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Trade: XRP/USDT/120/ZLMA/MIDPRICE/1952

Strategy
XRP/USDT/120/ZLMA/MIDPRICE/1952
Pair
XRP_USDT
Interval
2h
Score
303557
Daily Profit
0.207753
Profit Factor
2.051875
Profitability
40.853659
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-15 19:47
Expiration Time
2025-11-29 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 901056.4273 826170.4031 74886.0242 6590255.5056 7436281.3354 -846025.8298
Total P&L (%) 901.0564 826.1704 74.886 6590.2555 7436.2813 -846.0258
Avg Daily Profit (%) 0.4326 0.3967 0.036 0.202 0.2078 0
Buy And Hold Return (%) 1140.2446 1140.2446 1140.2446 1140.2446 1140.2446 1140.2446
Max Trade Drawdown -107920 -54701 -69689 -3374758 -2454382 -1414032
Profit Factor 2.2141 3.1488 1.2094 1.5087 2.0519 0.8562
Total Trades 329 164 165 329 164 165
Winning Trades 134 67 67 134 67 67
Losing Trades 195 97 98 195 97 98
Profitability (%) 40.7295 40.8537 40.6061 40.7295 40.8537 40.6061
Ratio Avg Win / Avg Loss 3.222 4.5587 1.7689 2.1955 2.9706 1.2524
Largest Winning Trade 354738 354738 52027 5646472 5646472 965767
Largest Losing Trade -47618 -17558 -47618 -787115 -787115 -650839
Avg Bars in Trades 74 71 78 74 71 78
Avg Bars in Winners 118 127 109 118 127 109
Avg Bars in Losers 44 32 56 44 32 56
Bars Traded 24617 11706 12911 24617 11706 12911
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 -153423 -153295 -313344 281778 303557 -582455
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1577944800000,
    "first_datapoint_time": 1579363200000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757954833285,
    "expiration_time": 1764429926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 26,
            "offset": 172
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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": [
        [
            901056.4272622351,
            826170.4031118213,
            74886.0241504144,
            6590255.505572234,
            7436281.33540621,
            -846025.8298339742
        ],
        [
            901.056427,
            826.170403,
            74.886024,
            6590.255506,
            7436.281335,
            -846.02583
        ],
        [
            0.432645,
            0.396688,
            0.035957,
            0.202023,
            0.207753,
            0
        ],
        [
            1140.244553,
            1140.244553,
            1140.244553,
            1140.244553,
            1140.244553,
            1140.244553
        ],
        [
            -107920,
            -54701,
            -69689,
            -3374758,
            -2454382,
            -1414032
        ],
        [
            2.214092,
            3.148823,
            1.209361,
            1.508731,
            2.051875,
            0.856234
        ],
        [
            329,
            164,
            165,
            329,
            164,
            165
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            40.729483,
            40.853659,
            40.606061,
            40.729483,
            40.853659,
            40.606061
        ],
        [
            3.222,
            4.558743,
            1.768916,
            2.195542,
            2.970625,
            1.252402
        ],
        [
            354738,
            354738,
            52027,
            5646472,
            5646472,
            965767
        ],
        [
            -47618,
            -17558,
            -47618,
            -787115,
            -787115,
            -650839
        ],
        [
            74,
            71,
            78,
            74,
            71,
            78
        ],
        [
            118,
            127,
            109,
            118,
            127,
            109
        ],
        [
            44,
            32,
            56,
            44,
            32,
            56
        ],
        [
            24617,
            11706,
            12911,
            24617,
            11706,
            12911
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153423,
            -153295,
            -313344,
            281778,
            303557,
            -582455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1577944800000,
    "first_datapoint_time": 1579363200000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757954833285,
    "expiration_time": 1764429926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 26,
            "offset": 172
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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)