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Trade: XRP/USDT/360/VWMA/MIDPOINT/1550

Strategy
XRP/USDT/360/VWMA/MIDPOINT/1550
Pair
XRP_USDT
Interval
6h
Score
625024
Daily Profit
0.271906
Profit Factor
4.216653
Profitability
56.521739
Streak
137.423111
Best Strategy
Training Data Length
2500.750000
Evaluation Time
2025-09-24 07:09
Expiration Time
2025-12-08 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1104695.4356 878352.635 226342.8007 97405223.6418 88832234.4785 8572989.1632
Total P&L (%) 1104.6954 878.3526 226.3428 97405.2236 88832.2345 8572.9892
Avg Daily Profit (%) 0.4417 0.3512 0.0905 0.2756 0.2719 0.1786
Buy And Hold Return (%) 673.7666 673.7666 673.7666 673.7666 673.7666 673.7666
Max Trade Drawdown -100763 -89014 -67164 -23063291 -10404536 -32206087
Profit Factor 3.6323 4.7392 2.2251 2.4702 4.2167 1.2219
Total Trades 93 46 47 93 46 47
Winning Trades 54 26 28 54 26 28
Losing Trades 39 20 19 39 20 19
Profitability (%) 58.0645 56.5217 59.5745 58.0645 56.5217 59.5745
Ratio Avg Win / Avg Loss 2.6234 3.6455 1.5099 1.784 3.2436 0.8291
Largest Winning Trade 296302 296302 51266 52115786 52115786 15360862
Largest Losing Trade -42092 -42092 -41023 -23063291 -7581478 -23063291
Avg Bars in Trades 104 120 88 104 120 88
Avg Bars in Winners 108 101 115 108 101 115
Avg Bars in Losers 97 145 48 97 145 48
Bars Traded 9686 5530 4156 9686 5530 4156
Profit Streak 137.4231 137.4231 247.1731 137.4231 137.4231 247.1731
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368957 -52887 -230994 577294 625024 304927

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547013600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758686956782,
    "expiration_time": 1765153944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 205,
            "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": [
        [
            1104695.4356435207,
            878352.6349874175,
            226342.8006561026,
            97405223.64175144,
            88832234.47854269,
            8572989.16320873
        ],
        [
            1104.695436,
            878.352635,
            226.342801,
            97405.223642,
            88832.234479,
            8572.989163
        ],
        [
            0.441746,
            0.351236,
            0.09051,
            0.275596,
            0.271906,
            0.178618
        ],
        [
            673.766613,
            673.766613,
            673.766613,
            673.766613,
            673.766613,
            673.766613
        ],
        [
            -100763,
            -89014,
            -67164,
            -23063291,
            -10404536,
            -32206087
        ],
        [
            3.632341,
            4.739191,
            2.225075,
            2.470166,
            4.216653,
            1.221878
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            58.064516,
            56.521739,
            59.574468,
            58.064516,
            56.521739,
            59.574468
        ],
        [
            2.623357,
            3.645532,
            1.509872,
            1.784009,
            3.243579,
            0.829132
        ],
        [
            296302,
            296302,
            51266,
            52115786,
            52115786,
            15360862
        ],
        [
            -42092,
            -42092,
            -41023,
            -23063291,
            -7581478,
            -23063291
        ],
        [
            104,
            120,
            88,
            104,
            120,
            88
        ],
        [
            108,
            101,
            115,
            108,
            101,
            115
        ],
        [
            97,
            145,
            48,
            97,
            145,
            48
        ],
        [
            9686,
            5530,
            4156,
            9686,
            5530,
            4156
        ],
        [
            137.423111,
            137.423111,
            247.173111,
            137.423111,
            137.423111,
            247.173111
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368957,
            -52887,
            -230994,
            577294,
            625024,
            304927
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547013600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758686956782,
    "expiration_time": 1765153944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 205,
            "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)