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Trade: XRP/USDT/720/ZLMA/MIDPOINT/8327

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/8327
Pair
XRP_USDT
Interval
12h
Score
750013
Daily Profit
0.289667
Profit Factor
36.560234
Profitability
66.666667
Streak
620.882615
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 00:10
Expiration Time
2025-11-30 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1134559.7541 867956.0131 266603.7409 166518466.0166 138290497.1672 28227968.8494
Total P&L (%) 1134.5598 867.956 266.6037 166518.466 138290.4972 28227.9688
Avg Daily Profit (%) 0.4537 0.3471 0.1066 0.2971 0.2897 0.2261
Buy And Hold Return (%) 919.1389 919.1389 919.1389 919.1389 919.1389 919.1389
Max Trade Drawdown -93892 -87043 -32790 -8235236 -3243453 -8235236
Profit Factor 5.6098 7.1371 3.5465 12.4246 36.5602 3.6415
Total Trades 67 33 34 67 33 34
Winning Trades 46 22 24 46 22 24
Losing Trades 21 11 10 21 11 10
Profitability (%) 68.6567 66.6667 70.5882 68.6567 66.6667 70.5882
Ratio Avg Win / Avg Loss 2.561 3.5686 1.4777 5.6721 18.2801 1.5173
Largest Winning Trade 315502 315502 59831 77855006 77855006 15681114
Largest Losing Trade -38226 -38226 -32790 -8235236 -1274928 -8235236
Avg Bars in Trades 68 82 54 68 82 54
Avg Bars in Winners 81 102 62 81 102 62
Avg Bars in Losers 38 42 34 38 42 34
Bars Traded 4575 2724 1851 4575 2724 1851
Profit Streak 193.3826 620.8826 193.3826 193.3826 620.8826 193.3826
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -191608 -144453 -207179 -99799 750013 672680

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1549281600000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758057057903,
    "expiration_time": 1764505296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "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": [
        [
            1134559.7540635958,
            867956.0131198949,
            266603.7409437008,
            166518466.01659495,
            138290497.1672188,
            28227968.849376176
        ],
        [
            1134.559754,
            867.956013,
            266.603741,
            166518.466017,
            138290.497167,
            28227.968849
        ],
        [
            0.453733,
            0.347113,
            0.10662,
            0.297113,
            0.289667,
            0.226067
        ],
        [
            919.138916,
            919.138916,
            919.138916,
            919.138916,
            919.138916,
            919.138916
        ],
        [
            -93892,
            -87043,
            -32790,
            -8235236,
            -3243453,
            -8235236
        ],
        [
            5.609758,
            7.137141,
            3.54649,
            12.424602,
            36.560234,
            3.641456
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            68.656716,
            66.666667,
            70.588235,
            68.656716,
            66.666667,
            70.588235
        ],
        [
            2.560976,
            3.568571,
            1.477704,
            5.672101,
            18.280117,
            1.517273
        ],
        [
            315502,
            315502,
            59831,
            77855006,
            77855006,
            15681114
        ],
        [
            -38226,
            -38226,
            -32790,
            -8235236,
            -1274928,
            -8235236
        ],
        [
            68,
            82,
            54,
            68,
            82,
            54
        ],
        [
            81,
            102,
            62,
            81,
            102,
            62
        ],
        [
            38,
            42,
            34,
            38,
            42,
            34
        ],
        [
            4575,
            2724,
            1851,
            4575,
            2724,
            1851
        ],
        [
            193.382615,
            620.882615,
            193.382615,
            193.382615,
            620.882615,
            193.382615
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -191608,
            -144453,
            -207179,
            -99799,
            750013,
            672680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1549281600000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758057057903,
    "expiration_time": 1764505296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "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)