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Trade: XRP/USDT/480/ZLMA/MIDPRICE/5503

Strategy
XRP/USDT/480/ZLMA/MIDPRICE/5503
Pair
XRP_USDT
Interval
8h
Score
327216
Daily Profit
0.209327
Profit Factor
1.525560
Profitability
45.652174
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-14 10:41
Expiration Time
2025-11-28 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 841680.5863 751997.2158 89683.3704 7266508.5905 18549448.0059 -11282939.4154
Total P&L (%) 841.6806 751.9972 89.6834 7266.5086 18549.448 -11282.9394
Avg Daily Profit (%) 0.3366 0.3008 0.0359 0.1721 0.2093 0
Buy And Hold Return (%) 919.9894 919.9894 919.9894 919.9894 919.9894 919.9894
Max Trade Drawdown -127464 -78738 -116057 -19746876 -6586407 -18257477
Profit Factor 1.9429 2.5306 1.2234 1.105 1.5256 0.6674
Total Trades 277 138 139 277 138 139
Winning Trades 125 63 62 125 63 62
Losing Trades 152 75 77 152 75 77
Profitability (%) 45.1264 45.6522 44.6043 45.1264 45.6522 44.6043
Ratio Avg Win / Avg Loss 2.3625 3.0127 1.5194 1.3437 1.8161 0.8288
Largest Winning Trade 187355 187355 63656 12386857 12386857 2095757
Largest Losing Trade -39886 -39886 -29244 -5358242 -2873791 -5358242
Avg Bars in Trades 26 28 23 26 28 23
Avg Bars in Winners 37 40 33 37 40 33
Avg Bars in Losers 17 18 16 17 18 16
Bars Traded 7279 3947 3332 7279 3947 3332
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153050 -153656 -312038 -97413 327216 -582784

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1544659200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757835703728,
    "expiration_time": 1764288864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "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": [
        [
            841680.5862774529,
            751997.2158354346,
            89683.3704420179,
            7266508.590480358,
            18549448.005919978,
            -11282939.415439637
        ],
        [
            841.680586,
            751.997216,
            89.68337,
            7266.50859,
            18549.448006,
            -11282.939415
        ],
        [
            0.336628,
            0.300759,
            0.035869,
            0.172106,
            0.209327,
            0
        ],
        [
            919.989427,
            919.989427,
            919.989427,
            919.989427,
            919.989427,
            919.989427
        ],
        [
            -127464,
            -78738,
            -116057,
            -19746876,
            -6586407,
            -18257477
        ],
        [
            1.942871,
            2.530648,
            1.223435,
            1.104985,
            1.52556,
            0.667364
        ],
        [
            277,
            138,
            139,
            277,
            138,
            139
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            152,
            75,
            77,
            152,
            75,
            77
        ],
        [
            45.126354,
            45.652174,
            44.604317,
            45.126354,
            45.652174,
            44.604317
        ],
        [
            2.362531,
            3.012676,
            1.519427,
            1.343662,
            1.816143,
            0.828823
        ],
        [
            187355,
            187355,
            63656,
            12386857,
            12386857,
            2095757
        ],
        [
            -39886,
            -39886,
            -29244,
            -5358242,
            -2873791,
            -5358242
        ],
        [
            26,
            28,
            23,
            26,
            28,
            23
        ],
        [
            37,
            40,
            33,
            37,
            40,
            33
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            7279,
            3947,
            3332,
            7279,
            3947,
            3332
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153050,
            -153656,
            -312038,
            -97413,
            327216,
            -582784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1544659200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757835703728,
    "expiration_time": 1764288864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "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)