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Trade: XRP/USDT/480/VWMA/DCM/1038

Strategy
XRP/USDT/480/VWMA/DCM/1038
Pair
XRP_USDT
Interval
8h
Score
789677
Daily Profit
0.314674
Profit Factor
16.238103
Profitability
73.529412
Streak
443.164229
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-21 06:56
Expiration Time
2025-12-05 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1217376.0162 934313.6111 283062.405 289804245.9517 257897154.8748 31907091.0769
Total P&L (%) 1217.376 934.3136 283.0624 289804.246 257897.1549 31907.0911
Avg Daily Profit (%) 0.4869 0.3737 0.1132 0.3194 0.3147 0.231
Buy And Hold Return (%) 870.043 870.043 870.043 870.043 870.043 870.043
Max Trade Drawdown -63329 -54434 -74212 -15864069 -12405171 -6263509
Profit Factor 6.1607 9.4031 3.2698 9.8969 16.2381 3.0389
Total Trades 68 34 34 68 34 34
Winning Trades 49 25 24 49 25 24
Losing Trades 19 9 10 19 9 10
Profitability (%) 72.0588 73.5294 70.5882 72.0588 73.5294 70.5882
Ratio Avg Win / Avg Loss 2.3889 3.3851 1.3624 3.8376 5.8457 1.2662
Largest Winning Trade 342733 342733 47351 120057560 120057560 13695285
Largest Losing Trade -60979 -45381 -60979 -6263509 -4570045 -6263509
Avg Bars in Trades 101 117 84 101 117 84
Avg Bars in Winners 111 106 117 111 106 117
Avg Bars in Losers 74 150 6 74 150 6
Bars Traded 6891 4010 2881 6891 4010 2881
Profit Streak 441.1642 443.1642 441.1642 441.1642 443.1642 441.1642
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131789 -120356 -198507 -91643 789677 611511

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548950400000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758426989411,
    "expiration_time": 1764893664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 228,
            "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": [
        [
            1217376.0161567,
            934313.611116959,
            283062.4050397408,
            289804245.9516815,
            257897154.8747832,
            31907091.076898262
        ],
        [
            1217.376016,
            934.313611,
            283.062405,
            289804.245952,
            257897.154875,
            31907.091077
        ],
        [
            0.486886,
            0.373676,
            0.11321,
            0.319352,
            0.314674,
            0.230978
        ],
        [
            870.043027,
            870.043027,
            870.043027,
            870.043027,
            870.043027,
            870.043027
        ],
        [
            -63329,
            -54434,
            -74212,
            -15864069,
            -12405171,
            -6263509
        ],
        [
            6.160732,
            9.403116,
            3.269846,
            9.896857,
            16.238103,
            3.038885
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            72.058824,
            73.529412,
            70.588235,
            72.058824,
            73.529412,
            70.588235
        ],
        [
            2.388855,
            3.385122,
            1.362436,
            3.837557,
            5.845717,
            1.266202
        ],
        [
            342733,
            342733,
            47351,
            120057560,
            120057560,
            13695285
        ],
        [
            -60979,
            -45381,
            -60979,
            -6263509,
            -4570045,
            -6263509
        ],
        [
            101,
            117,
            84,
            101,
            117,
            84
        ],
        [
            111,
            106,
            117,
            111,
            106,
            117
        ],
        [
            74,
            150,
            6,
            74,
            150,
            6
        ],
        [
            6891,
            4010,
            2881,
            6891,
            4010,
            2881
        ],
        [
            441.164229,
            443.164229,
            441.164229,
            441.164229,
            443.164229,
            441.164229
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131789,
            -120356,
            -198507,
            -91643,
            789677,
            611511
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548950400000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758426989411,
    "expiration_time": 1764893664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 228,
            "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)