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Trade: XRP/USDT/720/ZLMA/DCM/9274

Strategy
XRP/USDT/720/ZLMA/DCM/9274
Pair
XRP_USDT
Interval
12h
Score
328665
Daily Profit
0.159880
Profit Factor
1.320936
Profitability
49.152542
Streak
162.676070
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 19:13
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 869819.7288 785696.2522 84123.4766 5326161.2167 9134213.5338 -3808052.3171
Total P&L (%) 869.8197 785.6963 84.1235 5326.1612 9134.2135 -3808.0523
Avg Daily Profit (%) 0.3479 0.3143 0.0336 0.1599 0.1812 0
Buy And Hold Return (%) 784.9509 784.9509 784.9509 784.9509 784.9509 784.9509
Max Trade Drawdown -105079 -69125 -105984 -5617888 -2198413 -6826466
Profit Factor 2.5945 4.138 1.285 1.3209 2.528 0.6414
Total Trades 118 59 59 118 59 59
Winning Trades 58 26 32 58 26 32
Losing Trades 60 33 27 60 33 27
Profitability (%) 49.1525 44.0678 54.2373 49.1525 44.0678 54.2373
Ratio Avg Win / Avg Loss 2.684 5.2521 1.0843 1.3665 3.2086 0.5411
Largest Winning Trade 339042 339042 51054 4676069 4676069 1285271
Largest Losing Trade -65398 -21053 -65398 -4576014 -729746 -4576014
Avg Bars in Trades 38 39 38 38 39 38
Avg Bars in Winners 51 56 47 51 56 47
Avg Bars in Losers 26 26 27 26 26 27
Bars Traded 4582 2328 2254 4582 2328 2254
Profit Streak 162.6761 162.6761 170.6761 162.6761 162.6761 170.6761
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116524 -327326 -488889 328665 -165325 -755941

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757261612468,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 17,
            "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": [
        [
            869819.7288487174,
            785696.2522335491,
            84123.4766151681,
            5326161.216710962,
            9134213.533804366,
            -3808052.3170934045
        ],
        [
            869.819729,
            785.696252,
            84.123477,
            5326.161217,
            9134.213534,
            -3808.052317
        ],
        [
            0.347928,
            0.314279,
            0.033649,
            0.15988,
            0.181184,
            0
        ],
        [
            784.950877,
            784.950877,
            784.950877,
            784.950877,
            784.950877,
            784.950877
        ],
        [
            -105079,
            -69125,
            -105984,
            -5617888,
            -2198413,
            -6826466
        ],
        [
            2.594532,
            4.138,
            1.285048,
            1.320936,
            2.528026,
            0.641356
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            49.152542,
            44.067797,
            54.237288,
            49.152542,
            44.067797,
            54.237288
        ],
        [
            2.683999,
            5.252077,
            1.084259,
            1.366486,
            3.208648,
            0.541144
        ],
        [
            339042,
            339042,
            51054,
            4676069,
            4676069,
            1285271
        ],
        [
            -65398,
            -21053,
            -65398,
            -4576014,
            -729746,
            -4576014
        ],
        [
            38,
            39,
            38,
            38,
            39,
            38
        ],
        [
            51,
            56,
            47,
            51,
            56,
            47
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            4582,
            2328,
            2254,
            4582,
            2328,
            2254
        ],
        [
            162.67607,
            162.67607,
            170.67607,
            162.67607,
            162.67607,
            170.67607
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116524,
            -327326,
            -488889,
            328665,
            -165325,
            -755941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757261612468,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 17,
            "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)