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Trade: XRP/USDT/720/BBL/VWMA/1821

Strategy
XRP/USDT/720/BBL/VWMA/1821
Pair
XRP_USDT
Interval
12h
Score
480297
Daily Profit
0.165026
Profit Factor
1.741095
Profitability
61.654135
Streak
64.669692
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 19:04
Expiration Time
2025-12-03 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 677687.1172 579516.4728 98170.6444 6074849.0639 5361650.162 713198.9019
Total P&L (%) 677.6871 579.5165 98.1706 6074.8491 5361.6502 713.1989
Avg Daily Profit (%) 0.271 0.2318 0.0393 0.165 0.1601 0.0839
Buy And Hold Return (%) 816.005 816.005 816.005 816.005 816.005 816.005
Max Trade Drawdown -79900 -80747 -95282 -2266853 -1464993 -2577506
Profit Factor 2.3783 3.1291 1.4472 1.7411 2.36 1.1676
Total Trades 133 66 67 133 66 67
Winning Trades 82 41 41 82 41 41
Losing Trades 51 25 26 51 25 26
Profitability (%) 61.6541 62.1212 61.194 61.6541 62.1212 61.194
Ratio Avg Win / Avg Loss 1.4792 1.908 0.9178 1.0829 1.439 0.7404
Largest Winning Trade 148253 148253 23197 1374336 1374336 495864
Largest Losing Trade -53644 -53644 -32989 -1030177 -885426 -1030177
Avg Bars in Trades 34 61 8 34 61 8
Avg Bars in Winners 24 38 9 24 38 9
Avg Bars in Losers 52 100 6 52 100 6
Bars Traded 4638 4089 549 4638 4089 549
Profit Streak 64.6697 122.6697 64.6697 64.6697 122.6697 64.6697
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150300 -272643 -420486 480297 -110359 -397741

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1547467200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758297861378,
    "expiration_time": 1764764496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 4.56841
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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": [
        [
            677687.1172382458,
            579516.472847362,
            98170.6443908838,
            6074849.063870353,
            5361650.1620048,
            713198.9018655531
        ],
        [
            677.687117,
            579.516473,
            98.170644,
            6074.849064,
            5361.650162,
            713.198902
        ],
        [
            0.271021,
            0.23176,
            0.03926,
            0.165026,
            0.160109,
            0.083851
        ],
        [
            816.004989,
            816.004989,
            816.004989,
            816.004989,
            816.004989,
            816.004989
        ],
        [
            -79900,
            -80747,
            -95282,
            -2266853,
            -1464993,
            -2577506
        ],
        [
            2.378274,
            3.129099,
            1.447239,
            1.741095,
            2.36002,
            1.167622
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            61.654135,
            62.121212,
            61.19403,
            61.654135,
            62.121212,
            61.19403
        ],
        [
            1.479171,
            1.907987,
            0.917761,
            1.082876,
            1.439037,
            0.740444
        ],
        [
            148253,
            148253,
            23197,
            1374336,
            1374336,
            495864
        ],
        [
            -53644,
            -53644,
            -32989,
            -1030177,
            -885426,
            -1030177
        ],
        [
            34,
            61,
            8,
            34,
            61,
            8
        ],
        [
            24,
            38,
            9,
            24,
            38,
            9
        ],
        [
            52,
            100,
            6,
            52,
            100,
            6
        ],
        [
            4638,
            4089,
            549,
            4638,
            4089,
            549
        ],
        [
            64.669692,
            122.669692,
            64.669692,
            64.669692,
            122.669692,
            64.669692
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150300,
            -272643,
            -420486,
            480297,
            -110359,
            -397741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1547467200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758297861378,
    "expiration_time": 1764764496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 4.56841
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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)