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Trade: XRP/USDT/720/ZLMA/DCM/9341

Strategy
XRP/USDT/720/ZLMA/DCM/9341
Pair
XRP_USDT
Interval
12h
Score
694925
Daily Profit
0.255869
Profit Factor
8.050910
Profitability
67.741935
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 22:29
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 943356.9281 790575.8042 152781.1239 17131095.7037 59552489.8772 -42421394.1735
Total P&L (%) 943.3569 790.5758 152.7811 17131.0957 59552.4899 -42421.3942
Avg Daily Profit (%) 0.3772 0.3161 0.0611 0.2061 0.2559 0
Buy And Hold Return (%) 868.8708 868.8708 868.8708 868.8708 868.8708 868.8708
Max Trade Drawdown -115992 -54167 -107714 -50319040 -5347771 -46823723
Profit Factor 3.5533 8.1249 1.591 1.257 8.0509 0.2713
Total Trades 62 31 31 62 31 31
Winning Trades 41 21 20 41 21 20
Losing Trades 21 10 11 21 10 11
Profitability (%) 66.129 67.7419 64.5161 66.129 67.7419 64.5161
Ratio Avg Win / Avg Loss 1.82 3.869 0.8751 0.6438 3.8338 0.1492
Largest Winning Trade 181256 181256 62490 43532895 43532895 3509393
Largest Losing Trade -77510 -31327 -77510 -20052522 -5347771 -20052522
Avg Bars in Trades 73 86 61 73 86 61
Avg Bars in Winners 85 88 83 85 88 83
Avg Bars in Losers 50 81 21 50 81 21
Bars Traded 4567 2671 1896 4567 2671 1896
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -279229 -145959 -275096 -150164 694925 -578936

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1552046400000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758482984757,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 224,
            "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": [
        [
            943356.9281463103,
            790575.8042088309,
            152781.1239374797,
            17131095.703709647,
            59552489.87723851,
            -42421394.17352886
        ],
        [
            943.356928,
            790.575804,
            152.781124,
            17131.095704,
            59552.489877,
            -42421.394174
        ],
        [
            0.377192,
            0.316104,
            0.061088,
            0.206102,
            0.255869,
            0
        ],
        [
            868.870837,
            868.870837,
            868.870837,
            868.870837,
            868.870837,
            868.870837
        ],
        [
            -115992,
            -54167,
            -107714,
            -50319040,
            -5347771,
            -46823723
        ],
        [
            3.553301,
            8.124895,
            1.591016,
            1.256975,
            8.05091,
            0.27134
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            66.129032,
            67.741935,
            64.516129,
            66.129032,
            67.741935,
            64.516129
        ],
        [
            1.819983,
            3.868998,
            0.875059,
            0.643816,
            3.833767,
            0.149237
        ],
        [
            181256,
            181256,
            62490,
            43532895,
            43532895,
            3509393
        ],
        [
            -77510,
            -31327,
            -77510,
            -20052522,
            -5347771,
            -20052522
        ],
        [
            73,
            86,
            61,
            73,
            86,
            61
        ],
        [
            85,
            88,
            83,
            85,
            88,
            83
        ],
        [
            50,
            81,
            21,
            50,
            81,
            21
        ],
        [
            4567,
            2671,
            1896,
            4567,
            2671,
            1896
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -279229,
            -145959,
            -275096,
            -150164,
            694925,
            -578936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1552046400000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758482984757,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 224,
            "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)