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Trade: XRP/USDT/720/ZLMA/DCM/3631

Strategy
XRP/USDT/720/ZLMA/DCM/3631
Pair
XRP_USDT
Interval
12h
Score
716391
Daily Profit
0.224523
Profit Factor
8.150005
Profitability
63.414634
Streak
277.794344
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 22:03
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 910705.4658 731648.479 179056.9868 27272000.7248 27157545.4882 114455.2366
Total P&L (%) 910.7055 731.6485 179.057 27272.0007 27157.5455 114.4552
Avg Daily Profit (%) 0.3642 0.2926 0.0716 0.2247 0.2245 0.0305
Buy And Hold Return (%) 715.2838 715.2838 715.2838 715.2838 715.2838 715.2838
Max Trade Drawdown -102033 -90436 -61846 -6828179 -1705676 -7578689
Profit Factor 3.3617 4.7597 1.9374 2.7448 8.15 1.0097
Total Trades 83 41 42 83 41 42
Winning Trades 51 26 25 51 26 25
Losing Trades 32 15 17 32 15 17
Profitability (%) 61.4458 63.4146 59.5238 61.4458 63.4146 59.5238
Ratio Avg Win / Avg Loss 2.1093 2.746 1.3175 1.7222 4.7019 0.6866
Largest Winning Trade 182670 182670 62293 12378231 12378231 4372922
Largest Losing Trade -58426 -51049 -58426 -4430877 -1243400 -4430877
Avg Bars in Trades 55 65 44 55 65 44
Avg Bars in Winners 70 77 64 70 77 64
Avg Bars in Losers 30 46 15 30 46 15
Bars Traded 4576 2698 1878 4576 2698 1878
Profit Streak 61.2943 277.7943 61.2943 61.2943 277.7943 61.2943
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -63450 -139087 -258700 538048 716391 -527612

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546819200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757444631331,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "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": [
        [
            910705.4657725382,
            731648.4789583437,
            179056.9868141945,
            27272000.724781103,
            27157545.488204263,
            114455.2365768347
        ],
        [
            910.705466,
            731.648479,
            179.056987,
            27272.000725,
            27157.545488,
            114.455237
        ],
        [
            0.364209,
            0.292601,
            0.071608,
            0.224691,
            0.224523,
            0.030516
        ],
        [
            715.283819,
            715.283819,
            715.283819,
            715.283819,
            715.283819,
            715.283819
        ],
        [
            -102033,
            -90436,
            -61846,
            -6828179,
            -1705676,
            -7578689
        ],
        [
            3.361742,
            4.759732,
            1.93744,
            2.744811,
            8.150005,
            1.009673
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            61.445783,
            63.414634,
            59.52381,
            61.445783,
            63.414634,
            59.52381
        ],
        [
            2.109328,
            2.745999,
            1.317459,
            1.722234,
            4.701926,
            0.686578
        ],
        [
            182670,
            182670,
            62293,
            12378231,
            12378231,
            4372922
        ],
        [
            -58426,
            -51049,
            -58426,
            -4430877,
            -1243400,
            -4430877
        ],
        [
            55,
            65,
            44,
            55,
            65,
            44
        ],
        [
            70,
            77,
            64,
            70,
            77,
            64
        ],
        [
            30,
            46,
            15,
            30,
            46,
            15
        ],
        [
            4576,
            2698,
            1878,
            4576,
            2698,
            1878
        ],
        [
            61.294344,
            277.794344,
            61.294344,
            61.294344,
            277.794344,
            61.294344
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -63450,
            -139087,
            -258700,
            538048,
            716391,
            -527612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546819200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757444631331,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "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)