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Trade: XRP/USDT/720/BBM/VWAP/3310

Strategy
XRP/USDT/720/BBM/VWAP/3310
Pair
XRP_USDT
Interval
12h
Score
602210
Daily Profit
0.210349
Profit Factor
8.234200
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-29 10:19
Expiration Time
2025-12-13 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 734013.3522 626832.7933 107180.5589 -1488024.1957 19078183.87 -20566208.0657
Total P&L (%) 734.0134 626.8328 107.1806 -1488.0242 19078.1839 -20566.2081
Avg Daily Profit (%) 0.2934 0.2506 0.0428 0 0.2103 0
Buy And Hold Return (%) 809.395 809.395 809.395 809.395 809.395 809.395
Max Trade Drawdown -104185 -51591 -104185 -26246235 -838200 -26056457
Profit Factor 3.1368 5.5757 1.519 0.9502 8.2342 0.2451
Total Trades 92 46 46 92 46 46
Winning Trades 48 23 25 51 23 28
Losing Trades 44 23 21 41 23 18
Profitability (%) 52.1739 50 54.3478 55.4348 50 60.8696
Ratio Avg Win / Avg Loss 2.8754 5.5757 1.276 0.7639 8.2342 0.1576
Largest Winning Trade 146950 146950 42532 13495391 13495391 1329203
Largest Losing Trade -104185 -17390 -104185 -25898536 -411584 -25898536
Avg Bars in Trades 50 43 56 50 43 56
Avg Bars in Winners 61 48 74 56 43 66
Avg Bars in Losers 37 38 35 42 43 40
Bars Traded 4606 2010 2596 4606 2010 2596
Profit Streak 94.8053 98.3053 0 0 0 180.8053
Trades During Streak 1 1 0 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149860 -148457 -299395 -579828 602210 -577911
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1552132800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130375720,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 194,
            "offset": 0,
            "std": 1.55083
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 211
        }
    }
}
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": [
        [
            734013.3522140009,
            626832.7932877402,
            107180.5589262609,
            -1488024.1956835142,
            19078183.870011143,
            -20566208.06569466
        ],
        [
            734.013352,
            626.832793,
            107.180559,
            -1488.024196,
            19078.18387,
            -20566.208066
        ],
        [
            0.293429,
            0.250583,
            0.042847,
            0,
            0.210349,
            0
        ],
        [
            809.395011,
            809.395011,
            809.395011,
            809.395011,
            809.395011,
            809.395011
        ],
        [
            -104185,
            -51591,
            -104185,
            -26246235,
            -838200,
            -26056457
        ],
        [
            3.136845,
            5.57571,
            1.519004,
            0.950203,
            8.2342,
            0.245121
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            48,
            23,
            25,
            51,
            23,
            28
        ],
        [
            44,
            23,
            21,
            41,
            23,
            18
        ],
        [
            52.173913,
            50,
            54.347826,
            55.434783,
            50,
            60.869565
        ],
        [
            2.875441,
            5.57571,
            1.275964,
            0.763888,
            8.2342,
            0.157578
        ],
        [
            146950,
            146950,
            42532,
            13495391,
            13495391,
            1329203
        ],
        [
            -104185,
            -17390,
            -104185,
            -25898536,
            -411584,
            -25898536
        ],
        [
            50,
            43,
            56,
            50,
            43,
            56
        ],
        [
            61,
            48,
            74,
            56,
            43,
            66
        ],
        [
            37,
            38,
            35,
            42,
            43,
            40
        ],
        [
            4606,
            2010,
            2596,
            4606,
            2010,
            2596
        ],
        [
            94.805274,
            98.305274,
            0,
            0,
            0,
            180.805275
        ],
        [
            1,
            1,
            0,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149860,
            -148457,
            -299395,
            -579828,
            602210,
            -577911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1552132800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130375720,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 194,
            "offset": 0,
            "std": 1.55083
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 211
        }
    }
}

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)