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Trade: XRP/USDT/720/ZLMA/DCM/3514

Strategy
XRP/USDT/720/ZLMA/DCM/3514
Pair
XRP_USDT
Interval
12h
Score
649827
Daily Profit
0.218733
Profit Factor
4.423345
Profitability
58.823529
Streak
168.308181
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 10:23
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1037546.7386 870878.0207 166668.7179 24287261.5275 23491094.7182 796166.8093
Total P&L (%) 1037.5467 870.878 166.6687 24287.2615 23491.0947 796.1668
Avg Daily Profit (%) 0.4149 0.3483 0.0667 0.2201 0.2187 0.0877
Buy And Hold Return (%) 811.8714 811.8714 811.8714 811.8714 811.8714 811.8714
Max Trade Drawdown -58426 -44270 -59294 -8642007 -3308025 -5333982
Profit Factor 4.044 5.6498 2.0854 2.6299 4.4233 1.099
Total Trades 68 34 34 68 34 34
Winning Trades 38 20 18 38 20 18
Losing Trades 30 14 16 30 14 16
Profitability (%) 55.8824 58.8235 52.9412 55.8824 58.8235 52.9412
Ratio Avg Win / Avg Loss 3.1926 3.9549 1.8537 2.0762 3.0963 0.9769
Largest Winning Trade 361297 361297 61546 16595126 16595126 3537324
Largest Losing Trade -58426 -41505 -58426 -5333982 -3308025 -5333982
Avg Bars in Trades 65 86 44 65 86 44
Avg Bars in Winners 88 103 70 88 103 70
Avg Bars in Losers 37 62 15 37 62 15
Bars Traded 4476 2952 1524 4476 2952 1524
Profit Streak 73.3082 168.3082 0 73.3082 168.3082 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174509 -123108 -265383 -98954 649827 -354069

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1552435200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758525826861,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 114,
            "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": [
        [
            1037546.7386114607,
            870878.0207244031,
            166668.7178870575,
            24287261.527479593,
            23491094.718187697,
            796166.8092918958
        ],
        [
            1037.546739,
            870.878021,
            166.668718,
            24287.261527,
            23491.094718,
            796.166809
        ],
        [
            0.414936,
            0.348282,
            0.066654,
            0.220064,
            0.218733,
            0.087739
        ],
        [
            811.871436,
            811.871436,
            811.871436,
            811.871436,
            811.871436,
            811.871436
        ],
        [
            -58426,
            -44270,
            -59294,
            -8642007,
            -3308025,
            -5333982
        ],
        [
            4.043964,
            5.649802,
            2.085363,
            2.629913,
            4.423345,
            1.099039
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            55.882353,
            58.823529,
            52.941176,
            55.882353,
            58.823529,
            52.941176
        ],
        [
            3.192603,
            3.954861,
            1.853656,
            2.076247,
            3.096341,
            0.976924
        ],
        [
            361297,
            361297,
            61546,
            16595126,
            16595126,
            3537324
        ],
        [
            -58426,
            -41505,
            -58426,
            -5333982,
            -3308025,
            -5333982
        ],
        [
            65,
            86,
            44,
            65,
            86,
            44
        ],
        [
            88,
            103,
            70,
            88,
            103,
            70
        ],
        [
            37,
            62,
            15,
            37,
            62,
            15
        ],
        [
            4476,
            2952,
            1524,
            4476,
            2952,
            1524
        ],
        [
            73.308181,
            168.308181,
            0,
            73.308181,
            168.308181,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174509,
            -123108,
            -265383,
            -98954,
            649827,
            -354069
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1552435200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758525826861,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 114,
            "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)