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Trade: XRP/USDT/360/SMA/VWMA/8164

Strategy
XRP/USDT/360/SMA/VWMA/8164
Pair
XRP_USDT
Interval
6h
Score
710540
Daily Profit
0.271194
Profit Factor
12.500066
Profitability
65.625000
Streak
136.424875
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-23 13:11
Expiration Time
2025-12-07 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1123259.4257 899845.9101 223413.5156 103808147.8481 87089540.0864 16718607.7618
Total P&L (%) 1123.2594 899.8459 223.4135 103808.1478 87089.5401 16718.6078
Avg Daily Profit (%) 0.4493 0.3599 0.0894 0.2782 0.2712 0.2052
Buy And Hold Return (%) 774.1892 774.1892 774.1892 774.1892 774.1892 774.1892
Max Trade Drawdown -57689 -67650 -33780 -8415409 -4629796 -5130551
Profit Factor 4.9651 6.9932 2.678 6.7679 12.5001 2.6038
Total Trades 65 32 33 65 32 33
Winning Trades 43 21 22 43 21 22
Losing Trades 22 11 11 22 11 11
Profitability (%) 66.1538 65.625 66.6667 66.1538 65.625 66.6667
Ratio Avg Win / Avg Loss 2.5403 3.6631 1.339 3.4627 6.5477 1.3019
Largest Winning Trade 284898 284898 55355 48709535 48709535 9924515
Largest Losing Trade -40321 -40321 -25594 -4629796 -4629796 -3785612
Avg Bars in Trades 145 176 114 145 176 114
Avg Bars in Winners 144 156 133 144 156 133
Avg Bars in Losers 145 213 77 145 213 77
Bars Traded 9436 5648 3788 9436 5648 3788
Profit Streak 136.4249 136.4249 211.9249 136.4249 136.4249 211.9249
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140119 -94786 -232322 -115320 710540 541713

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547532000000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758622309162,
    "expiration_time": 1765087200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "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": [
        [
            1123259.425692728,
            899845.9100940665,
            223413.5155986621,
            103808147.8481122,
            87089540.08635303,
            16718607.761759154
        ],
        [
            1123.259426,
            899.84591,
            223.413516,
            103808.147848,
            87089.540086,
            16718.607762
        ],
        [
            0.449304,
            0.359938,
            0.089365,
            0.27823,
            0.271194,
            0.205213
        ],
        [
            774.189206,
            774.189206,
            774.189206,
            774.189206,
            774.189206,
            774.189206
        ],
        [
            -57689,
            -67650,
            -33780,
            -8415409,
            -4629796,
            -5130551
        ],
        [
            4.965074,
            6.993181,
            2.677991,
            6.767916,
            12.500066,
            2.603772
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            66.153846,
            65.625,
            66.666667,
            66.153846,
            65.625,
            66.666667
        ],
        [
            2.54027,
            3.663095,
            1.338996,
            3.462655,
            6.547654,
            1.301886
        ],
        [
            284898,
            284898,
            55355,
            48709535,
            48709535,
            9924515
        ],
        [
            -40321,
            -40321,
            -25594,
            -4629796,
            -4629796,
            -3785612
        ],
        [
            145,
            176,
            114,
            145,
            176,
            114
        ],
        [
            144,
            156,
            133,
            144,
            156,
            133
        ],
        [
            145,
            213,
            77,
            145,
            213,
            77
        ],
        [
            9436,
            5648,
            3788,
            9436,
            5648,
            3788
        ],
        [
            136.424874,
            136.424874,
            211.924874,
            136.424875,
            136.424875,
            211.924875
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140119,
            -94786,
            -232322,
            -115320,
            710540,
            541713
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547532000000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758622309162,
    "expiration_time": 1765087200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "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)