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Trade: XRP/USDT/720/ZLMA/MIDPOINT/9861

Strategy
XRP/USDT/720/ZLMA/MIDPOINT/9861
Pair
XRP_USDT
Interval
12h
Score
524498
Daily Profit
0.182188
Profit Factor
2.942189
Profitability
53.488372
Streak
110.265011
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 09:21
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 893333.0523 798569.05 94764.0023 7250628.6824 9377046.4502 -2126417.7678
Total P&L (%) 893.3331 798.5691 94.764 7250.6287 9377.0465 -2126.4178
Avg Daily Profit (%) 0.3573 0.3194 0.0379 0.172 0.1822 0
Buy And Hold Return (%) 881.958 881.958 881.958 881.958 881.958 881.958
Max Trade Drawdown -116240 -58288 -86577 -5379628 -2752753 -3807210
Profit Factor 3.2081 5.7361 1.4016 1.5942 2.9422 0.7117
Total Trades 86 43 43 86 43 43
Winning Trades 43 23 20 43 23 20
Losing Trades 43 20 23 43 20 23
Profitability (%) 50 53.4884 46.5116 50 53.4884 46.5116
Ratio Avg Win / Avg Loss 3.2081 4.9879 1.6119 1.5942 2.5584 0.8184
Largest Winning Trade 292847 292847 59881 4368637 4368637 1397300
Largest Losing Trade -71980 -30883 -71980 -2893252 -1494426 -2893252
Avg Bars in Trades 53 57 49 53 57 49
Avg Bars in Winners 70 70 69 70 70 69
Avg Bars in Losers 36 41 32 36 41 32
Bars Traded 4591 2459 2132 4591 2459 2132
Profit Streak 71.265 110.265 0 71.265 110.265 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145463 -147319 -307543 416841 524498 -582083

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": 1549627200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758176496910,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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": [
        [
            893333.0522720756,
            798569.0500014601,
            94764.0022706154,
            7250628.682397628,
            9377046.450188525,
            -2126417.7677908987
        ],
        [
            893.333052,
            798.56905,
            94.764002,
            7250.628682,
            9377.04645,
            -2126.417768
        ],
        [
            0.357262,
            0.319364,
            0.037898,
            0.172008,
            0.182188,
            0
        ],
        [
            881.95802,
            881.95802,
            881.95802,
            881.95802,
            881.95802,
            881.95802
        ],
        [
            -116240,
            -58288,
            -86577,
            -5379628,
            -2752753,
            -3807210
        ],
        [
            3.208102,
            5.736108,
            1.401614,
            1.594162,
            2.942189,
            0.711674
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            50,
            53.488372,
            46.511628,
            50,
            53.488372,
            46.511628
        ],
        [
            3.208102,
            4.98792,
            1.611857,
            1.594162,
            2.558426,
            0.818425
        ],
        [
            292847,
            292847,
            59881,
            4368637,
            4368637,
            1397300
        ],
        [
            -71980,
            -30883,
            -71980,
            -2893252,
            -1494426,
            -2893252
        ],
        [
            53,
            57,
            49,
            53,
            57,
            49
        ],
        [
            70,
            70,
            69,
            70,
            70,
            69
        ],
        [
            36,
            41,
            32,
            36,
            41,
            32
        ],
        [
            4591,
            2459,
            2132,
            4591,
            2459,
            2132
        ],
        [
            71.26501,
            110.26501,
            0,
            71.26501,
            110.265011,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145463,
            -147319,
            -307543,
            416841,
            524498,
            -582083
        ]
    ]
}
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": 1549627200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758176496910,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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)