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Trade: XRP/USDT/360/ZLMA/MIDPOINT/9494

Strategy
XRP/USDT/360/ZLMA/MIDPOINT/9494
Pair
XRP_USDT
Interval
6h
Score
737252
Daily Profit
0.258307
Profit Factor
8.326650
Profitability
65.714286
Streak
515.638346
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 12:19
Expiration Time
2025-11-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 984709.2681 775169.5642 209539.7039 57546123.4959 63129142.867 -5583019.3711
Total P&L (%) 984.7093 775.1696 209.5397 57546.1235 63129.1429 -5583.0194
Avg Daily Profit (%) 0.3939 0.3101 0.0838 0.2546 0.2583 0
Buy And Hold Return (%) 762.2326 762.2326 762.2326 762.2326 762.2326 762.2326
Max Trade Drawdown -81065 -78298 -55880 -25406914 -5349108 -26269015
Profit Factor 4.1017 5.9798 2.295 2.3999 8.3267 0.8282
Total Trades 71 35 36 71 35 36
Winning Trades 47 23 24 47 23 24
Losing Trades 24 12 12 24 12 12
Profitability (%) 66.1972 65.7143 66.6667 66.1972 65.7143 66.6667
Ratio Avg Win / Avg Loss 2.0945 3.1199 1.1475 1.2255 4.3443 0.4141
Largest Winning Trade 175569 175569 64830 32594780 32594780 9701631
Largest Losing Trade -44700 -44700 -34709 -18295595 -3903576 -18295595
Avg Bars in Trades 129 149 109 129 149 109
Avg Bars in Winners 148 153 144 148 153 144
Avg Bars in Losers 90 141 40 90 141 40
Bars Traded 9171 5230 3942 9171 5230 3942
Profit Streak 283.6383 515.6383 283.6383 283.6383 515.6383 283.6383
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145627 -139590 -240063 -75521 737252 -577270
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757582353056,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 240,
            "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": [
        [
            984709.268131125,
            775169.5642150332,
            209539.7039160921,
            57546123.49591608,
            63129142.86699262,
            -5583019.3710765615
        ],
        [
            984.709268,
            775.169564,
            209.539704,
            57546.123496,
            63129.142867,
            -5583.019371
        ],
        [
            0.393884,
            0.310068,
            0.083816,
            0.2546,
            0.258307,
            0
        ],
        [
            762.232643,
            762.232643,
            762.232643,
            762.232643,
            762.232643,
            762.232643
        ],
        [
            -81065,
            -78298,
            -55880,
            -25406914,
            -5349108,
            -26269015
        ],
        [
            4.101694,
            5.979781,
            2.294964,
            2.399866,
            8.32665,
            0.828172
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            66.197183,
            65.714286,
            66.666667,
            66.197183,
            65.714286,
            66.666667
        ],
        [
            2.094482,
            3.119886,
            1.147482,
            1.225463,
            4.344339,
            0.414086
        ],
        [
            175569,
            175569,
            64830,
            32594780,
            32594780,
            9701631
        ],
        [
            -44700,
            -44700,
            -34709,
            -18295595,
            -3903576,
            -18295595
        ],
        [
            129,
            149,
            109,
            129,
            149,
            109
        ],
        [
            148,
            153,
            144,
            148,
            153,
            144
        ],
        [
            90,
            141,
            40,
            90,
            141,
            40
        ],
        [
            9171,
            5230,
            3942,
            9171,
            5230,
            3942
        ],
        [
            283.638345,
            515.638345,
            283.638345,
            283.638346,
            515.638346,
            283.638346
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145627,
            -139590,
            -240063,
            -75521,
            737252,
            -577270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757582353056,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 240,
            "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)