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Trade: XRP/USDT/720/ZLMA/MIDPRICE/9499

Strategy
XRP/USDT/720/ZLMA/MIDPRICE/9499
Pair
XRP_USDT
Interval
12h
Score
751054
Daily Profit
0.280935
Profit Factor
6.776288
Profitability
63.333333
Streak
95.168402
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-13 19:02
Expiration Time
2025-12-27 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1178643.4096 938216.8699 240426.5396 111370335.8852 84810977.6741 26559358.2112
Total P&L (%) 1178.6434 938.2169 240.4265 111370.3359 84810.9777 26559.3582
Avg Daily Profit (%) 0.4713 0.3751 0.0961 0.2809 0.27 0.2236
Buy And Hold Return (%) 753.6183 753.6183 753.6183 753.6183 753.6183 753.6183
Max Trade Drawdown -111853 -92051 -33371 -9037165 -5891531 -3709506
Profit Factor 4.3496 5.2226 2.8539 6.7763 8.6835 4.2222
Total Trades 90 45 45 90 45 45
Winning Trades 57 29 28 57 29 28
Losing Trades 33 16 17 33 16 17
Profitability (%) 63.3333 64.4444 62.2222 63.3333 64.4444 62.2222
Ratio Avg Win / Avg Loss 2.5182 2.8814 1.7327 3.9231 4.7909 2.5635
Largest Winning Trade 383872 383872 63210 39948671 39948671 15904329
Largest Losing Trade -51387 -51387 -33371 -3123379 -2003458 -3123379
Avg Bars in Trades 51 63 39 51 63 39
Avg Bars in Winners 59 71 46 59 71 46
Avg Bars in Losers 37 49 27 37 49 27
Bars Traded 4636 2868 1768 4636 2868 1768
Profit Streak 95.1684 377.1684 95.1684 95.1684 377.1684 95.1684
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413403 -68759 -222750 751054 737388 636252
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1544313600000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760371349918,
    "expiration_time": 1766839392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "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": [
        [
            1178643.4095605654,
            938216.8699415106,
            240426.5396190543,
            111370335.88521671,
            84810977.67405738,
            26559358.211159334
        ],
        [
            1178.64341,
            938.21687,
            240.42654,
            111370.335885,
            84810.977674,
            26559.358211
        ],
        [
            0.471269,
            0.375137,
            0.096132,
            0.280935,
            0.270024,
            0.223589
        ],
        [
            753.618313,
            753.618313,
            753.618313,
            753.618313,
            753.618313,
            753.618313
        ],
        [
            -111853,
            -92051,
            -33371,
            -9037165,
            -5891531,
            -3709506
        ],
        [
            4.349614,
            5.2226,
            2.853927,
            6.776288,
            8.683516,
            4.22222
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            63.333333,
            64.444444,
            62.222222,
            63.333333,
            64.444444,
            62.222222
        ],
        [
            2.518198,
            2.881435,
            1.732741,
            3.923114,
            4.790906,
            2.563491
        ],
        [
            383872,
            383872,
            63210,
            39948671,
            39948671,
            15904329
        ],
        [
            -51387,
            -51387,
            -33371,
            -3123379,
            -2003458,
            -3123379
        ],
        [
            51,
            63,
            39,
            51,
            63,
            39
        ],
        [
            59,
            71,
            46,
            59,
            71,
            46
        ],
        [
            37,
            49,
            27,
            37,
            49,
            27
        ],
        [
            4636,
            2868,
            1768,
            4636,
            2868,
            1768
        ],
        [
            95.168402,
            377.168402,
            95.168402,
            95.168402,
            377.168402,
            95.168402
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413403,
            -68759,
            -222750,
            751054,
            737388,
            636252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1544313600000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760371349918,
    "expiration_time": 1766839392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "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)