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Trade: XRP/USDT/720/ZLMA/MIDPOINT/4743

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/4743
Pair
XRP_USDT
Interval
12h
Score
720552
Daily Profit
0.224767
Profit Factor
21.420448
Profitability
70.967742
Streak
62.216615
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 08:11
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 969133.6998 787236.4737 181897.2261 12989200.6325 27323798.0148 -14334597.3822
Total P&L (%) 969.1337 787.2365 181.8972 12989.2006 27323.798 -14334.5974
Avg Daily Profit (%) 0.3876 0.3148 0.0727 0.1951 0.2248 0
Buy And Hold Return (%) 851.9078 851.9078 851.9078 851.9078 851.9078 851.9078
Max Trade Drawdown -125670 -34612 -130519 -9677556 -384808 -15853381
Profit Factor 4.1056 11.0117 1.7793 1.5364 21.4204 0.3734
Total Trades 62 31 31 62 31 31
Winning Trades 44 22 22 44 22 22
Losing Trades 18 9 9 18 9 9
Profitability (%) 70.9677 70.9677 70.9677 70.9677 70.9677 70.9677
Ratio Avg Win / Avg Loss 1.6796 4.5048 0.7279 0.6285 8.7629 0.1528
Largest Winning Trade 167747 167747 61032 13639693 13639693 1582395
Largest Losing Trade -92862 -27740 -92862 -7108879 -384808 -7108879
Avg Bars in Trades 73 86 60 73 86 60
Avg Bars in Winners 82 85 79 82 85 79
Avg Bars in Losers 51 89 13 51 89 13
Bars Traded 4576 2696 1880 4576 2696 1880
Profit Streak 60.2166 62.2166 0 60.2166 62.2166 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 -261409 -144992 -258317 -147363 720552 -578099

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1550836800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757913115501,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 208,
            "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": [
        [
            969133.6997777966,
            787236.47367095,
            181897.2261068465,
            12989200.632526089,
            27323798.014775187,
            -14334597.382249098
        ],
        [
            969.1337,
            787.236474,
            181.897226,
            12989.200633,
            27323.798015,
            -14334.597382
        ],
        [
            0.387576,
            0.314832,
            0.072744,
            0.195126,
            0.224767,
            0
        ],
        [
            851.907803,
            851.907803,
            851.907803,
            851.907803,
            851.907803,
            851.907803
        ],
        [
            -125670,
            -34612,
            -130519,
            -9677556,
            -384808,
            -15853381
        ],
        [
            4.105622,
            11.011678,
            1.77925,
            1.536377,
            21.420448,
            0.373446
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            70.967742,
            70.967742,
            70.967742,
            70.967742,
            70.967742,
            70.967742
        ],
        [
            1.679573,
            4.504777,
            0.727875,
            0.628518,
            8.76291,
            0.152773
        ],
        [
            167747,
            167747,
            61032,
            13639693,
            13639693,
            1582395
        ],
        [
            -92862,
            -27740,
            -92862,
            -7108879,
            -384808,
            -7108879
        ],
        [
            73,
            86,
            60,
            73,
            86,
            60
        ],
        [
            82,
            85,
            79,
            82,
            85,
            79
        ],
        [
            51,
            89,
            13,
            51,
            89,
            13
        ],
        [
            4576,
            2696,
            1880,
            4576,
            2696,
            1880
        ],
        [
            60.216615,
            62.216615,
            0,
            60.216615,
            62.216615,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -261409,
            -144992,
            -258317,
            -147363,
            720552,
            -578099
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1550836800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757913115501,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 208,
            "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)