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Trade: XRP/USDT/480/SMA/VWMA/9693

Strategy
XRP/USDT/480/SMA/VWMA/9693
Pair
XRP_USDT
Interval
8h
Score
677562
Daily Profit
0.164338
Profit Factor
7.176717
Profitability
65.625000
Streak
127.233272
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-26 00:35
Expiration Time
2025-12-09 19:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 879240.3197 753706.616 125533.7037 6365093.6959 5981422.3712 383671.3247
Total P&L (%) 879.2403 753.7066 125.5337 6365.0937 5981.4224 383.6713
Avg Daily Profit (%) 0.3515 0.3013 0.0502 0.1668 0.1643 0.063
Buy And Hold Return (%) 781.7263 781.7263 781.7263 781.7263 781.7263 781.7263
Max Trade Drawdown -87609 -43572 -80915 -1458896 -376882 -1329378
Profit Factor 3.7487 7.5158 1.6148 3.0273 7.1767 1.1767
Total Trades 65 32 33 65 32 33
Winning Trades 45 21 24 45 21 24
Losing Trades 20 11 9 20 11 9
Profitability (%) 69.2308 65.625 72.7273 69.2308 65.625 72.7273
Ratio Avg Win / Avg Loss 1.6661 3.9368 0.6055 1.3455 3.7592 0.4413
Largest Winning Trade 394015 394015 37556 3020457 3020457 716292
Largest Losing Trade -75579 -26008 -75579 -1295531 -304081 -1295531
Avg Bars in Trades 108 139 78 108 139 78
Avg Bars in Winners 111 144 82 111 144 82
Avg Bars in Losers 101 129 68 101 129 68
Bars Traded 7057 4465 2592 7057 4465 2592
Profit Streak 127.2333 127.2333 203.2333 127.2333 127.2333 203.2333
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -242915 -145786 -287500 -119730 677562 -298473
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542700800000,
    "first_datapoint_time": 1548518400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758836154666,
    "expiration_time": 1765300320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "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": [
        [
            879240.3197180041,
            753706.6160133047,
            125533.7037046998,
            6365093.695914217,
            5981422.371235272,
            383671.3246789452
        ],
        [
            879.24032,
            753.706616,
            125.533704,
            6365.093696,
            5981.422371,
            383.671325
        ],
        [
            0.351461,
            0.301281,
            0.05018,
            0.166788,
            0.164338,
            0.063027
        ],
        [
            781.726278,
            781.726278,
            781.726278,
            781.726278,
            781.726278,
            781.726278
        ],
        [
            -87609,
            -43572,
            -80915,
            -1458896,
            -376882,
            -1329378
        ],
        [
            3.748741,
            7.515772,
            1.614771,
            3.027301,
            7.176717,
            1.176701
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            69.230769,
            65.625,
            72.727273,
            69.230769,
            65.625,
            72.727273
        ],
        [
            1.666107,
            3.936833,
            0.605539,
            1.345467,
            3.759233,
            0.441263
        ],
        [
            394015,
            394015,
            37556,
            3020457,
            3020457,
            716292
        ],
        [
            -75579,
            -26008,
            -75579,
            -1295531,
            -304081,
            -1295531
        ],
        [
            108,
            139,
            78,
            108,
            139,
            78
        ],
        [
            111,
            144,
            82,
            111,
            144,
            82
        ],
        [
            101,
            129,
            68,
            101,
            129,
            68
        ],
        [
            7057,
            4465,
            2592,
            7057,
            4465,
            2592
        ],
        [
            127.233271,
            127.233272,
            203.233272,
            127.233272,
            127.233272,
            203.233272
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -242915,
            -145786,
            -287500,
            -119730,
            677562,
            -298473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542700800000,
    "first_datapoint_time": 1548518400000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758836154666,
    "expiration_time": 1765300320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "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)