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Trade: XRP/USDT/360/VWMA/DCM/1447

Strategy
XRP/USDT/360/VWMA/DCM/1447
Pair
XRP_USDT
Interval
6h
Score
572836
Daily Profit
0.252531
Profit Factor
3.390229
Profitability
56.818182
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-23 07:24
Expiration Time
2025-12-07 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1081952.1042 888385.9158 193566.1884 53875604.455 54647869.4866 -772265.0315
Total P&L (%) 1081.9521 888.3859 193.5662 53875.6045 54647.8695 -772.265
Avg Daily Profit (%) 0.4328 0.3554 0.0774 0.252 0.2525 0
Buy And Hold Return (%) 783.4481 783.4481 783.4481 783.4481 783.4481 783.4481
Max Trade Drawdown -76092 -75333 -47936 -13261271 -8932606 -16294453
Profit Factor 3.7865 5.2305 2.0856 2.2054 3.3902 0.9646
Total Trades 89 44 45 89 44 45
Winning Trades 49 25 24 49 25 24
Losing Trades 40 19 21 40 19 21
Profitability (%) 55.0562 56.8182 53.3333 55.0562 56.8182 53.3333
Ratio Avg Win / Avg Loss 3.091 3.9752 1.8249 1.8003 2.5766 0.844
Largest Winning Trade 359476 359476 55642 43348943 43348943 7948132
Largest Losing Trade -49582 -49582 -22750 -10255246 -8932606 -10255246
Avg Bars in Trades 106 122 91 106 122 91
Avg Bars in Winners 132 124 140 132 124 140
Avg Bars in Losers 75 120 34 75 120 34
Bars Traded 9482 5384 4098 9482 5384 4098
Profit Streak 66.4336 0 67.4336 66.4336 0 67.4336
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28856 -105834 -250327 508686 572836 -579721

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542585600000,
    "first_datapoint_time": 1547704800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758601460432,
    "expiration_time": 1765065600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 238,
            "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": [
        [
            1081952.104218359,
            888385.9158489472,
            193566.1883694118,
            53875604.455037296,
            54647869.48656848,
            -772265.0315311681
        ],
        [
            1081.952104,
            888.385916,
            193.566188,
            53875.604455,
            54647.869487,
            -772.265032
        ],
        [
            0.432781,
            0.355354,
            0.077426,
            0.251962,
            0.252531,
            0
        ],
        [
            783.448084,
            783.448084,
            783.448084,
            783.448084,
            783.448084,
            783.448084
        ],
        [
            -76092,
            -75333,
            -47936,
            -13261271,
            -8932606,
            -16294453
        ],
        [
            3.786461,
            5.23054,
            2.085649,
            2.20541,
            3.390229,
            0.964627
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            55.05618,
            56.818182,
            53.333333,
            55.05618,
            56.818182,
            53.333333
        ],
        [
            3.090989,
            3.97521,
            1.824943,
            1.800335,
            2.576574,
            0.844048
        ],
        [
            359476,
            359476,
            55642,
            43348943,
            43348943,
            7948132
        ],
        [
            -49582,
            -49582,
            -22750,
            -10255246,
            -8932606,
            -10255246
        ],
        [
            106,
            122,
            91,
            106,
            122,
            91
        ],
        [
            132,
            124,
            140,
            132,
            124,
            140
        ],
        [
            75,
            120,
            34,
            75,
            120,
            34
        ],
        [
            9482,
            5384,
            4098,
            9482,
            5384,
            4098
        ],
        [
            66.43357,
            0,
            67.43357,
            66.43357,
            0,
            67.43357
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28856,
            -105834,
            -250327,
            508686,
            572836,
            -579721
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542585600000,
    "first_datapoint_time": 1547704800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758601460432,
    "expiration_time": 1765065600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 238,
            "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)