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Trade: XRP/USDT/480/ZLMA/MIDPRICE/4507

Strategy
XRP/USDT/480/ZLMA/MIDPRICE/4507
Pair
XRP_USDT
Interval
8h
Score
377415
Daily Profit
0.227673
Profit Factor
1.403022
Profitability
53.900709
Streak
12.402203
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-10 12:39
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 959099.5398 774327.9291 184771.6107 29374625.3414 50927268.0956 -21552642.7542
Total P&L (%) 959.0995 774.3279 184.7716 29374.6253 50927.2681 -21552.6428
Avg Daily Profit (%) 0.3836 0.3097 0.0739 0.2277 0.2497 0
Buy And Hold Return (%) 721.4138 721.4138 721.4138 721.4138 721.4138 721.4138
Max Trade Drawdown -101625 -89862 -88892 -33213345 -9824205 -36879788
Profit Factor 2.6889 3.7234 1.6516 1.403 3.3472 0.579
Total Trades 141 70 71 141 70 71
Winning Trades 76 33 43 76 33 43
Losing Trades 65 37 28 65 37 28
Profitability (%) 53.9007 47.1429 60.5634 53.9007 47.1429 60.5634
Ratio Avg Win / Avg Loss 2.2997 4.1747 1.0755 1.2 3.753 0.377
Largest Winning Trade 180006 180006 60505 32954984 32954984 5705883
Largest Losing Trade -47016 -47016 -42247 -15382479 -3830383 -15382479
Avg Bars in Trades 48 59 38 48 59 38
Avg Bars in Winners 59 73 48 59 73 48
Avg Bars in Losers 36 46 21 36 46 21
Bars Traded 6869 4165 2704 6869 4165 2704
Profit Streak 12.4022 0 61.7355 12.4022 0 61.7355
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47042 -222693 -341955 377415 -80706 -664698

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": 1546848000000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757497150324,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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": [
        [
            959099.53981775,
            774327.9290982876,
            184771.6107194627,
            29374625.341372993,
            50927268.09559954,
            -21552642.754226554
        ],
        [
            959.09954,
            774.327929,
            184.771611,
            29374.625341,
            50927.268096,
            -21552.642754
        ],
        [
            0.383589,
            0.30969,
            0.073899,
            0.227673,
            0.249676,
            0
        ],
        [
            721.413773,
            721.413773,
            721.413773,
            721.413773,
            721.413773,
            721.413773
        ],
        [
            -101625,
            -89862,
            -88892,
            -33213345,
            -9824205,
            -36879788
        ],
        [
            2.688893,
            3.723401,
            1.651608,
            1.403022,
            3.34724,
            0.578962
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            65,
            37,
            28,
            65,
            37,
            28
        ],
        [
            53.900709,
            47.142857,
            60.56338,
            53.900709,
            47.142857,
            60.56338
        ],
        [
            2.299711,
            4.174722,
            1.075466,
            1.199953,
            3.752966,
            0.376998
        ],
        [
            180006,
            180006,
            60505,
            32954984,
            32954984,
            5705883
        ],
        [
            -47016,
            -47016,
            -42247,
            -15382479,
            -3830383,
            -15382479
        ],
        [
            48,
            59,
            38,
            48,
            59,
            38
        ],
        [
            59,
            73,
            48,
            59,
            73,
            48
        ],
        [
            36,
            46,
            21,
            36,
            46,
            21
        ],
        [
            6869,
            4165,
            2704,
            6869,
            4165,
            2704
        ],
        [
            12.402203,
            0,
            61.735536,
            12.402203,
            0,
            61.735536
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47042,
            -222693,
            -341955,
            377415,
            -80706,
            -664698
        ]
    ]
}
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": 1546848000000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757497150324,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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)