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Trade: XRP/USDT/720/ZLMA/MIDPOINT/9296

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/9296
Pair
XRP_USDT
Interval
12h
Score
445069
Daily Profit
0.150091
Profit Factor
2.551903
Profitability
46.511628
Streak
10.290735
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 21:58
Expiration Time
2025-11-28 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67271.5077 315369.2201 -248097.7124 4152987.3499 1502501.1695 2650486.1804
Total P&L (%) 67.2715 315.3692 -248.0977 4152.9874 1502.5012 2650.4862
Avg Daily Profit (%) 0.0269 0.1261 -0.0992 0.1501 0.111 0.1326
Buy And Hold Return (%) 857.702 857.702 857.702 857.702 857.702 857.702
Max Trade Drawdown -297000 -50372 -328368 -1048376 -458036 -1011199
Profit Factor 1.0824 2.8259 0.6148 2.5519 2.9005 2.4057
Total Trades 172 86 86 172 86 86
Winning Trades 142 73 69 80 42 38
Losing Trades 30 13 17 92 44 48
Profitability (%) 82.5581 84.8837 80.2326 46.5116 48.8372 44.186
Ratio Avg Win / Avg Loss 0.2287 0.5032 0.1515 2.9347 3.0386 3.0388
Largest Winning Trade 67208 67208 22863 2620979 340064 2620979
Largest Losing Trade -297000 -50372 -297000 -1008749 -174799 -1008749
Avg Bars in Trades 27 29 24 27 29 24
Avg Bars in Winners 14 13 15 34 41 27
Avg Bars in Losers 88 120 63 21 18 23
Bars Traded 4702 2553 2149 4702 2553 2149
Profit Streak 10.2907 428.7907 10.2907 10.2907 308.7907 10.2907
Trades During Streak 3 14 1 3 11 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -447182 -181690 -575978 445069 -46379 -15640

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541851200000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757876319536,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 143,
            "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": [
        [
            67271.5077016145,
            315369.2200592472,
            -248097.7123576328,
            4152987.349857269,
            1502501.169480375,
            2650486.180376893
        ],
        [
            67.271508,
            315.36922,
            -248.097712,
            4152.98735,
            1502.501169,
            2650.48618
        ],
        [
            0.026903,
            0.126122,
            -0.099219,
            0.150091,
            0.111005,
            0.132636
        ],
        [
            857.70202,
            857.70202,
            857.70202,
            857.70202,
            857.70202,
            857.70202
        ],
        [
            -297000,
            -50372,
            -328368,
            -1048376,
            -458036,
            -1011199
        ],
        [
            1.082357,
            2.825857,
            0.614818,
            2.551903,
            2.900468,
            2.405746
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            142,
            73,
            69,
            80,
            42,
            38
        ],
        [
            30,
            13,
            17,
            92,
            44,
            48
        ],
        [
            82.55814,
            84.883721,
            80.232558,
            46.511628,
            48.837209,
            44.186047
        ],
        [
            0.228667,
            0.503235,
            0.151477,
            2.934688,
            3.038586,
            3.038836
        ],
        [
            67208,
            67208,
            22863,
            2620979,
            340064,
            2620979
        ],
        [
            -297000,
            -50372,
            -297000,
            -1008749,
            -174799,
            -1008749
        ],
        [
            27,
            29,
            24,
            27,
            29,
            24
        ],
        [
            14,
            13,
            15,
            34,
            41,
            27
        ],
        [
            88,
            120,
            63,
            21,
            18,
            23
        ],
        [
            4702,
            2553,
            2149,
            4702,
            2553,
            2149
        ],
        [
            10.290735,
            428.790735,
            10.290735,
            10.290735,
            308.790735,
            10.290735
        ],
        [
            3,
            14,
            1,
            3,
            11,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -447182,
            -181690,
            -575978,
            445069,
            -46379,
            -15640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541851200000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757876319536,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 143,
            "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)