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Trade: XRP/USDT/720/ZLMA/MIDPOINT/7269

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/7269
Pair
XRP_USDT
Interval
12h
Score
385617
Daily Profit
0.152348
Profit Factor
1.884963
Profitability
47.014925
Streak
28.842066
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-29 23:12
Expiration Time
2025-12-13 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141534.7497 312929.0069 -171394.2572 4409793.8637 677902.2315 3731891.6322
Total P&L (%) 141.5348 312.929 -171.3943 4409.7939 677.9022 3731.8916
Avg Daily Profit (%) 0.0566 0.1251 -0.0685 0.1523 0.082 0.1458
Buy And Hold Return (%) 837.5142 837.5142 837.5142 837.5142 837.5142 837.5142
Max Trade Drawdown -266106 -60286 -273483 -2642631 -1059277 -1707026
Profit Factor 1.2266 3.4396 0.6548 1.885 1.4231 2.1038
Total Trades 134 67 67 134 67 67
Winning Trades 111 56 55 63 32 31
Losing Trades 23 11 12 71 35 36
Profitability (%) 82.8358 83.5821 82.0896 47.0149 47.7612 46.2687
Ratio Avg Win / Avg Loss 0.2542 0.6756 0.1429 2.1243 1.5566 2.4431
Largest Winning Trade 63158 63158 24588 5681128 502976 5681128
Largest Losing Trade -266106 -47694 -266106 -1474864 -405780 -1474864
Avg Bars in Trades 35 40 30 35 40 30
Avg Bars in Winners 20 19 20 36 43 29
Avg Bars in Losers 108 143 75 34 37 31
Bars Traded 4734 2682 2052 4734 2682 2052
Profit Streak 28.8421 105.3421 28.8421 28.8421 105.3421 28.8421
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -278927 -299070 -692826 385617 -363289 -113639
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1552046400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176754511,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 210,
            "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": [
        [
            141534.7497094782,
            312929.0068985966,
            -171394.2571891185,
            4409793.863698753,
            677902.2315474118,
            3731891.6321513406
        ],
        [
            141.53475,
            312.929007,
            -171.394257,
            4409.793864,
            677.902232,
            3731.891632
        ],
        [
            0.056569,
            0.125072,
            -0.068503,
            0.152348,
            0.082025,
            0.145827
        ],
        [
            837.514216,
            837.514216,
            837.514216,
            837.514216,
            837.514216,
            837.514216
        ],
        [
            -266106,
            -60286,
            -273483,
            -2642631,
            -1059277,
            -1707026
        ],
        [
            1.226558,
            3.439633,
            0.65476,
            1.884963,
            1.423143,
            2.103795
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            111,
            56,
            55,
            63,
            32,
            31
        ],
        [
            23,
            11,
            12,
            71,
            35,
            36
        ],
        [
            82.835821,
            83.58209,
            82.089552,
            47.014925,
            47.761194,
            46.268657
        ],
        [
            0.254152,
            0.675642,
            0.142857,
            2.124323,
            1.556563,
            2.443116
        ],
        [
            63158,
            63158,
            24588,
            5681128,
            502976,
            5681128
        ],
        [
            -266106,
            -47694,
            -266106,
            -1474864,
            -405780,
            -1474864
        ],
        [
            35,
            40,
            30,
            35,
            40,
            30
        ],
        [
            20,
            19,
            20,
            36,
            43,
            29
        ],
        [
            108,
            143,
            75,
            34,
            37,
            31
        ],
        [
            4734,
            2682,
            2052,
            4734,
            2682,
            2052
        ],
        [
            28.842066,
            105.342066,
            28.842066,
            28.842066,
            105.342066,
            28.842066
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -278927,
            -299070,
            -692826,
            385617,
            -363289,
            -113639
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1552046400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176754511,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 210,
            "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)