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Trade: XRP/USDT/720/ZLMA/MIDPOINT/7885

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/7885
Pair
XRP_USDT
Interval
12h
Score
465508
Daily Profit
0.191049
Profit Factor
2.471880
Profitability
46.078431
Streak
12.217086
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 20:12
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 192149.0362 388294.127 -196145.0908 11722876.7612 2197643.651 9525233.1102
Total P&L (%) 192.149 388.2941 -196.1451 11722.8768 2197.6437 9525.2331
Avg Daily Profit (%) 0.0768 0.1553 -0.0784 0.191 0.1254 0.1828
Buy And Hold Return (%) 886.1849 886.1849 886.1849 886.1849 886.1849 886.1849
Max Trade Drawdown -310110 -56464 -310110 -4291835 -1969062 -2516071
Profit Factor 1.2873 3.6745 0.6253 2.4719 1.7373 2.9113
Total Trades 102 51 51 102 51 51
Winning Trades 85 42 43 47 23 24
Losing Trades 17 9 8 55 28 27
Profitability (%) 83.3333 82.3529 84.3137 46.0784 45.098 47.0588
Ratio Avg Win / Avg Loss 0.2575 0.7874 0.1163 2.8926 2.1149 3.2752
Largest Winning Trade 135674 135674 36689 11062681 1312913 11062681
Largest Losing Trade -310110 -48766 -310110 -2112436 -705057 -2112436
Avg Bars in Trades 46 50 41 46 50 41
Avg Bars in Winners 28 26 30 51 57 45
Avg Bars in Losers 135 164 103 41 45 38
Bars Traded 4701 2582 2119 4701 2582 2119
Profit Streak 12.2171 126.2171 12.2171 12.2171 126.2171 12.2171
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -251511 -329012 -755905 465508 -206085 -167129

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757783556244,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 151,
            "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": [
        [
            192149.0361777857,
            388294.1270099858,
            -196145.0908322002,
            11722876.761168862,
            2197643.650965318,
            9525233.11020354
        ],
        [
            192.149036,
            388.294127,
            -196.145091,
            11722.876761,
            2197.643651,
            9525.23311
        ],
        [
            0.076844,
            0.155287,
            -0.078442,
            0.191049,
            0.125432,
            0.182809
        ],
        [
            886.184943,
            886.184943,
            886.184943,
            886.184943,
            886.184943,
            886.184943
        ],
        [
            -310110,
            -56464,
            -310110,
            -4291835,
            -1969062,
            -2516071
        ],
        [
            1.287342,
            3.674453,
            0.625338,
            2.47188,
            1.737264,
            2.911257
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            85,
            42,
            43,
            47,
            23,
            24
        ],
        [
            17,
            9,
            8,
            55,
            28,
            27
        ],
        [
            83.333333,
            82.352941,
            84.313725,
            46.078431,
            45.098039,
            47.058824
        ],
        [
            0.257468,
            0.787383,
            0.116342,
            2.892625,
            2.11493,
            3.275164
        ],
        [
            135674,
            135674,
            36689,
            11062681,
            1312913,
            11062681
        ],
        [
            -310110,
            -48766,
            -310110,
            -2112436,
            -705057,
            -2112436
        ],
        [
            46,
            50,
            41,
            46,
            50,
            41
        ],
        [
            28,
            26,
            30,
            51,
            57,
            45
        ],
        [
            135,
            164,
            103,
            41,
            45,
            38
        ],
        [
            4701,
            2582,
            2119,
            4701,
            2582,
            2119
        ],
        [
            12.217086,
            126.217086,
            12.217086,
            12.217086,
            126.217086,
            12.217086
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -251511,
            -329012,
            -755905,
            465508,
            -206085,
            -167129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757783556244,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 151,
            "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)