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Trade: XRP/USDT/720/ZLMA/MIDPRICE/5844

Strategy
XRP/USDT/720/ZLMA/MIDPRICE/5844
Pair
XRP_USDT
Interval
12h
Score
715516
Daily Profit
0.210286
Profit Factor
5.255735
Profitability
68.965517
Streak
672.620896
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 05:54
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 1091557.4066 913289.6857 178267.7209 19813139.9985 19007979.0456 805160.9529
Total P&L (%) 1091.5574 913.2897 178.2677 19813.14 19007.979 805.161
Avg Daily Profit (%) 0.4365 0.3652 0.0713 0.2119 0.2103 0.0881
Buy And Hold Return (%) 910.1881 910.1881 910.1881 910.1881 910.1881 910.1881
Max Trade Drawdown -107431 -84077 -84304 -4764522 -3653796 -3422308
Profit Factor 4.2139 7.1945 1.9275 2.7752 5.2557 1.1203
Total Trades 58 29 29 58 29 29
Winning Trades 40 20 20 40 20 20
Losing Trades 18 9 9 18 9 9
Profitability (%) 68.9655 68.9655 68.9655 68.9655 68.9655 68.9655
Ratio Avg Win / Avg Loss 1.8963 3.2375 0.8674 1.2488 2.3651 0.5041
Largest Winning Trade 387989 387989 62249 8079501 8079501 1561812
Largest Losing Trade -70543 -51143 -70543 -2894212 -1958846 -2894212
Avg Bars in Trades 77 89 64 77 89 64
Avg Bars in Winners 86 94 79 86 94 79
Avg Bars in Losers 56 80 32 56 80 32
Bars Traded 4488 2604 1884 4488 2604 1884
Profit Streak 672.6209 672.6209 682.6209 672.6209 672.6209 682.6209
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -262103 -142971 -258877 -163272 715516 -326777

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": 1549022400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758164045449,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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": [
        [
            1091557.406591193,
            913289.6857080788,
            178267.7208831143,
            19813139.99852919,
            19007979.045637418,
            805160.9528917712
        ],
        [
            1091.557407,
            913.289686,
            178.267721,
            19813.139999,
            19007.979046,
            805.160953
        ],
        [
            0.436536,
            0.365243,
            0.071293,
            0.211941,
            0.210286,
            0.088139
        ],
        [
            910.188088,
            910.188088,
            910.188088,
            910.188088,
            910.188088,
            910.188088
        ],
        [
            -107431,
            -84077,
            -84304,
            -4764522,
            -3653796,
            -3422308
        ],
        [
            4.21394,
            7.194468,
            1.927532,
            2.77521,
            5.255735,
            1.120271
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            68.965517,
            68.965517,
            68.965517,
            68.965517,
            68.965517,
            68.965517
        ],
        [
            1.896273,
            3.237511,
            0.867389,
            1.248844,
            2.365081,
            0.504122
        ],
        [
            387989,
            387989,
            62249,
            8079501,
            8079501,
            1561812
        ],
        [
            -70543,
            -51143,
            -70543,
            -2894212,
            -1958846,
            -2894212
        ],
        [
            77,
            89,
            64,
            77,
            89,
            64
        ],
        [
            86,
            94,
            79,
            86,
            94,
            79
        ],
        [
            56,
            80,
            32,
            56,
            80,
            32
        ],
        [
            4488,
            2604,
            1884,
            4488,
            2604,
            1884
        ],
        [
            672.620896,
            672.620896,
            682.620896,
            672.620896,
            672.620896,
            682.620896
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -262103,
            -142971,
            -258877,
            -163272,
            715516,
            -326777
        ]
    ]
}
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": 1549022400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758164045449,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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)