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Trade: XRP/USDT/720/ZLMA/MIDPOINT/4877

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/4877
Pair
XRP_USDT
Interval
12h
Score
547543
Daily Profit
0.228059
Profit Factor
3.561767
Profitability
48.888889
Streak
77.212238
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-14 08:05
Expiration Time
2025-11-28 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 994794.9855 821724.6351 173070.3504 29425674.1809 29705206.149 -279531.9681
Total P&L (%) 994.795 821.7246 173.0704 29425.6742 29705.2061 -279.532
Avg Daily Profit (%) 0.3978 0.3286 0.0692 0.2277 0.2281 0
Buy And Hold Return (%) 897.7146 897.7146 897.7146 897.7146 897.7146 897.7146
Max Trade Drawdown -71357 -63181 -29734 -9503767 -5843327 -7248932
Profit Factor 3.8594 4.4864 2.5425 2.4142 3.5618 0.9697
Total Trades 90 45 45 90 45 45
Winning Trades 47 22 25 47 22 25
Losing Trades 43 23 20 43 23 20
Profitability (%) 52.2222 48.8889 55.5556 52.2222 48.8889 55.5556
Ratio Avg Win / Avg Loss 3.531 4.6903 2.034 2.2088 3.7237 0.7757
Largest Winning Trade 351017 351017 47818 23379519 23379519 3240537
Largest Losing Trade -30058 -30058 -25310 -5843327 -5843327 -4035243
Avg Bars in Trades 49 61 37 49 61 37
Avg Bars in Winners 70 88 53 70 88 53
Avg Bars in Losers 27 36 17 27 36 17
Bars Traded 4479 2781 1698 4479 2781 1698
Profit Streak 66.2122 77.2122 0 66.2122 77.2122 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 -114360 -149031 -260684 502592 547543 -579991

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757826337398,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "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": [
        [
            994794.9855002963,
            821724.6350901673,
            173070.3504101291,
            29425674.18085942,
            29705206.14897882,
            -279531.9681194029
        ],
        [
            994.794986,
            821.724635,
            173.07035,
            29425.674181,
            29705.206149,
            -279.531968
        ],
        [
            0.397759,
            0.328558,
            0.0692,
            0.227682,
            0.228059,
            0
        ],
        [
            897.714617,
            897.714617,
            897.714617,
            897.714617,
            897.714617,
            897.714617
        ],
        [
            -71357,
            -63181,
            -29734,
            -9503767,
            -5843327,
            -7248932
        ],
        [
            3.859437,
            4.486384,
            2.542468,
            2.414232,
            3.561767,
            0.969653
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            52.222222,
            48.888889,
            55.555556,
            52.222222,
            48.888889,
            55.555556
        ],
        [
            3.530974,
            4.69031,
            2.033974,
            2.208765,
            3.723665,
            0.775723
        ],
        [
            351017,
            351017,
            47818,
            23379519,
            23379519,
            3240537
        ],
        [
            -30058,
            -30058,
            -25310,
            -5843327,
            -5843327,
            -4035243
        ],
        [
            49,
            61,
            37,
            49,
            61,
            37
        ],
        [
            70,
            88,
            53,
            70,
            88,
            53
        ],
        [
            27,
            36,
            17,
            27,
            36,
            17
        ],
        [
            4479,
            2781,
            1698,
            4479,
            2781,
            1698
        ],
        [
            66.212238,
            77.212238,
            0,
            66.212238,
            77.212238,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114360,
            -149031,
            -260684,
            502592,
            547543,
            -579991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757826337398,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 91,
            "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)