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Trade: XRP/USDT/360/ZLMA/MIDPOINT/8919

Strategy
XRP/USDT/360/ZLMA/MIDPOINT/8919
Pair
XRP_USDT
Interval
6h
Score
345977
Daily Profit
0.159237
Profit Factor
2.014317
Profitability
46.534653
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 05:31
Expiration Time
2025-12-06 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 681206.3624 659597.6071 21608.7554 1567244.5843 5239708.2406 -3672463.6563
Total P&L (%) 681.2064 659.5976 21.6088 1567.2446 5239.7082 -3672.4637
Avg Daily Profit (%) 0.2725 0.2638 0.0086 0.1126 0.1592 0
Buy And Hold Return (%) 795.2378 795.2378 795.2378 795.2378 795.2378 795.2378
Max Trade Drawdown -160159 -119164 -118526 -4476020 -1603708 -4918615
Profit Factor 1.8266 2.604 1.0523 1.1171 2.0143 0.5533
Total Trades 202 101 101 202 101 101
Winning Trades 99 47 52 99 47 52
Losing Trades 103 54 49 103 54 49
Profitability (%) 49.0099 46.5347 51.4851 49.0099 46.5347 51.4851
Ratio Avg Win / Avg Loss 1.9004 2.9919 0.9916 1.1622 2.3143 0.5214
Largest Winning Trade 180955 180955 63427 3597041 3597041 535743
Largest Losing Trade -58433 -40859 -58433 -3263418 -567570 -3263418
Avg Bars in Trades 46 55 36 46 55 36
Avg Bars in Winners 63 69 57 63 69 57
Avg Bars in Losers 30 43 15 30 43 15
Bars Traded 9350 5623 3727 9350 5623 3727
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152982 -153861 -511783 -140394 345977 -580870

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547143200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758508282644,
    "expiration_time": 1764979200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "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": [
        [
            681206.3624392513,
            659597.6070678547,
            21608.7553713959,
            1567244.584306239,
            5239708.240582203,
            -3672463.6562759643
        ],
        [
            681.206362,
            659.597607,
            21.608755,
            1567.244584,
            5239.708241,
            -3672.463656
        ],
        [
            0.272483,
            0.263839,
            0.008644,
            0.112614,
            0.159237,
            0
        ],
        [
            795.237802,
            795.237802,
            795.237802,
            795.237802,
            795.237802,
            795.237802
        ],
        [
            -160159,
            -119164,
            -118526,
            -4476020,
            -1603708,
            -4918615
        ],
        [
            1.826553,
            2.604027,
            1.052329,
            1.117074,
            2.014317,
            0.553284
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            99,
            47,
            52,
            99,
            47,
            52
        ],
        [
            103,
            54,
            49,
            103,
            54,
            49
        ],
        [
            49.009901,
            46.534653,
            51.485149,
            49.009901,
            46.534653,
            51.485149
        ],
        [
            1.900353,
            2.991861,
            0.991618,
            1.162208,
            2.314322,
            0.521364
        ],
        [
            180955,
            180955,
            63427,
            3597041,
            3597041,
            535743
        ],
        [
            -58433,
            -40859,
            -58433,
            -3263418,
            -567570,
            -3263418
        ],
        [
            46,
            55,
            36,
            46,
            55,
            36
        ],
        [
            63,
            69,
            57,
            63,
            69,
            57
        ],
        [
            30,
            43,
            15,
            30,
            43,
            15
        ],
        [
            9350,
            5623,
            3727,
            9350,
            5623,
            3727
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152982,
            -153861,
            -511783,
            -140394,
            345977,
            -580870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547143200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758508282644,
    "expiration_time": 1764979200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "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)