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Trade: XRP/USDT/720/ZLMA/MIDPOINT/1862

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/1862
Pair
XRP_USDT
Interval
12h
Score
722402
Daily Profit
0.230817
Profit Factor
18.254188
Profitability
70.967742
Streak
63.586450
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 05:04
Expiration Time
2025-11-30 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 896002.2432 768538.8113 127463.4319 6707279.8097 31791275.498 -25083995.6883
Total P&L (%) 896.0022 768.5388 127.4634 6707.2798 31791.2755 -25083.9957
Avg Daily Profit (%) 0.3583 0.3074 0.051 0.1689 0.2308 0
Buy And Hold Return (%) 845.064 845.064 845.064 845.064 845.064 845.064
Max Trade Drawdown -135781 -35071 -138802 -26065258 -1009534 -26503715
Profit Factor 3.4259 10.2319 1.4455 1.184 18.2542 0.2754
Total Trades 62 31 31 62 31 31
Winning Trades 41 22 19 41 22 19
Losing Trades 21 9 12 21 9 12
Profitability (%) 66.129 70.9677 61.2903 66.129 70.9677 61.2903
Ratio Avg Win / Avg Loss 1.7547 4.1858 0.913 0.6064 7.4676 0.1739
Largest Winning Trade 181247 181247 66235 20198674 20198674 1917220
Largest Losing Trade -82321 -27787 -82321 -23499744 -1009534 -23499744
Avg Bars in Trades 73 87 60 73 87 60
Avg Bars in Winners 88 87 90 88 87 90
Avg Bars in Losers 44 85 13 44 85 13
Bars Traded 4575 2704 1871 4575 2704 1871
Profit Streak 61.0865 63.5865 0 61.0865 63.5865 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -286930 -145056 -289887 -167900 722402 -579354

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757988269265,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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": [
        [
            896002.243200638,
            768538.8113195972,
            127463.4318810409,
            6707279.809697708,
            31791275.49801367,
            -25083995.68831596
        ],
        [
            896.002243,
            768.538811,
            127.463432,
            6707.27981,
            31791.275498,
            -25083.995688
        ],
        [
            0.358329,
            0.307354,
            0.050975,
            0.168932,
            0.230817,
            0
        ],
        [
            845.063997,
            845.063997,
            845.063997,
            845.063997,
            845.063997,
            845.063997
        ],
        [
            -135781,
            -35071,
            -138802,
            -26065258,
            -1009534,
            -26503715
        ],
        [
            3.425915,
            10.231864,
            1.445524,
            1.183973,
            18.254188,
            0.275352
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            21,
            9,
            12,
            21,
            9,
            12
        ],
        [
            66.129032,
            70.967742,
            61.290323,
            66.129032,
            70.967742,
            61.290323
        ],
        [
            1.754737,
            4.185763,
            0.912963,
            0.606425,
            7.467622,
            0.173906
        ],
        [
            181247,
            181247,
            66235,
            20198674,
            20198674,
            1917220
        ],
        [
            -82321,
            -27787,
            -82321,
            -23499744,
            -1009534,
            -23499744
        ],
        [
            73,
            87,
            60,
            73,
            87,
            60
        ],
        [
            88,
            87,
            90,
            88,
            87,
            90
        ],
        [
            44,
            85,
            13,
            44,
            85,
            13
        ],
        [
            4575,
            2704,
            1871,
            4575,
            2704,
            1871
        ],
        [
            61.08645,
            63.58645,
            0,
            61.08645,
            63.58645,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -286930,
            -145056,
            -289887,
            -167900,
            722402,
            -579354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757988269265,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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)