← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XRP/USDT/720/VWMA/MIDPOINT/3529

Strategy
XRP/USDT/720/VWMA/MIDPOINT/3529
Pair
XRP_USDT
Interval
12h
Score
636646
Daily Profit
0.209064
Profit Factor
3.180891
Profitability
66.666667
Streak
170.063782
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 04:31
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 840904.3538 691576.3546 149327.9992 17028792.5429 18472642.6531 -1443850.1102
Total P&L (%) 840.9044 691.5764 149.328 17028.7925 18472.6427 -1443.8501
Avg Daily Profit (%) 0.3362 0.2765 0.0597 0.2058 0.2091 0
Buy And Hold Return (%) 789.4439 789.4439 789.4439 789.4439 789.4439 789.4439
Max Trade Drawdown -93489 -67879 -48593 -7684356 -5071543 -4276736
Profit Factor 3.8801 4.9672 2.2693 2.0768 3.1809 0.8034
Total Trades 66 33 33 66 33 33
Winning Trades 39 22 17 39 22 17
Losing Trades 27 11 16 27 11 16
Profitability (%) 59.0909 66.6667 51.5152 59.0909 66.6667 51.5152
Ratio Avg Win / Avg Loss 2.6862 2.4836 2.1358 1.4378 1.5904 0.7561
Largest Winning Trade 265655 265655 50651 13851348 13851348 1839912
Largest Losing Trade -35327 -35327 -16501 -5071543 -5071543 -2612813
Avg Bars in Trades 68 98 37 68 98 37
Avg Bars in Winners 93 123 53 93 123 53
Avg Bars in Losers 32 49 20 32 49 20
Bars Traded 4507 3260 1247 4507 3260 1247
Profit Streak 74.5638 170.0638 0 74.5638 170.0638 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -256086 -145825 -274499 -115838 636646 -580606

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758677510739,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 199,
            "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": [
        [
            840904.3537949506,
            691576.3546304501,
            149327.9991645008,
            17028792.542932052,
            18472642.653113697,
            -1443850.1101816427
        ],
        [
            840.904354,
            691.576355,
            149.327999,
            17028.792543,
            18472.642653,
            -1443.85011
        ],
        [
            0.33616,
            0.276465,
            0.059695,
            0.205822,
            0.209064,
            0
        ],
        [
            789.443941,
            789.443941,
            789.443941,
            789.443941,
            789.443941,
            789.443941
        ],
        [
            -93489,
            -67879,
            -48593,
            -7684356,
            -5071543,
            -4276736
        ],
        [
            3.880064,
            4.967159,
            2.269269,
            2.07679,
            3.180891,
            0.803402
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            59.090909,
            66.666667,
            51.515152,
            59.090909,
            66.666667,
            51.515152
        ],
        [
            2.686198,
            2.48358,
            2.135782,
            1.437778,
            1.590446,
            0.756143
        ],
        [
            265655,
            265655,
            50651,
            13851348,
            13851348,
            1839912
        ],
        [
            -35327,
            -35327,
            -16501,
            -5071543,
            -5071543,
            -2612813
        ],
        [
            68,
            98,
            37,
            68,
            98,
            37
        ],
        [
            93,
            123,
            53,
            93,
            123,
            53
        ],
        [
            32,
            49,
            20,
            32,
            49,
            20
        ],
        [
            4507,
            3260,
            1247,
            4507,
            3260,
            1247
        ],
        [
            74.563782,
            170.063782,
            0,
            74.563782,
            170.063782,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -256086,
            -145825,
            -274499,
            -115838,
            636646,
            -580606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758677510739,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 199,
            "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)