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Trade: XRP/USDT/30/VWMA/KCU/5644

Strategy
XRP/USDT/30/VWMA/KCU/5644
Pair
XRP_USDT
Interval
30m
Score
564795
Daily Profit
0.662973
Profit Factor
1.909413
Profitability
48.677249
Streak
4.409569
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-24 12:19
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432856.6165 347569.4812 85287.1353 3023579.2666 2172025.8165 851553.4501
Total P&L (%) 432.8566 347.5695 85.2871 3023.5793 2172.0258 851.5535
Avg Daily Profit (%) 0.8311 0.6673 0.1638 0.663 0.6015 0.4335
Buy And Hold Return (%) 408.9445 408.9445 408.9445 408.9445 408.9445 408.9445
Max Trade Drawdown -29078 -23538 -13251 -1078031 -882635 -255131
Profit Factor 2.8859 3.3756 2.0248 1.9094 1.9467 1.8264
Total Trades 189 94 95 189 94 95
Winning Trades 92 46 46 92 46 46
Losing Trades 97 48 49 97 48 49
Profitability (%) 48.6772 48.9362 48.4211 48.6772 48.9362 48.4211
Ratio Avg Win / Avg Loss 3.0427 3.5224 2.1569 2.0132 2.0313 1.9455
Largest Winning Trade 120962 120962 14434 880796 880796 259196
Largest Losing Trade -10893 -10893 -7780 -397080 -397080 -172795
Avg Bars in Trades 130 216 46 130 216 46
Avg Bars in Winners 156 256 55 156 256 55
Avg Bars in Losers 106 177 37 106 177 37
Bars Traded 24717 20325 4392 24717 20325 4392
Profit Streak 4.4096 0 7.8471 4.4096 0 7.8471
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129231 -148993 -155425 564795 459176 228640

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713567600000,
    "first_datapoint_time": 1713821400000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758705586795,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 103,
            "offset": 240,
            "scalar": 1
        }
    }
}
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": [
        [
            432856.6165195524,
            347569.481173389,
            85287.1353461635,
            3023579.266570192,
            2172025.816466975,
            851553.4501032187
        ],
        [
            432.856617,
            347.569481,
            85.287135,
            3023.579267,
            2172.025816,
            851.55345
        ],
        [
            0.83109,
            0.667338,
            0.163752,
            0.662973,
            0.601471,
            0.433501
        ],
        [
            408.944544,
            408.944544,
            408.944544,
            408.944544,
            408.944544,
            408.944544
        ],
        [
            -29078,
            -23538,
            -13251,
            -1078031,
            -882635,
            -255131
        ],
        [
            2.885856,
            3.375619,
            2.024827,
            1.909413,
            1.946695,
            1.826403
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            48.677249,
            48.93617,
            48.421053,
            48.677249,
            48.93617,
            48.421053
        ],
        [
            3.042696,
            3.522385,
            2.156881,
            2.013185,
            2.031334,
            1.945516
        ],
        [
            120962,
            120962,
            14434,
            880796,
            880796,
            259196
        ],
        [
            -10893,
            -10893,
            -7780,
            -397080,
            -397080,
            -172795
        ],
        [
            130,
            216,
            46,
            130,
            216,
            46
        ],
        [
            156,
            256,
            55,
            156,
            256,
            55
        ],
        [
            106,
            177,
            37,
            106,
            177,
            37
        ],
        [
            24717,
            20325,
            4392,
            24717,
            20325,
            4392
        ],
        [
            4.409569,
            0,
            7.847069,
            4.409569,
            0,
            7.847069
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129231,
            -148993,
            -155425,
            564795,
            459176,
            228640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713567600000,
    "first_datapoint_time": 1713821400000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758705586795,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 103,
            "offset": 240,
            "scalar": 1
        }
    }
}

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)