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Trade: XRP/USDT/5/VWAP/BBU/2546

Strategy
XRP/USDT/5/VWAP/BBU/2546
Pair
XRP_USDT
Interval
5m
Score
324921
Daily Profit
0.724137
Profit Factor
1.712749
Profitability
44.785276
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-28 18:48
Expiration Time
2025-12-12 17:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62862.3318 45968.1553 16894.1764 76440.6173 49173.4552 27267.1621
Total P&L (%) 62.8623 45.9682 16.8942 76.4406 49.1735 27.2672
Avg Daily Profit (%) 0.7241 0.5295 0.1946 0.6562 0.4618 0.2781
Buy And Hold Return (%) 24.3004 24.3004 24.3004 24.3004 24.3004 24.3004
Max Trade Drawdown -11801 -10733 -4941 -21824 -20474 -8947
Profit Factor 1.7127 1.7519 1.6242 1.5084 1.4685 1.6007
Total Trades 163 81 82 163 81 82
Winning Trades 73 33 40 73 33 40
Losing Trades 90 48 42 90 48 42
Profitability (%) 44.7853 40.7407 48.7805 44.7853 40.7407 48.7805
Ratio Avg Win / Avg Loss 2.1116 2.5483 1.7055 1.8597 2.1361 1.6807
Largest Winning Trade 20025 20025 4449 19974 19974 7706
Largest Losing Trade -4731 -4731 -1799 -7372 -7372 -2759
Avg Bars in Trades 152 256 49 152 256 49
Avg Bars in Winners 240 458 61 240 458 61
Avg Bars in Losers 80 116 39 80 116 39
Bars Traded 24824 20743 4081 24824 20743 4081
Profit Streak 0 2.8425 0 0 2.8425 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324921 -12376 -161451 283931 -13450 -123077
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751574600000,
    "first_datapoint_time": 1751588100000,
    "last_datapoint_time": 1759074300000,
    "evaluation_time": 1759074495991,
    "expiration_time": 1765554300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 5
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 1.53124
        }
    }
}
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": [
        [
            62862.3317769629,
            45968.1553312454,
            16894.1764457174,
            76440.6173231983,
            49173.4552362628,
            27267.1620869356
        ],
        [
            62.862332,
            45.968155,
            16.894176,
            76.440617,
            49.173455,
            27.267162
        ],
        [
            0.724137,
            0.529526,
            0.194611,
            0.656232,
            0.46177,
            0.27814
        ],
        [
            24.30039,
            24.30039,
            24.30039,
            24.30039,
            24.30039,
            24.30039
        ],
        [
            -11801,
            -10733,
            -4941,
            -21824,
            -20474,
            -8947
        ],
        [
            1.712749,
            1.751928,
            1.624246,
            1.508437,
            1.468542,
            1.600672
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            90,
            48,
            42,
            90,
            48,
            42
        ],
        [
            44.785276,
            40.740741,
            48.780488,
            44.785276,
            40.740741,
            48.780488
        ],
        [
            2.111608,
            2.548259,
            1.705459,
            1.859716,
            2.13606,
            1.680706
        ],
        [
            20025,
            20025,
            4449,
            19974,
            19974,
            7706
        ],
        [
            -4731,
            -4731,
            -1799,
            -7372,
            -7372,
            -2759
        ],
        [
            152,
            256,
            49,
            152,
            256,
            49
        ],
        [
            240,
            458,
            61,
            240,
            458,
            61
        ],
        [
            80,
            116,
            39,
            80,
            116,
            39
        ],
        [
            24824,
            20743,
            4081,
            24824,
            20743,
            4081
        ],
        [
            0,
            2.842546,
            0,
            0,
            2.842546,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324921,
            -12376,
            -161451,
            283931,
            -13450,
            -123077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751574600000,
    "first_datapoint_time": 1751588100000,
    "last_datapoint_time": 1759074300000,
    "evaluation_time": 1759074495991,
    "expiration_time": 1765554300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 5
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 186,
            "offset": 0,
            "std": 1.53124
        }
    }
}

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)