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Trade: XRP/USDT/720/ZLMA/MIDPOINT/7862

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/7862
Pair
XRP_USDT
Interval
12h
Score
378428
Daily Profit
0.175071
Profit Factor
3.224020
Profitability
40.816327
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 05:54
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58287.7397 307727.4508 -249439.711 7909397.4373 74815.1987 7834582.2385
Total P&L (%) 58.2877 307.7275 -249.4397 7909.3974 74.8152 7834.5822
Avg Daily Profit (%) 0.0233 0.1231 -0.0998 0.1754 0.0223 0.1751
Buy And Hold Return (%) 905.1009 905.1009 905.1009 905.1009 905.1009 905.1009
Max Trade Drawdown -345023 -46824 -337614 -3219170 -2099510 -1733801
Profit Factor 1.0843 3.2236 0.5491 2.3116 1.0298 3.224
Total Trades 98 49 49 98 49 49
Winning Trades 81 39 42 41 21 20
Losing Trades 17 10 7 57 28 29
Profitability (%) 82.6531 79.5918 85.7143 41.8367 42.8571 40.8163
Ratio Avg Win / Avg Loss 0.2276 0.8266 0.0915 3.2137 1.3731 4.6748
Largest Winning Trade 49819 49819 35050 9698674 943059 9698674
Largest Losing Trade -337614 -46824 -337614 -1569306 -507558 -1569306
Avg Bars in Trades 47 52 43 47 52 43
Avg Bars in Winners 29 27 30 56 61 51
Avg Bars in Losers 136 151 116 41 46 37
Bars Traded 4692 2579 2113 4692 2579 2113
Profit Streak 16.121 130.121 0 16.121 130.121 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -451722 -185795 -576237 356142 -517804 378428

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1548979200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758164052271,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "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": [
        [
            58287.739704195,
            307727.4507537812,
            -249439.7110495864,
            7909397.437275241,
            74815.1987410052,
            7834582.238534236
        ],
        [
            58.28774,
            307.727451,
            -249.439711,
            7909.397437,
            74.815199,
            7834.582239
        ],
        [
            0.02331,
            0.123066,
            -0.099756,
            0.175447,
            0.02234,
            0.175071
        ],
        [
            905.10088,
            905.10088,
            905.10088,
            905.10088,
            905.10088,
            905.10088
        ],
        [
            -345023,
            -46824,
            -337614,
            -3219170,
            -2099510,
            -1733801
        ],
        [
            1.084284,
            3.22359,
            0.549074,
            2.311579,
            1.029834,
            3.22402
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            81,
            39,
            42,
            41,
            21,
            20
        ],
        [
            17,
            10,
            7,
            57,
            28,
            29
        ],
        [
            82.653061,
            79.591837,
            85.714286,
            41.836735,
            42.857143,
            40.816327
        ],
        [
            0.227566,
            0.826562,
            0.091512,
            3.213659,
            1.373112,
            4.67483
        ],
        [
            49819,
            49819,
            35050,
            9698674,
            943059,
            9698674
        ],
        [
            -337614,
            -46824,
            -337614,
            -1569306,
            -507558,
            -1569306
        ],
        [
            47,
            52,
            43,
            47,
            52,
            43
        ],
        [
            29,
            27,
            30,
            56,
            61,
            51
        ],
        [
            136,
            151,
            116,
            41,
            46,
            37
        ],
        [
            4692,
            2579,
            2113,
            4692,
            2579,
            2113
        ],
        [
            16.120975,
            130.120975,
            0,
            16.120975,
            130.120975,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -451722,
            -185795,
            -576237,
            356142,
            -517804,
            378428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1548979200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758164052271,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 159,
            "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)