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Trade: XRP/USDT/720/BBM/VWMA/8813

Strategy
XRP/USDT/720/BBM/VWMA/8813
Pair
XRP_USDT
Interval
12h
Score
758384
Daily Profit
0.232384
Profit Factor
10.145206
Profitability
72.413793
Streak
466.871111
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 23:54
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029439.3465 829720.1003 199719.2462 37958687.2155 33140490.0589 4818197.1566
Total P&L (%) 1029.4393 829.7201 199.7192 37958.6872 33140.4901 4818.1972
Avg Daily Profit (%) 0.4115 0.3317 0.0798 0.2378 0.2324 0.1558
Buy And Hold Return (%) 800.7775 800.7775 800.7775 800.7775 800.7775 800.7775
Max Trade Drawdown -86188 -69280 -70046 -6889667 -3045607 -6444826
Profit Factor 4.6416 8.971 2.1183 4.0215 10.1452 1.539
Total Trades 59 29 30 59 29 30
Winning Trades 44 21 23 44 21 23
Losing Trades 15 8 7 15 8 7
Profitability (%) 74.5763 72.4138 76.6667 74.5763 72.4138 76.6667
Ratio Avg Win / Avg Loss 1.5824 3.4175 0.6447 1.371 3.8648 0.4684
Largest Winning Trade 315135 315135 50750 13912035 13912035 3383816
Largest Losing Trade -70046 -39695 -70046 -6444826 -1628558 -6444826
Avg Bars in Trades 79 97 63 79 97 63
Avg Bars in Winners 77 86 69 77 86 69
Avg Bars in Losers 87 125 42 87 125 42
Bars Traded 4716 2821 1895 4716 2821 1895
Profit Streak 465.3711 466.8711 465.3711 465.3711 466.8711 465.3711
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -234413 -132618 -246097 -160524 758384 419945

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758660863996,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 72,
            "offset": 0,
            "std": 3.87766
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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": [
        [
            1029439.3464530827,
            829720.100284714,
            199719.2461683694,
            37958687.215487875,
            33140490.058879994,
            4818197.156607885
        ],
        [
            1029.439346,
            829.7201,
            199.719246,
            37958.687215,
            33140.490059,
            4818.197157
        ],
        [
            0.411529,
            0.331689,
            0.07984,
            0.237808,
            0.232384,
            0.155849
        ],
        [
            800.777478,
            800.777478,
            800.777478,
            800.777478,
            800.777478,
            800.777478
        ],
        [
            -86188,
            -69280,
            -70046,
            -6889667,
            -3045607,
            -6444826
        ],
        [
            4.641582,
            8.970994,
            2.118263,
            4.021505,
            10.145206,
            1.539007
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            15,
            8,
            7,
            15,
            8,
            7
        ],
        [
            74.576271,
            72.413793,
            76.666667,
            74.576271,
            72.413793,
            76.666667
        ],
        [
            1.582357,
            3.417521,
            0.644689,
            1.370967,
            3.864841,
            0.468393
        ],
        [
            315135,
            315135,
            50750,
            13912035,
            13912035,
            3383816
        ],
        [
            -70046,
            -39695,
            -70046,
            -6444826,
            -1628558,
            -6444826
        ],
        [
            79,
            97,
            63,
            79,
            97,
            63
        ],
        [
            77,
            86,
            69,
            77,
            86,
            69
        ],
        [
            87,
            125,
            42,
            87,
            125,
            42
        ],
        [
            4716,
            2821,
            1895,
            4716,
            2821,
            1895
        ],
        [
            465.371111,
            466.871111,
            465.371111,
            465.371111,
            466.871111,
            465.371111
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -234413,
            -132618,
            -246097,
            -160524,
            758384,
            419945
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758660863996,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 72,
            "offset": 0,
            "std": 3.87766
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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)