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Trade: XRP/USDT/480/ZLMA/MIDPOINT/2591

Strategy
XRP/USDT/480/ZLMA/MIDPOINT/2591
Pair
XRP_USDT
Interval
8h
Score
399943
Daily Profit
0.153905
Profit Factor
2.158221
Profitability
45.901639
Streak
9.356958
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-11 03:34
Expiration Time
2025-11-25 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3327.026 275263.5505 -271936.5245 4576666.2767 669270.2597 3907396.017
Total P&L (%) 3.327 275.2636 -271.9365 4576.6663 669.2703 3907.396
Avg Daily Profit (%) 0.0013 0.1101 -0.1088 0.1539 0.0816 0.1477
Buy And Hold Return (%) 813.6211 813.6211 813.6211 813.6211 813.6211 813.6211
Max Trade Drawdown -289443 -51776 -330702 -1894580 -898868 -1158756
Profit Factor 1.0045 2.7152 0.5367 2.1582 1.408 2.6907
Total Trades 122 61 61 122 61 61
Winning Trades 94 49 45 56 27 29
Losing Trades 28 12 16 66 34 32
Profitability (%) 77.0492 80.3279 73.7705 45.9016 44.2623 47.541
Ratio Avg Win / Avg Loss 0.2992 0.6649 0.1908 2.5436 1.773 2.9691
Largest Winning Trade 63564 63564 24588 4838034 511212 4838034
Largest Losing Trade -289443 -51776 -289443 -969909 -441203 -969909
Avg Bars in Trades 57 61 54 57 61 54
Avg Bars in Winners 31 31 32 63 71 55
Avg Bars in Losers 145 185 114 53 53 52
Bars Traded 7053 3756 3297 7053 3756 3297
Profit Streak 9.357 100.6903 9.357 9.357 100.6903 9.357
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -568452 -365757 -738710 399943 -409984 -153776

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1547913600000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757550841214,
    "expiration_time": 1764029664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 222,
            "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": [
        [
            3327.0259732758,
            275263.550516573,
            -271936.5245432974,
            4576666.2766898805,
            669270.2596555145,
            3907396.0170343667
        ],
        [
            3.327026,
            275.263551,
            -271.936525,
            4576.666277,
            669.27026,
            3907.396017
        ],
        [
            0.001331,
            0.110091,
            -0.10876,
            0.153905,
            0.081633,
            0.147719
        ],
        [
            813.621059,
            813.621059,
            813.621059,
            813.621059,
            813.621059,
            813.621059
        ],
        [
            -289443,
            -51776,
            -330702,
            -1894580,
            -898868,
            -1158756
        ],
        [
            1.004451,
            2.715199,
            0.536665,
            2.158221,
            1.407996,
            2.690725
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            94,
            49,
            45,
            56,
            27,
            29
        ],
        [
            28,
            12,
            16,
            66,
            34,
            32
        ],
        [
            77.04918,
            80.327869,
            73.770492,
            45.901639,
            44.262295,
            47.540984
        ],
        [
            0.299198,
            0.664947,
            0.190814,
            2.543618,
            1.773032,
            2.969076
        ],
        [
            63564,
            63564,
            24588,
            4838034,
            511212,
            4838034
        ],
        [
            -289443,
            -51776,
            -289443,
            -969909,
            -441203,
            -969909
        ],
        [
            57,
            61,
            54,
            57,
            61,
            54
        ],
        [
            31,
            31,
            32,
            63,
            71,
            55
        ],
        [
            145,
            185,
            114,
            53,
            53,
            52
        ],
        [
            7053,
            3756,
            3297,
            7053,
            3756,
            3297
        ],
        [
            9.356958,
            100.690292,
            9.356958,
            9.356958,
            100.690292,
            9.356958
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -568452,
            -365757,
            -738710,
            399943,
            -409984,
            -153776
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1547913600000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757550841214,
    "expiration_time": 1764029664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 222,
            "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)