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Trade: XRP/USDT/480/ZLMA/DEMA/5641

Strategy
XRP/USDT/480/ZLMA/DEMA/5641
Pair
XRP_USDT
Interval
8h
Score
587098
Daily Profit
0.195390
Profit Factor
3.445867
Profitability
55.882353
Streak
221.400280
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-15 04:36
Expiration Time
2025-11-29 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 884255.3985 774251.2361 110004.1624 8792247.2342 13080138.2425 -4287891.0083
Total P&L (%) 884.2554 774.2512 110.0042 8792.2472 13080.1382 -4287.891
Avg Daily Profit (%) 0.3536 0.3096 0.044 0.1796 0.1954 0
Buy And Hold Return (%) 870.7006 870.7006 870.7006 870.7006 870.7006 870.7006
Max Trade Drawdown -73274 -36596 -72812 -6298323 -2029938 -7137210
Profit Factor 3.2117 5.7701 1.4632 1.5672 3.4459 0.5777
Total Trades 69 34 35 69 34 35
Winning Trades 41 19 22 41 19 22
Losing Trades 28 15 13 28 15 13
Profitability (%) 59.4203 55.8824 62.8571 59.4203 55.8824 62.8571
Ratio Avg Win / Avg Loss 2.1934 4.5554 0.8646 1.0703 2.7204 0.3414
Largest Winning Trade 363949 363949 48268 9175941 9175941 1081937
Largest Losing Trade -55676 -27325 -55676 -4268384 -2029938 -4268384
Avg Bars in Trades 101 107 95 101 107 95
Avg Bars in Winners 115 129 104 115 129 104
Avg Bars in Losers 80 81 80 80 81 80
Bars Traded 7007 3667 3340 7007 3667 3340
Profit Streak 0 221.4003 0 0 221.4003 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -250223 -146723 -298859 -95198 587098 -579121

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541865600000,
    "first_datapoint_time": 1548403200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757900184155,
    "expiration_time": 1764376128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 174,
            "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": [
        [
            884255.3984796968,
            774251.236094221,
            110004.1623854753,
            8792247.234212438,
            13080138.242512781,
            -4287891.008300343
        ],
        [
            884.255398,
            774.251236,
            110.004162,
            8792.247234,
            13080.138243,
            -4287.891008
        ],
        [
            0.353607,
            0.309618,
            0.04399,
            0.179624,
            0.19539,
            0
        ],
        [
            870.700637,
            870.700637,
            870.700637,
            870.700637,
            870.700637,
            870.700637
        ],
        [
            -73274,
            -36596,
            -72812,
            -6298323,
            -2029938,
            -7137210
        ],
        [
            3.21172,
            5.77013,
            1.463191,
            1.567209,
            3.445867,
            0.577675
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            59.42029,
            55.882353,
            62.857143,
            59.42029,
            55.882353,
            62.857143
        ],
        [
            2.19337,
            4.555366,
            0.864613,
            1.070289,
            2.720421,
            0.341353
        ],
        [
            363949,
            363949,
            48268,
            9175941,
            9175941,
            1081937
        ],
        [
            -55676,
            -27325,
            -55676,
            -4268384,
            -2029938,
            -4268384
        ],
        [
            101,
            107,
            95,
            101,
            107,
            95
        ],
        [
            115,
            129,
            104,
            115,
            129,
            104
        ],
        [
            80,
            81,
            80,
            80,
            81,
            80
        ],
        [
            7007,
            3667,
            3340,
            7007,
            3667,
            3340
        ],
        [
            0,
            221.400279,
            0,
            0,
            221.40028,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -250223,
            -146723,
            -298859,
            -95198,
            587098,
            -579121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541865600000,
    "first_datapoint_time": 1548403200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757900184155,
    "expiration_time": 1764376128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 174,
            "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)