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Trade: XRP/USDT/720/ZLMA/MIDPOINT/2609

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/2609
Pair
XRP_USDT
Interval
12h
Score
706304
Daily Profit
0.239418
Profit Factor
10.625963
Profitability
63.636364
Streak
63.063088
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 16:30
Expiration Time
2025-11-29 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 893020.302 775014.636 118005.6661 4681450.7773 39424057.2433 -34742606.466
Total P&L (%) 893.0203 775.0146 118.0057 4681.4508 39424.0572 -34742.6065
Avg Daily Profit (%) 0.3571 0.3099 0.0472 0.1548 0.2394 0
Buy And Hold Return (%) 899.3683 899.3683 899.3683 899.3683 899.3683 899.3683
Max Trade Drawdown -148792 -59357 -141211 -38493322 -1620748 -38121113
Profit Factor 3.2655 8.1962 1.4119 1.0956 10.626 0.2258
Total Trades 66 33 33 66 33 33
Winning Trades 42 21 21 42 21 21
Losing Trades 24 12 12 24 12 12
Profitability (%) 63.6364 63.6364 63.6364 63.6364 63.6364 63.6364
Ratio Avg Win / Avg Loss 1.866 4.6836 0.8068 0.6261 6.072 0.129
Largest Winning Trade 174443 174443 65347 27118748 27118748 1805007
Largest Losing Trade -84489 -47384 -84489 -36379450 -1620748 -36379450
Avg Bars in Trades 69 80 58 69 80 58
Avg Bars in Winners 73 70 76 73 70 76
Avg Bars in Losers 62 97 27 62 97 27
Bars Traded 4587 2658 1929 4587 2658 1929
Profit Streak 60.5631 63.0631 0 60.5631 63.0631 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 -276326 -145555 -294816 -236752 706304 -579035

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1550318400000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757943050800,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 195,
            "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": [
        [
            893020.302035527,
            775014.6359766083,
            118005.6660589188,
            4681450.777279312,
            39424057.24327474,
            -34742606.46599543
        ],
        [
            893.020302,
            775.014636,
            118.005666,
            4681.450777,
            39424.057243,
            -34742.606466
        ],
        [
            0.357137,
            0.309944,
            0.047193,
            0.154782,
            0.239418,
            0
        ],
        [
            899.368288,
            899.368288,
            899.368288,
            899.368288,
            899.368288,
            899.368288
        ],
        [
            -148792,
            -59357,
            -141211,
            -38493322,
            -1620748,
            -38121113
        ],
        [
            3.265495,
            8.196228,
            1.411907,
            1.095599,
            10.625963,
            0.225779
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            63.636364,
            63.636364,
            63.636364,
            63.636364,
            63.636364,
            63.636364
        ],
        [
            1.865997,
            4.683559,
            0.806804,
            0.626056,
            6.071979,
            0.129017
        ],
        [
            174443,
            174443,
            65347,
            27118748,
            27118748,
            1805007
        ],
        [
            -84489,
            -47384,
            -84489,
            -36379450,
            -1620748,
            -36379450
        ],
        [
            69,
            80,
            58,
            69,
            80,
            58
        ],
        [
            73,
            70,
            76,
            73,
            70,
            76
        ],
        [
            62,
            97,
            27,
            62,
            97,
            27
        ],
        [
            4587,
            2658,
            1929,
            4587,
            2658,
            1929
        ],
        [
            60.563088,
            63.063088,
            0,
            60.563088,
            63.063088,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -276326,
            -145555,
            -294816,
            -236752,
            706304,
            -579035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1550318400000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757943050800,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 195,
            "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)