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Trade: XRP/USDT/720/ZLMA/DCM/8300

Strategy
XRP/USDT/720/ZLMA/DCM/8300
Pair
XRP_USDT
Interval
12h
Score
666905
Daily Profit
0.208030
Profit Factor
7.777695
Profitability
60.000000
Streak
124.384537
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 12:13
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 877413.9439 713791.2259 163622.718 16731762.9084 17961842.2697 -1230079.3613
Total P&L (%) 877.4139 713.7912 163.6227 16731.7629 17961.8423 -1230.0794
Avg Daily Profit (%) 0.3509 0.2855 0.0654 0.2052 0.208 0
Buy And Hold Return (%) 714.8272 714.8272 714.8272 714.8272 714.8272 714.8272
Max Trade Drawdown -108029 -92997 -63261 -6334739 -1070494 -6245523
Profit Factor 3.1538 4.4021 1.8282 2.5429 7.7777 0.8499
Total Trades 81 40 41 81 40 41
Winning Trades 46 24 22 46 24 22
Losing Trades 35 16 19 35 16 19
Profitability (%) 56.7901 60 53.6585 56.7901 60 53.6585
Ratio Avg Win / Avg Loss 2.3997 2.9347 1.5789 1.9348 5.1851 0.734
Largest Winning Trade 183577 183577 62490 9587659 9587659 2930866
Largest Losing Trade -63261 -47975 -63261 -4335125 -870157 -4335125
Avg Bars in Trades 56 66 46 56 66 46
Avg Bars in Winners 70 74 66 70 74 66
Avg Bars in Losers 38 56 23 38 56 23
Bars Traded 4579 2679 1900 4579 2679 1900
Profit Streak 93.8845 124.3845 93.8845 93.8845 124.3845 93.8845
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94099 -147762 -266798 -1508 666905 -579708

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546473600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757322824006,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "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": [
        [
            877413.9439194412,
            713791.2258729304,
            163622.7180465105,
            16731762.908414602,
            17961842.269686673,
            -1230079.3612720706
        ],
        [
            877.413944,
            713.791226,
            163.622718,
            16731.762908,
            17961.84227,
            -1230.079361
        ],
        [
            0.350895,
            0.285459,
            0.065436,
            0.205203,
            0.20803,
            0
        ],
        [
            714.827239,
            714.827239,
            714.827239,
            714.827239,
            714.827239,
            714.827239
        ],
        [
            -108029,
            -92997,
            -63261,
            -6334739,
            -1070494,
            -6245523
        ],
        [
            3.153844,
            4.402115,
            1.828205,
            2.542942,
            7.777695,
            0.849879
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            56.790123,
            60,
            53.658537,
            56.790123,
            60,
            53.658537
        ],
        [
            2.399664,
            2.934743,
            1.578904,
            1.934847,
            5.18513,
            0.733987
        ],
        [
            183577,
            183577,
            62490,
            9587659,
            9587659,
            2930866
        ],
        [
            -63261,
            -47975,
            -63261,
            -4335125,
            -870157,
            -4335125
        ],
        [
            56,
            66,
            46,
            56,
            66,
            46
        ],
        [
            70,
            74,
            66,
            70,
            74,
            66
        ],
        [
            38,
            56,
            23,
            38,
            56,
            23
        ],
        [
            4579,
            2679,
            1900,
            4579,
            2679,
            1900
        ],
        [
            93.884537,
            124.384537,
            93.884537,
            93.884537,
            124.384537,
            93.884537
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94099,
            -147762,
            -266798,
            -1508,
            666905,
            -579708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546473600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757322824006,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 112,
            "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)