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Trade: XRP/USDT/480/ZLMA/DCM/6007

Strategy
XRP/USDT/480/ZLMA/DCM/6007
Pair
XRP_USDT
Interval
8h
Score
393066
Daily Profit
0.170476
Profit Factor
1.756820
Profitability
48.695652
Streak
80.120865
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-09 21:54
Expiration Time
2025-11-23 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704954.3651 682067.3974 22886.9677 2101927.429 6972742.125 -4870814.696
Total P&L (%) 704.9544 682.0674 22.887 2101.9274 6972.7421 -4870.8147
Avg Daily Profit (%) 0.2819 0.2728 0.0092 0.1237 0.1705 0
Buy And Hold Return (%) 726.0336 726.0336 726.0336 726.0336 726.0336 726.0336
Max Trade Drawdown -133091 -99462 -143721 -6584885 -2316757 -7529310
Profit Factor 1.7712 2.4321 1.0523 1.0943 1.7568 0.6276
Total Trades 230 115 115 230 115 115
Winning Trades 110 56 54 110 56 54
Losing Trades 120 59 61 120 59 61
Profitability (%) 47.8261 48.6957 46.9565 47.8261 48.6957 46.9565
Ratio Avg Win / Avg Loss 1.9323 2.5624 1.1887 1.1938 1.8509 0.7089
Largest Winning Trade 189078 189078 61357 5366987 5366987 830916
Largest Losing Trade -38597 -38597 -35731 -2312729 -1014733 -2312729
Avg Bars in Trades 29 34 25 29 34 25
Avg Bars in Winners 41 46 36 41 46 36
Avg Bars in Losers 18 23 14 18 23 14
Bars Traded 6843 3965 2878 6843 3965 2878
Profit Streak 61.1209 80.1209 0 61.1209 80.1209 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152485 -152681 -510555 -146224 393066 -581932

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541433600000,
    "first_datapoint_time": 1546156800000,
    "last_datapoint_time": 1757433600000,
    "evaluation_time": 1757444042731,
    "expiration_time": 1763914464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 60,
            "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": [
        [
            704954.3651067492,
            682067.3974105756,
            22886.9676961735,
            2101927.428956127,
            6972742.125005187,
            -4870814.696049065
        ],
        [
            704.954365,
            682.067397,
            22.886968,
            2101.927429,
            6972.742125,
            -4870.814696
        ],
        [
            0.281945,
            0.272791,
            0.009154,
            0.123737,
            0.170476,
            0
        ],
        [
            726.033622,
            726.033622,
            726.033622,
            726.033622,
            726.033622,
            726.033622
        ],
        [
            -133091,
            -99462,
            -143721,
            -6584885,
            -2316757,
            -7529310
        ],
        [
            1.77123,
            2.432129,
            1.052277,
            1.094289,
            1.75682,
            0.627593
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            110,
            56,
            54,
            110,
            56,
            54
        ],
        [
            120,
            59,
            61,
            120,
            59,
            61
        ],
        [
            47.826087,
            48.695652,
            46.956522,
            47.826087,
            48.695652,
            46.956522
        ],
        [
            1.932251,
            2.562422,
            1.188683,
            1.193769,
            1.850935,
            0.708947
        ],
        [
            189078,
            189078,
            61357,
            5366987,
            5366987,
            830916
        ],
        [
            -38597,
            -38597,
            -35731,
            -2312729,
            -1014733,
            -2312729
        ],
        [
            29,
            34,
            25,
            29,
            34,
            25
        ],
        [
            41,
            46,
            36,
            41,
            46,
            36
        ],
        [
            18,
            23,
            14,
            18,
            23,
            14
        ],
        [
            6843,
            3965,
            2878,
            6843,
            3965,
            2878
        ],
        [
            61.120865,
            80.120865,
            0,
            61.120865,
            80.120865,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152485,
            -152681,
            -510555,
            -146224,
            393066,
            -581932
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541433600000,
    "first_datapoint_time": 1546156800000,
    "last_datapoint_time": 1757433600000,
    "evaluation_time": 1757444042731,
    "expiration_time": 1763914464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 60,
            "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)