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Trade: XRP/USDT/480/ZLMA/DCM/2548

Strategy
XRP/USDT/480/ZLMA/DCM/2548
Pair
XRP_USDT
Interval
8h
Score
687232
Daily Profit
0.262617
Profit Factor
17.894369
Profitability
61.290323
Streak
120.548673
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-09 16:10
Expiration Time
2025-11-23 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1161473.799 930904.125 230569.6739 78652247.6827 70364248.6618 8287999.0209
Total P&L (%) 1161.4738 930.9041 230.5697 78652.2477 70364.2487 8287.999
Avg Daily Profit (%) 0.4645 0.3723 0.0922 0.2671 0.2626 0.1773
Buy And Hold Return (%) 825.7523 825.7523 825.7523 825.7523 825.7523 825.7523
Max Trade Drawdown -83549 -80111 -68410 -2156878 -2028001 -2079710
Profit Factor 5.1579 8.3968 2.5022 11.3771 17.8944 3.4273
Total Trades 62 31 31 62 31 31
Winning Trades 41 19 22 41 19 22
Losing Trades 21 12 9 21 12 9
Profitability (%) 66.129 61.2903 70.9677 66.129 61.2903 70.9677
Ratio Avg Win / Avg Loss 2.6418 5.3032 1.0236 5.8273 11.3017 1.4021
Largest Winning Trade 373485 373485 63864 41724469 41724469 2664572
Largest Losing Trade -68410 -44296 -68410 -2079710 -958361 -2079710
Avg Bars in Trades 108 127 89 108 127 89
Avg Bars in Winners 123 137 111 123 137 111
Avg Bars in Losers 79 111 37 79 111 37
Bars Traded 6732 3949 2783 6732 3949 2783
Profit Streak 120.5487 120.5487 446.2153 120.5487 120.5487 446.2153
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -176532 -106133 -227954 -138311 687232 622929

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541404800000,
    "first_datapoint_time": 1547712000000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757423405360,
    "expiration_time": 1763885664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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": [
        [
            1161473.7989922923,
            930904.1250474447,
            230569.6739448473,
            78652247.68271613,
            70364248.66179839,
            8287999.020917729
        ],
        [
            1161.473799,
            930.904125,
            230.569674,
            78652.247683,
            70364.248662,
            8287.999021
        ],
        [
            0.464528,
            0.372313,
            0.092216,
            0.267076,
            0.262617,
            0.177309
        ],
        [
            825.752343,
            825.752343,
            825.752343,
            825.752343,
            825.752343,
            825.752343
        ],
        [
            -83549,
            -80111,
            -68410,
            -2156878,
            -2028001,
            -2079710
        ],
        [
            5.157875,
            8.39677,
            2.502177,
            11.377099,
            17.894369,
            3.427328
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            66.129032,
            61.290323,
            70.967742,
            66.129032,
            61.290323,
            70.967742
        ],
        [
            2.641838,
            5.303223,
            1.023618,
            5.827294,
            11.301707,
            1.402089
        ],
        [
            373485,
            373485,
            63864,
            41724469,
            41724469,
            2664572
        ],
        [
            -68410,
            -44296,
            -68410,
            -2079710,
            -958361,
            -2079710
        ],
        [
            108,
            127,
            89,
            108,
            127,
            89
        ],
        [
            123,
            137,
            111,
            123,
            137,
            111
        ],
        [
            79,
            111,
            37,
            79,
            111,
            37
        ],
        [
            6732,
            3949,
            2783,
            6732,
            3949,
            2783
        ],
        [
            120.548673,
            120.548673,
            446.21534,
            120.548673,
            120.548673,
            446.21534
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -176532,
            -106133,
            -227954,
            -138311,
            687232,
            622929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541404800000,
    "first_datapoint_time": 1547712000000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757423405360,
    "expiration_time": 1763885664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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)