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Trade: XRP/USDT/15/VWMA/MIDPOINT/7514

Strategy
XRP/USDT/15/VWMA/MIDPOINT/7514
Pair
XRP_USDT
Interval
15m
Score
336723
Daily Profit
0.541584
Profit Factor
1.342858
Profitability
42.710472
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 22:57
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141039.3229 97023.851 44015.4719 206491.3132 160282.261 46209.0522
Total P&L (%) 141.0393 97.0239 44.0155 206.4913 160.2823 46.2091
Avg Daily Profit (%) 0.5416 0.3726 0.169 0.431 0.368 0.146
Buy And Hold Return (%) 25.358 25.358 25.358 25.358 25.358 25.358
Max Trade Drawdown -36173 -24272 -32654 -119202 -85113 -99333
Profit Factor 1.3429 1.4934 1.205 1.2115 1.3314 1.0938
Total Trades 487 243 244 487 243 244
Winning Trades 208 101 107 208 101 107
Losing Trades 279 142 137 279 142 137
Profitability (%) 42.7105 41.5638 43.8525 42.7105 41.5638 43.8525
Ratio Avg Win / Avg Loss 1.8012 2.0996 1.5428 1.6251 1.8718 1.4005
Largest Winning Trade 29183 29183 18599 50016 50016 36245
Largest Losing Trade -10556 -7387 -10556 -26880 -26880 -21409
Avg Bars in Trades 50 44 57 50 44 57
Avg Bars in Winners 69 62 76 69 62 76
Avg Bars in Losers 36 31 42 36 31 42
Bars Traded 24745 10825 13920 24745 10825 13920
Profit Streak 0 5.1235 0 0 5.1235 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 336723 210609 -3744 308320 242823 -126632
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736442000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758916670725,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 207,
            "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": [
        [
            141039.3229083862,
            97023.8510430792,
            44015.4718653069,
            206491.3132151107,
            160282.2610060736,
            46209.0522090371
        ],
        [
            141.039323,
            97.023851,
            44.015472,
            206.491313,
            160.282261,
            46.209052
        ],
        [
            0.541584,
            0.372567,
            0.169017,
            0.431008,
            0.368004,
            0.145974
        ],
        [
            25.357988,
            25.357988,
            25.357988,
            25.357988,
            25.357988,
            25.357988
        ],
        [
            -36173,
            -24272,
            -32654,
            -119202,
            -85113,
            -99333
        ],
        [
            1.342858,
            1.493379,
            1.204997,
            1.211523,
            1.331361,
            1.093825
        ],
        [
            487,
            243,
            244,
            487,
            243,
            244
        ],
        [
            208,
            101,
            107,
            208,
            101,
            107
        ],
        [
            279,
            142,
            137,
            279,
            142,
            137
        ],
        [
            42.710472,
            41.563786,
            43.852459,
            42.710472,
            41.563786,
            43.852459
        ],
        [
            1.801237,
            2.099603,
            1.542847,
            1.625072,
            1.871815,
            1.400505
        ],
        [
            29183,
            29183,
            18599,
            50016,
            50016,
            36245
        ],
        [
            -10556,
            -7387,
            -10556,
            -26880,
            -26880,
            -21409
        ],
        [
            50,
            44,
            57,
            50,
            44,
            57
        ],
        [
            69,
            62,
            76,
            69,
            62,
            76
        ],
        [
            36,
            31,
            42,
            36,
            31,
            42
        ],
        [
            24745,
            10825,
            13920,
            24745,
            10825,
            13920
        ],
        [
            0,
            5.123504,
            0,
            0,
            5.123504,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336723,
            210609,
            -3744,
            308320,
            242823,
            -126632
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736442000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758916670725,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 207,
            "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)