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Trade: XRP/USDT/720/SWMA/VWMA/5936

Strategy
XRP/USDT/720/SWMA/VWMA/5936
Pair
XRP_USDT
Interval
12h
Score
437162
Daily Profit
0.150091
Profit Factor
3.790910
Profitability
45.714286
Streak
120.915529
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 00:58
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 51620.2175 261494.1756 -209873.9581 3494353.0324 -664986.0251 4159339.0575
Total P&L (%) 51.6202 261.4942 -209.874 3494.353 -664.986 4159.3391
Avg Daily Profit (%) 0.0206 0.1045 -0.0839 0.1433 0 0.1501
Buy And Hold Return (%) 815.1007 815.1007 815.1007 815.1007 815.1007 815.1007
Max Trade Drawdown -242577 -72751 -281471 -2395007 -1224252 -1358172
Profit Factor 1.0903 3.4381 0.5483 2.1041 0.6029 3.7909
Total Trades 70 35 35 70 35 35
Winning Trades 55 28 27 29 13 16
Losing Trades 15 7 8 41 22 19
Profitability (%) 78.5714 80 77.1429 41.4286 37.1429 45.7143
Ratio Avg Win / Avg Loss 0.2973 0.8595 0.1624 2.9748 1.0202 4.5017
Largest Winning Trade 70418 70418 36765 5139441 451558 5139441
Largest Losing Trade -242577 -50377 -242577 -427515 -382161 -427515
Avg Bars in Trades 65 73 57 65 73 57
Avg Bars in Winners 45 53 37 64 80 52
Avg Bars in Losers 137 154 121 65 69 61
Bars Traded 4565 2569 1996 4565 2569 1996
Profit Streak 103.4155 103.4155 120.9155 103.4155 103.4155 120.9155
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -547805 -210966 -576704 -100448 -583560 437162

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": 1552564800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758664701694,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "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": [
        [
            51620.217482976,
            261494.1755711501,
            -209873.9580881741,
            3494353.0324321687,
            -664986.025061412,
            4159339.0574935814
        ],
        [
            51.620217,
            261.494176,
            -209.873958,
            3494.353032,
            -664.986025,
            4159.339057
        ],
        [
            0.020636,
            0.104535,
            -0.083899,
            0.143295,
            0,
            0.150091
        ],
        [
            815.100703,
            815.100703,
            815.100703,
            815.100703,
            815.100703,
            815.100703
        ],
        [
            -242577,
            -72751,
            -281471,
            -2395007,
            -1224252,
            -1358172
        ],
        [
            1.090269,
            3.438066,
            0.548266,
            2.10413,
            0.602871,
            3.79091
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            55,
            28,
            27,
            29,
            13,
            16
        ],
        [
            15,
            7,
            8,
            41,
            22,
            19
        ],
        [
            78.571429,
            80,
            77.142857,
            41.428571,
            37.142857,
            45.714286
        ],
        [
            0.297346,
            0.859517,
            0.162449,
            2.974805,
            1.020243,
            4.501705
        ],
        [
            70418,
            70418,
            36765,
            5139441,
            451558,
            5139441
        ],
        [
            -242577,
            -50377,
            -242577,
            -427515,
            -382161,
            -427515
        ],
        [
            65,
            73,
            57,
            65,
            73,
            57
        ],
        [
            45,
            53,
            37,
            64,
            80,
            52
        ],
        [
            137,
            154,
            121,
            65,
            69,
            61
        ],
        [
            4565,
            2569,
            1996,
            4565,
            2569,
            1996
        ],
        [
            103.415529,
            103.415529,
            120.915529,
            103.415529,
            103.415529,
            120.915529
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -547805,
            -210966,
            -576704,
            -100448,
            -583560,
            437162
        ]
    ]
}
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": 1552564800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758664701694,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "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)