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Trade: XRP/USDT/480/ZLMA/MIDPRICE/3991

Strategy
XRP/USDT/480/ZLMA/MIDPRICE/3991
Pair
XRP_USDT
Interval
8h
Score
709300
Daily Profit
0.279558
Profit Factor
7.581858
Profitability
57.777778
Streak
353.442282
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-19 21:36
Expiration Time
2025-12-03 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1111517.1968 856068.8202 255448.3766 143470611.711 107405626.8307 36064984.8803
Total P&L (%) 1111.5172 856.0688 255.4484 143470.6117 107405.6268 36064.9849
Avg Daily Profit (%) 0.4445 0.3424 0.1022 0.2912 0.2796 0.2359
Buy And Hold Return (%) 839.2583 839.2583 839.2583 839.2583 839.2583 839.2583
Max Trade Drawdown -99551 -88674 -31617 -11048049 -8415708 -5129469
Profit Factor 4.1583 4.8225 2.996 5.7636 7.5819 3.6135
Total Trades 91 45 46 91 45 46
Winning Trades 53 26 27 53 26 27
Losing Trades 38 19 19 38 19 19
Profitability (%) 58.2418 57.7778 58.6957 58.2418 57.7778 58.6957
Ratio Avg Win / Avg Loss 2.9814 3.5241 2.1083 4.1324 5.5406 2.5428
Largest Winning Trade 205729 205729 61182 32004351 32004351 22345700
Largest Losing Trade -52375 -52375 -31617 -3702907 -2389951 -3702907
Avg Bars in Trades 75 92 58 75 92 58
Avg Bars in Winners 94 115 74 94 115 74
Avg Bars in Losers 48 62 35 48 62 35
Bars Traded 6853 4176 2677 6853 4176 2677
Profit Streak 71.1089 353.4423 71.1089 71.1089 353.4423 71.1089
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45267 -140169 -214881 700221 709300 607731

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542297600000,
    "first_datapoint_time": 1548144000000,
    "last_datapoint_time": 1758297600000,
    "evaluation_time": 1758307013207,
    "expiration_time": 1764778464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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": [
        [
            1111517.1968073447,
            856068.8202379638,
            255448.3765693809,
            143470611.7110236,
            107405626.83074373,
            36064984.880279884
        ],
        [
            1111.517197,
            856.06882,
            255.448377,
            143470.611711,
            107405.626831,
            36064.98488
        ],
        [
            0.444548,
            0.342382,
            0.102166,
            0.291161,
            0.279558,
            0.235874
        ],
        [
            839.258332,
            839.258332,
            839.258332,
            839.258332,
            839.258332,
            839.258332
        ],
        [
            -99551,
            -88674,
            -31617,
            -11048049,
            -8415708,
            -5129469
        ],
        [
            4.158287,
            4.822457,
            2.996018,
            5.763618,
            7.581858,
            3.613489
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            58.241758,
            57.777778,
            58.695652,
            58.241758,
            57.777778,
            58.695652
        ],
        [
            2.981413,
            3.524104,
            2.108309,
            4.132405,
            5.540589,
            2.542825
        ],
        [
            205729,
            205729,
            61182,
            32004351,
            32004351,
            22345700
        ],
        [
            -52375,
            -52375,
            -31617,
            -3702907,
            -2389951,
            -3702907
        ],
        [
            75,
            92,
            58,
            75,
            92,
            58
        ],
        [
            94,
            115,
            74,
            94,
            115,
            74
        ],
        [
            48,
            62,
            35,
            48,
            62,
            35
        ],
        [
            6853,
            4176,
            2677,
            6853,
            4176,
            2677
        ],
        [
            71.108949,
            353.442282,
            71.108949,
            71.108949,
            353.442282,
            71.108949
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45267,
            -140169,
            -214881,
            700221,
            709300,
            607731
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542297600000,
    "first_datapoint_time": 1548144000000,
    "last_datapoint_time": 1758297600000,
    "evaluation_time": 1758307013207,
    "expiration_time": 1764778464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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)