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Trade: XRP/USDT/360/ZLMA/MIDPRICE/9983

Strategy
XRP/USDT/360/ZLMA/MIDPRICE/9983
Pair
XRP_USDT
Interval
6h
Score
625934
Daily Profit
0.177995
Profit Factor
4.139292
Profitability
57.142857
Streak
144.713980
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-23 20:08
Expiration Time
2025-12-07 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 755652.0215 662426.8813 93225.1402 4401897.9643 8431590.3664 -4029692.4021
Total P&L (%) 755.652 662.4269 93.2251 4401.898 8431.5904 -4029.6924
Avg Daily Profit (%) 0.3022 0.2649 0.0373 0.1524 0.178 0
Buy And Hold Return (%) 782.8738 782.8738 782.8738 782.8738 782.8738 782.8738
Max Trade Drawdown -103197 -81369 -69926 -5965906 -785935 -6016937
Profit Factor 2.4807 3.7231 1.3491 1.4191 4.1393 0.4846
Total Trades 99 49 50 99 49 50
Winning Trades 53 28 25 53 28 25
Losing Trades 46 21 25 46 21 25
Profitability (%) 53.5354 57.1429 50 53.5354 57.1429 50
Ratio Avg Win / Avg Loss 2.1531 2.7923 1.3491 1.2316 3.1045 0.4846
Largest Winning Trade 171214 171214 52252 5385922 5385922 738696
Largest Losing Trade -69926 -50815 -69926 -5965906 -716918 -5965906
Avg Bars in Trades 94 109 78 94 109 78
Avg Bars in Winners 127 115 141 127 115 141
Avg Bars in Losers 55 102 16 55 102 16
Bars Traded 9313 5378 3935 9313 5378 3935
Profit Streak 68.714 144.714 68.714 68.714 144.714 68.714
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150447 -147952 -487982 331744 625934 -760275

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758647287847,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "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": [
        [
            755652.0215411162,
            662426.8813396266,
            93225.1402014893,
            4401897.9643451525,
            8431590.366423188,
            -4029692.402078037
        ],
        [
            755.652022,
            662.426881,
            93.22514,
            4401.897964,
            8431.590366,
            -4029.692402
        ],
        [
            0.302231,
            0.264944,
            0.037286,
            0.152384,
            0.177995,
            0
        ],
        [
            782.873775,
            782.873775,
            782.873775,
            782.873775,
            782.873775,
            782.873775
        ],
        [
            -103197,
            -81369,
            -69926,
            -5965906,
            -785935,
            -6016937
        ],
        [
            2.480731,
            3.723114,
            1.349076,
            1.419054,
            4.139292,
            0.484599
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            53.535354,
            57.142857,
            50,
            53.535354,
            57.142857,
            50
        ],
        [
            2.153087,
            2.792335,
            1.349076,
            1.231631,
            3.104469,
            0.484599
        ],
        [
            171214,
            171214,
            52252,
            5385922,
            5385922,
            738696
        ],
        [
            -69926,
            -50815,
            -69926,
            -5965906,
            -716918,
            -5965906
        ],
        [
            94,
            109,
            78,
            94,
            109,
            78
        ],
        [
            127,
            115,
            141,
            127,
            115,
            141
        ],
        [
            55,
            102,
            16,
            55,
            102,
            16
        ],
        [
            9313,
            5378,
            3935,
            9313,
            5378,
            3935
        ],
        [
            68.71398,
            144.71398,
            68.71398,
            68.71398,
            144.71398,
            68.71398
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150447,
            -147952,
            -487982,
            331744,
            625934,
            -760275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758647287847,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 220,
            "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)