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Trade: XRP/USDT/720/ZLMA/MIDPRICE/3173

Strategy
XRP/USDT/720/ZLMA/MIDPRICE/3173
Pair
XRP_USDT
Interval
12h
Score
550583
Daily Profit
0.168641
Profit Factor
2.446979
Profitability
61.764706
Streak
164.105760
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 05:32
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 817759.7649 717371.7416 100388.0233 5926507.7149 6658043.5873 -731535.8725
Total P&L (%) 817.7598 717.3717 100.388 5926.5077 6658.0436 -731.5359
Avg Daily Profit (%) 0.327 0.2869 0.0401 0.1641 0.1686 0
Buy And Hold Return (%) 860.5357 860.5357 860.5357 860.5357 860.5357 860.5357
Max Trade Drawdown -123814 -61080 -65060 -3312725 -1763853 -2732501
Profit Factor 3.0303 4.2139 1.5591 1.6978 2.447 0.8121
Total Trades 69 34 35 69 34 35
Winning Trades 40 21 19 40 21 19
Losing Trades 29 13 16 29 13 16
Profitability (%) 57.971 61.7647 54.2857 57.971 61.7647 54.2857
Ratio Avg Win / Avg Loss 2.197 2.6086 1.3129 1.2309 1.5148 0.6838
Largest Winning Trade 338636 338636 50401 4226147 4226147 565954
Largest Losing Trade -55660 -41480 -55660 -2292731 -1344442 -2292731
Avg Bars in Trades 66 84 48 66 84 48
Avg Bars in Winners 78 92 63 78 92 63
Avg Bars in Losers 49 72 30 49 72 30
Bars Traded 4573 2875 1698 4573 2875 1698
Profit Streak 133.6058 164.1058 133.6058 133.6058 164.1058 133.6058
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -254448 -146917 -301881 -93821 550583 -579272

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": 1550836800000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758162737660,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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": [
        [
            817759.7648636076,
            717371.7415997075,
            100388.0232639,
            5926507.714874137,
            6658043.587342819,
            -731535.872468681
        ],
        [
            817.759765,
            717.371742,
            100.388023,
            5926.507715,
            6658.043587,
            -731.535872
        ],
        [
            0.327038,
            0.286891,
            0.040147,
            0.164052,
            0.168641,
            0
        ],
        [
            860.535742,
            860.535742,
            860.535742,
            860.535742,
            860.535742,
            860.535742
        ],
        [
            -123814,
            -61080,
            -65060,
            -3312725,
            -1763853,
            -2732501
        ],
        [
            3.030327,
            4.21389,
            1.55907,
            1.69776,
            2.446979,
            0.812055
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            57.971014,
            61.764706,
            54.285714,
            57.971014,
            61.764706,
            54.285714
        ],
        [
            2.196987,
            2.608599,
            1.312901,
            1.230876,
            1.514796,
            0.683835
        ],
        [
            338636,
            338636,
            50401,
            4226147,
            4226147,
            565954
        ],
        [
            -55660,
            -41480,
            -55660,
            -2292731,
            -1344442,
            -2292731
        ],
        [
            66,
            84,
            48,
            66,
            84,
            48
        ],
        [
            78,
            92,
            63,
            78,
            92,
            63
        ],
        [
            49,
            72,
            30,
            49,
            72,
            30
        ],
        [
            4573,
            2875,
            1698,
            4573,
            2875,
            1698
        ],
        [
            133.60576,
            164.10576,
            133.60576,
            133.60576,
            164.10576,
            133.60576
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -254448,
            -146917,
            -301881,
            -93821,
            550583,
            -579272
        ]
    ]
}
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": 1550836800000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758162737660,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 126,
            "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)