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Trade: XRP/USDT/480/ZLMA/MIDPRICE/7432

Strategy
XRP/USDT/480/ZLMA/MIDPRICE/7432
Pair
XRP_USDT
Interval
8h
Score
333496
Daily Profit
0.170452
Profit Factor
1.515763
Profitability
45.192308
Streak
72.005285
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-12 19:07
Expiration Time
2025-11-26 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 835655.8797 748989.6144 86666.2652 6972655.45 9730344.0091 -2757688.5592
Total P&L (%) 835.6559 748.9896 86.6663 6972.6555 9730.344 -2757.6886
Avg Daily Profit (%) 0.3342 0.2995 0.0347 0.1705 0.1836 0
Buy And Hold Return (%) 860.2477 860.2477 860.2477 860.2477 860.2477 860.2477
Max Trade Drawdown -68870 -58155 -83578 -4438324 -1462589 -5363108
Profit Factor 2.7331 4.6487 1.313 1.5158 3.2104 0.6975
Total Trades 104 52 52 104 52 52
Winning Trades 47 24 23 47 24 23
Losing Trades 57 28 29 57 28 29
Profitability (%) 45.1923 46.1538 44.2308 45.1923 46.1538 44.2308
Ratio Avg Win / Avg Loss 3.3147 5.4235 1.6555 1.8383 3.7455 0.8795
Largest Winning Trade 318190 318190 58915 7153287 7153287 1567161
Largest Losing Trade -42157 -23085 -42157 -4053595 -620952 -4053595
Avg Bars in Trades 66 67 64 66 67 64
Avg Bars in Winners 97 104 90 97 104 90
Avg Bars in Losers 40 36 43 40 36 43
Bars Traded 6878 3529 3349 6878 3529 3349
Profit Streak 72.0053 168.0053 0 72.0053 168.0053 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152413 -329935 -493399 333496 -166549 -763076

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1548316800000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757693256650,
    "expiration_time": 1764174528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 27,
            "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": [
        [
            835655.8796539444,
            748989.6144422974,
            86666.2652116468,
            6972655.449972525,
            9730344.009141473,
            -2757688.5591689437
        ],
        [
            835.65588,
            748.989614,
            86.666265,
            6972.65545,
            9730.344009,
            -2757.688559
        ],
        [
            0.334173,
            0.299516,
            0.034657,
            0.170452,
            0.183642,
            0
        ],
        [
            860.247658,
            860.247658,
            860.247658,
            860.247658,
            860.247658,
            860.247658
        ],
        [
            -68870,
            -58155,
            -83578,
            -4438324,
            -1462589,
            -5363108
        ],
        [
            2.733132,
            4.648696,
            1.313,
            1.515763,
            3.210394,
            0.697523
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            45.192308,
            46.153846,
            44.230769,
            45.192308,
            46.153846,
            44.230769
        ],
        [
            3.31465,
            5.423478,
            1.655522,
            1.838266,
            3.745459,
            0.879485
        ],
        [
            318190,
            318190,
            58915,
            7153287,
            7153287,
            1567161
        ],
        [
            -42157,
            -23085,
            -42157,
            -4053595,
            -620952,
            -4053595
        ],
        [
            66,
            67,
            64,
            66,
            67,
            64
        ],
        [
            97,
            104,
            90,
            97,
            104,
            90
        ],
        [
            40,
            36,
            43,
            40,
            36,
            43
        ],
        [
            6878,
            3529,
            3349,
            6878,
            3529,
            3349
        ],
        [
            72.005285,
            168.005285,
            0,
            72.005285,
            168.005285,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152413,
            -329935,
            -493399,
            333496,
            -166549,
            -763076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1548316800000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757693256650,
    "expiration_time": 1764174528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 27,
            "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)