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Trade: XRP/USDT/15/VWMA/MIDPRICE/9980

Strategy
XRP/USDT/15/VWMA/MIDPRICE/9980
Pair
XRP_USDT
Interval
15m
Score
360307
Daily Profit
0.431768
Profit Factor
1.296458
Profitability
45.434783
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 06:47
Expiration Time
2025-12-18 05:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112441.0489 66472.6249 45968.424 140489.7453 115732.9741 24756.7712
Total P&L (%) 112.441 66.4726 45.9684 140.4897 115.733 24.7568
Avg Daily Profit (%) 0.4318 0.2553 0.1765 0.3375 0.2957 0.085
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49102 -34059 -27576 -160975 -111972 -86504
Profit Factor 1.2965 1.3578 1.2375 1.1601 1.2718 1.0548
Total Trades 460 230 230 460 230 230
Winning Trades 209 105 104 209 105 104
Losing Trades 251 125 126 251 125 126
Profitability (%) 45.4348 45.6522 45.2174 45.4348 45.6522 45.2174
Ratio Avg Win / Avg Loss 1.557 1.6165 1.4993 1.3933 1.5141 1.278
Largest Winning Trade 28303 28303 19595 44430 44430 32594
Largest Losing Trade -16232 -8795 -16232 -30649 -27358 -30649
Avg Bars in Trades 53 47 58 53 47 58
Avg Bars in Winners 70 60 80 70 60 80
Avg Bars in Losers 38 36 41 38 36 41
Bars Traded 24476 10933 13543 24476 10933 13543
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 360307 250860 101645 -36362 252837 -246056
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737049500000,
    "first_datapoint_time": 1737262800000,
    "last_datapoint_time": 1759548600000,
    "evaluation_time": 1759549634539,
    "expiration_time": 1766028600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "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": [
        [
            112441.0488505644,
            66472.6248738271,
            45968.4239767373,
            140489.7452966477,
            115732.9741200522,
            24756.7711765952
        ],
        [
            112.441049,
            66.472625,
            45.968424,
            140.489745,
            115.732974,
            24.756771
        ],
        [
            0.431768,
            0.255252,
            0.176516,
            0.337527,
            0.295679,
            0.084974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49102,
            -34059,
            -27576,
            -160975,
            -111972,
            -86504
        ],
        [
            1.296458,
            1.357841,
            1.237537,
            1.160123,
            1.271804,
            1.054821
        ],
        [
            460,
            230,
            230,
            460,
            230,
            230
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            251,
            125,
            126,
            251,
            125,
            126
        ],
        [
            45.434783,
            45.652174,
            45.217391,
            45.434783,
            45.652174,
            45.217391
        ],
        [
            1.55699,
            1.616477,
            1.499324,
            1.393258,
            1.514052,
            1.277957
        ],
        [
            28303,
            28303,
            19595,
            44430,
            44430,
            32594
        ],
        [
            -16232,
            -8795,
            -16232,
            -30649,
            -27358,
            -30649
        ],
        [
            53,
            47,
            58,
            53,
            47,
            58
        ],
        [
            70,
            60,
            80,
            70,
            60,
            80
        ],
        [
            38,
            36,
            41,
            38,
            36,
            41
        ],
        [
            24476,
            10933,
            13543,
            24476,
            10933,
            13543
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360307,
            250860,
            101645,
            -36362,
            252837,
            -246056
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737049500000,
    "first_datapoint_time": 1737262800000,
    "last_datapoint_time": 1759548600000,
    "evaluation_time": 1759549634539,
    "expiration_time": 1766028600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "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)