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Trade: XRP/USDT/480/ZLMA/MIDPOINT/8462

Strategy
XRP/USDT/480/ZLMA/MIDPOINT/8462
Pair
XRP_USDT
Interval
8h
Score
626765
Daily Profit
0.224649
Profit Factor
3.868833
Profitability
59.090909
Streak
130.016885
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-10 11:24
Expiration Time
2025-11-24 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 814836.1024 688519.5542 126316.5481 13144922.2746 27232836.2067 -14087913.9321
Total P&L (%) 814.8361 688.5196 126.3165 13144.9223 27232.8362 -14087.9139
Avg Daily Profit (%) 0.3259 0.2754 0.0505 0.1956 0.2246 0
Buy And Hold Return (%) 742.7205 742.7205 742.7205 742.7205 742.7205 742.7205
Max Trade Drawdown -101341 -80699 -114739 -21447206 -4077856 -23791983
Profit Factor 2.855 4.472 1.5242 1.336 3.8688 0.5246
Total Trades 89 44 45 89 44 45
Winning Trades 52 26 26 52 26 26
Losing Trades 37 18 19 37 18 19
Profitability (%) 58.427 59.0909 57.7778 58.427 59.0909 57.7778
Ratio Avg Win / Avg Loss 2.0315 3.096 1.1139 0.9506 2.6784 0.3833
Largest Winning Trade 136539 136539 62012 15744449 15744449 3079693
Largest Losing Trade -48424 -48424 -40547 -10621641 -3147617 -10621641
Avg Bars in Trades 78 95 60 78 95 60
Avg Bars in Winners 91 101 82 91 101 82
Avg Bars in Losers 58 87 31 58 87 31
Bars Traded 6948 4211 2737 6948 4211 2737
Profit Streak 61.6836 130.0169 61.6836 61.6836 130.0169 61.6836
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -118700 -147491 -288136 321923 626765 -579144

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541491200000,
    "first_datapoint_time": 1546675200000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757492658904,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 129,
            "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": [
        [
            814836.102355855,
            688519.5542278133,
            126316.5481280418,
            13144922.2746147,
            27232836.206711292,
            -14087913.932096586
        ],
        [
            814.836102,
            688.519554,
            126.316548,
            13144.922275,
            27232.836207,
            -14087.913932
        ],
        [
            0.325891,
            0.275371,
            0.05052,
            0.195613,
            0.224649,
            0
        ],
        [
            742.72048,
            742.72048,
            742.72048,
            742.72048,
            742.72048,
            742.72048
        ],
        [
            -101341,
            -80699,
            -114739,
            -21447206,
            -4077856,
            -23791983
        ],
        [
            2.855012,
            4.471984,
            1.524234,
            1.335969,
            3.868833,
            0.524583
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            58.426966,
            59.090909,
            57.777778,
            58.426966,
            59.090909,
            57.777778
        ],
        [
            2.031451,
            3.095989,
            1.113863,
            0.950593,
            2.678423,
            0.383349
        ],
        [
            136539,
            136539,
            62012,
            15744449,
            15744449,
            3079693
        ],
        [
            -48424,
            -48424,
            -40547,
            -10621641,
            -3147617,
            -10621641
        ],
        [
            78,
            95,
            60,
            78,
            95,
            60
        ],
        [
            91,
            101,
            82,
            91,
            101,
            82
        ],
        [
            58,
            87,
            31,
            58,
            87,
            31
        ],
        [
            6948,
            4211,
            2737,
            6948,
            4211,
            2737
        ],
        [
            61.683552,
            130.016885,
            61.683552,
            61.683552,
            130.016885,
            61.683552
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -118700,
            -147491,
            -288136,
            321923,
            626765,
            -579144
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541491200000,
    "first_datapoint_time": 1546675200000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757492658904,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 129,
            "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)