datapoint_time": 1547359200000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758056811791,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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)