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Trade: XRP/USDT/480/ZLMA/MIDPOINT/3957

Strategy
XRP/USDT/480/ZLMA/MIDPOINT/3957
Pair
XRP_USDT
Interval
8h
Score
750314
Daily Profit
0.268990
Profit Factor
7.667504
Profitability
67.567568
Streak
531.409404
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-27 04:49
Expiration Time
2025-12-10 18:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1019848.7762 803577.6476 216271.1286 84456719.2764 82650181.4296 1806537.8468
Total P&L (%) 1019.8488 803.5776 216.2711 84456.7193 82650.1814 1806.5378
Avg Daily Profit (%) 0.4078 0.3213 0.0865 0.2699 0.269 0.1179
Buy And Hold Return (%) 788.1556 788.1556 788.1556 788.1556 788.1556 788.1556
Max Trade Drawdown -81894 -80519 -54288 -24501132 -7176958 -27741615
Profit Factor 4.11 5.6786 2.3849 2.7309 7.6675 1.0496
Total Trades 75 37 38 75 37 38
Winning Trades 51 25 26 51 25 26
Losing Trades 24 12 12 24 12 12
Profitability (%) 68 67.5676 68.4211 68 67.5676 68.4211
Ratio Avg Win / Avg Loss 1.9341 2.7257 1.1007 1.2851 3.6804 0.4844
Largest Winning Trade 160371 160371 61113 36711216 36711216 14232235
Largest Losing Trade -48466 -48466 -39433 -17310824 -6197783 -17310824
Avg Bars in Trades 94 111 78 94 111 78
Avg Bars in Winners 109 112 105 109 112 105
Avg Bars in Losers 64 109 19 64 109 19
Bars Traded 7109 4123 2986 7109 4123 2986
Profit Streak 78.4094 531.4094 78.4094 78.4094 531.4094 78.4094
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115067 -138636 -236894 -44968 750314 -204721
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542844800000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758937772493,
    "expiration_time": 1765384992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "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": [
        [
            1019848.7762004549,
            803577.6475508778,
            216271.1286495772,
            84456719.27639508,
            82650181.42964423,
            1806537.846750848
        ],
        [
            1019.848776,
            803.577648,
            216.271129,
            84456.719276,
            82650.18143,
            1806.537847
        ],
        [
            0.407776,
            0.321303,
            0.086474,
            0.269856,
            0.26899,
            0.117937
        ],
        [
            788.155587,
            788.155587,
            788.155587,
            788.155587,
            788.155587,
            788.155587
        ],
        [
            -81894,
            -80519,
            -54288,
            -24501132,
            -7176958,
            -27741615
        ],
        [
            4.109999,
            5.67858,
            2.384853,
            2.730869,
            7.667504,
            1.049632
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            68,
            67.567568,
            68.421053,
            68,
            67.567568,
            68.421053
        ],
        [
            1.934117,
            2.725719,
            1.100701,
            1.285115,
            3.680402,
            0.484446
        ],
        [
            160371,
            160371,
            61113,
            36711216,
            36711216,
            14232235
        ],
        [
            -48466,
            -48466,
            -39433,
            -17310824,
            -6197783,
            -17310824
        ],
        [
            94,
            111,
            78,
            94,
            111,
            78
        ],
        [
            109,
            112,
            105,
            109,
            112,
            105
        ],
        [
            64,
            109,
            19,
            64,
            109,
            19
        ],
        [
            7109,
            4123,
            2986,
            7109,
            4123,
            2986
        ],
        [
            78.409404,
            531.409404,
            78.409404,
            78.409404,
            531.409404,
            78.409404
        ],
        [
            2,
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            1,
            2,
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            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115067,
            -138636,
            -236894,
            -44968,
            750314,
            -204721
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542844800000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758937772493,
    "expiration_time": 1765384992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 167,
            "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)