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Trade: XRP/USDT/720/ZLMA/DCM/9726

Strategy
XRP/USDT/720/ZLMA/DCM/9726
Pair
XRP_USDT
Interval
12h
Score
751575
Daily Profit
0.243452
Profit Factor
11.805627
Profitability
73.333333
Streak
81.167107
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 07:00
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 904776.6854 743432.2988 161344.3866 15579076.9656 43608511.1773 -28029434.2117
Total P&L (%) 904.7767 743.4323 161.3444 15579.077 43608.5112 -28029.4342
Avg Daily Profit (%) 0.3618 0.2973 0.0645 0.2024 0.2435 0
Buy And Hold Return (%) 795.9303 795.9303 795.9303 795.9303 795.9303 795.9303
Max Trade Drawdown -104302 -45299 -109558 -32069510 -2850792 -32119274
Profit Factor 3.677 9.0179 1.6579 1.3584 11.8056 0.2891
Total Trades 60 30 30 60 30 30
Winning Trades 41 22 19 41 22 19
Losing Trades 19 8 11 19 8 11
Profitability (%) 68.3333 73.3333 63.3333 68.3333 73.3333 63.3333
Ratio Avg Win / Avg Loss 1.704 3.2792 0.9598 0.6295 4.293 0.1674
Largest Winning Trade 177677 177677 60201 30522706 30522706 2397868
Largest Losing Trade -79354 -28239 -79354 -11034441 -1538659 -11034441
Avg Bars in Trades 74 86 63 74 86 63
Avg Bars in Winners 87 94 78 87 94 78
Avg Bars in Losers 48 62 37 48 62 37
Bars Traded 4485 2585 1900 4485 2585 1900
Profit Streak 52.6671 81.1671 0 52.6671 81.1671 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -277546 -144440 -270507 -163727 751575 -579097

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": 1550577600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757304038046,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 216,
            "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": [
        [
            904776.6853713655,
            743432.2987601614,
            161344.3866112045,
            15579076.965645967,
            43608511.17729973,
            -28029434.21165377
        ],
        [
            904.776685,
            743.432299,
            161.344387,
            15579.076966,
            43608.511177,
            -28029.434212
        ],
        [
            0.361838,
            0.297313,
            0.064525,
            0.202361,
            0.243452,
            0
        ],
        [
            795.930269,
            795.930269,
            795.930269,
            795.930269,
            795.930269,
            795.930269
        ],
        [
            -104302,
            -45299,
            -109558,
            -32069510,
            -2850792,
            -32119274
        ],
        [
            3.677002,
            9.017889,
            1.657851,
            1.358443,
            11.805627,
            0.289089
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            19,
            8,
            11,
            19,
            8,
            11
        ],
        [
            68.333333,
            73.333333,
            63.333333,
            68.333333,
            73.333333,
            63.333333
        ],
        [
            1.703976,
            3.279232,
            0.959809,
            0.629522,
            4.292955,
            0.167367
        ],
        [
            177677,
            177677,
            60201,
            30522706,
            30522706,
            2397868
        ],
        [
            -79354,
            -28239,
            -79354,
            -11034441,
            -1538659,
            -11034441
        ],
        [
            74,
            86,
            63,
            74,
            86,
            63
        ],
        [
            87,
            94,
            78,
            87,
            94,
            78
        ],
        [
            48,
            62,
            37,
            48,
            62,
            37
        ],
        [
            4485,
            2585,
            1900,
            4485,
            2585,
            1900
        ],
        [
            52.667107,
            81.167107,
            0,
            52.667107,
            81.167107,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -277546,
            -144440,
            -270507,
            -163727,
            751575,
            -579097
        ]
    ]
}
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": 1550577600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757304038046,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 216,
            "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)