← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XRP/USDT/720/ZLMA/MIDPRICE/6406

Strategy
XRP/USDT/720/ZLMA/MIDPRICE/6406
Pair
XRP_USDT
Interval
12h
Score
344558
Daily Profit
0.156264
Profit Factor
1.536722
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 23:59
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 719931.9911 689137.6272 30794.3639 1684350.3493 4857860.1123 -3173509.763
Total P&L (%) 719.932 689.1376 30.7944 1684.3503 4857.8601 -3173.5098
Avg Daily Profit (%) 0.288 0.2757 0.0123 0.1153 0.1563 0
Buy And Hold Return (%) 673.975 673.975 673.975 673.975 673.975 673.975
Max Trade Drawdown -123892 -99413 -138719 -4247888 -2892760 -5616601
Profit Factor 1.8276 2.5455 1.0726 1.0871 1.5367 0.6915
Total Trades 205 102 103 205 102 103
Winning Trades 100 54 46 100 54 46
Losing Trades 105 48 57 105 48 57
Profitability (%) 48.7805 52.9412 44.6602 48.7805 52.9412 44.6602
Ratio Avg Win / Avg Loss 1.9189 2.2627 1.3291 1.1414 1.366 0.8569
Largest Winning Trade 174426 174426 64830 3348539 3348539 847070
Largest Losing Trade -63903 -36279 -63903 -3366637 -1301576 -3366637
Avg Bars in Trades 22 26 19 22 26 19
Avg Bars in Winners 30 30 30 30 30 30
Avg Bars in Losers 16 22 10 16 22 10
Bars Traded 4712 2711 2001 4712 2711 2001
Profit Streak 6.8749 0 59.3749 6.8749 0 59.3749
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130744 -144864 -483906 -165336 344558 -581879

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757278790921,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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": [
        [
            719931.9911396529,
            689137.6272324288,
            30794.3639072239,
            1684350.349268776,
            4857860.112279487,
            -3173509.763010712
        ],
        [
            719.931991,
            689.137627,
            30.794364,
            1684.350349,
            4857.860112,
            -3173.509763
        ],
        [
            0.287973,
            0.275655,
            0.012318,
            0.115332,
            0.156264,
            0
        ],
        [
            673.974997,
            673.974997,
            673.974997,
            673.974997,
            673.974997,
            673.974997
        ],
        [
            -123892,
            -99413,
            -138719,
            -4247888,
            -2892760,
            -5616601
        ],
        [
            1.827567,
            2.545532,
            1.07262,
            1.087094,
            1.536722,
            0.691548
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            100,
            54,
            46,
            100,
            54,
            46
        ],
        [
            105,
            48,
            57,
            105,
            48,
            57
        ],
        [
            48.780488,
            52.941176,
            44.660194,
            48.780488,
            52.941176,
            44.660194
        ],
        [
            1.918945,
            2.262695,
            1.329116,
            1.141449,
            1.365975,
            0.856918
        ],
        [
            174426,
            174426,
            64830,
            3348539,
            3348539,
            847070
        ],
        [
            -63903,
            -36279,
            -63903,
            -3366637,
            -1301576,
            -3366637
        ],
        [
            22,
            26,
            19,
            22,
            26,
            19
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            16,
            22,
            10,
            16,
            22,
            10
        ],
        [
            4712,
            2711,
            2001,
            4712,
            2711,
            2001
        ],
        [
            6.874895,
            0,
            59.374895,
            6.874895,
            0,
            59.374895
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130744,
            -144864,
            -483906,
            -165336,
            344558,
            -581879
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757278790921,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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)