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Trade: XRP/USDT/720/ZLMA/MIDPRICE/6253

Strategy
XRP/USDT/720/ZLMA/MIDPRICE/6253
Pair
XRP_USDT
Interval
12h
Score
676446
Daily Profit
0.161726
Profit Factor
7.061429
Profitability
72.222222
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 02:07
Expiration Time
2025-11-22 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 574113.9059 580425.1571 -6311.2512 445669.9899 5582023.4611 -5136353.4712
Total P&L (%) 574.1139 580.4252 -6.3113 445.67 5582.0235 -5136.3535
Avg Daily Profit (%) 0.2296 0.2322 -0.0025 0.0679 0.1617 0
Buy And Hold Return (%) 857.5754 857.5754 857.5754 857.5754 857.5754 857.5754
Max Trade Drawdown -138921 -42347 -154411 -4602133 -441756 -6219929
Profit Factor 2.1336 5.8157 0.9836 1.0515 7.0614 0.3357
Total Trades 72 36 36 72 36 36
Winning Trades 45 26 19 45 26 19
Losing Trades 27 10 17 27 10 17
Profitability (%) 62.5 72.2222 52.7778 62.5 72.2222 52.7778
Ratio Avg Win / Avg Loss 1.2801 2.2368 0.8801 0.6309 2.7159 0.3004
Largest Winning Trade 168644 168644 65653 2213461 2213461 595735
Largest Losing Trade -77457 -26929 -77457 -3843528 -268005 -3843528
Avg Bars in Trades 63 75 51 63 75 51
Avg Bars in Winners 74 76 72 74 76 72
Avg Bars in Losers 44 73 27 44 73 27
Bars Traded 4556 2717 1839 4556 2717 1839
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -236419 -146193 -580420 -515471 676446 -580420

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1551614400000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757372852202,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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": [
        [
            574113.9058992014,
            580425.15712404,
            -6311.2512248384,
            445669.9899240886,
            5582023.461135052,
            -5136353.471210964
        ],
        [
            574.113906,
            580.425157,
            -6.311251,
            445.66999,
            5582.023461,
            -5136.353471
        ],
        [
            0.229646,
            0.23217,
            -0.002525,
            0.067897,
            0.161726,
            0
        ],
        [
            857.575368,
            857.575368,
            857.575368,
            857.575368,
            857.575368,
            857.575368
        ],
        [
            -138921,
            -42347,
            -154411,
            -4602133,
            -441756,
            -6219929
        ],
        [
            2.133566,
            5.815737,
            0.983647,
            1.051506,
            7.061429,
            0.335687
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            27,
            10,
            17,
            27,
            10,
            17
        ],
        [
            62.5,
            72.222222,
            52.777778,
            62.5,
            72.222222,
            52.777778
        ],
        [
            1.28014,
            2.236822,
            0.880105,
            0.630904,
            2.715934,
            0.300351
        ],
        [
            168644,
            168644,
            65653,
            2213461,
            2213461,
            595735
        ],
        [
            -77457,
            -26929,
            -77457,
            -3843528,
            -268005,
            -3843528
        ],
        [
            63,
            75,
            51,
            63,
            75,
            51
        ],
        [
            74,
            76,
            72,
            74,
            76,
            72
        ],
        [
            44,
            73,
            27,
            44,
            73,
            27
        ],
        [
            4556,
            2717,
            1839,
            4556,
            2717,
            1839
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -236419,
            -146193,
            -580420,
            -515471,
            676446,
            -580420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1551614400000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757372852202,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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)