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Trade: XRP/USDT/720/VWMA/MIDPOINT/6265

Strategy
XRP/USDT/720/VWMA/MIDPOINT/6265
Pair
XRP_USDT
Interval
12h
Score
666440
Daily Profit
0.323535
Profit Factor
3.661504
Profitability
57.142857
Streak
244.730939
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-29 08:32
Expiration Time
2025-12-13 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1327718.8596 1051952.6809 275766.1787 322876456.3011 263434136.0343 59442320.2669
Total P&L (%) 1327.7189 1051.9527 275.7662 322876.4563 263434.136 59442.3203
Avg Daily Profit (%) 0.5308 0.4205 0.1102 0.3235 0.3154 0.2557
Buy And Hold Return (%) 781.3177 781.3177 781.3177 781.3177 781.3177 781.3177
Max Trade Drawdown -73081 -74156 -49340 -36114223 -17161270 -53137407
Profit Factor 4.1497 5.0668 2.6932 3.6615 5.9863 1.868
Total Trades 105 52 53 105 52 53
Winning Trades 60 28 32 60 28 32
Losing Trades 45 24 21 45 24 21
Profitability (%) 57.1429 53.8462 60.3774 57.1429 53.8462 60.3774
Ratio Avg Win / Avg Loss 3.1123 4.343 1.7674 2.7461 5.1311 1.2259
Largest Winning Trade 321384 321384 66092 133250261 133250261 34997135
Largest Losing Trade -32785 -29764 -32785 -34473093 -7052717 -34473093
Avg Bars in Trades 45 52 39 45 52 39
Avg Bars in Winners 61 69 54 61 69 54
Avg Bars in Losers 25 31 17 25 31 17
Bars Traded 4826 2711 2115 4826 2711 2115
Profit Streak 244.7309 244.7309 249.2309 244.7309 244.7309 249.2309
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422933 -218832 -383816 666440 -161042 -166408
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759123953173,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 109,
            "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": [
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            1051952.6808799703,
            275766.1787382917,
            322876456.3011366,
            263434136.0342548,
            59442320.26688181
        ],
        [
            1327.71886,
            1051.952681,
            275.766179,
            322876.456301,
            263434.136034,
            59442.320267
        ],
        [
            0.530769,
            0.420529,
            0.11024,
            0.323535,
            0.315378,
            0.255744
        ],
        [
            781.317731,
            781.317731,
            781.317731,
            781.317731,
            781.317731,
            781.317731
        ],
        [
            -73081,
            -74156,
            -49340,
            -36114223,
            -17161270,
            -53137407
        ],
        [
            4.149695,
            5.066809,
            2.693157,
            3.661504,
            5.986326,
            1.867996
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            57.142857,
            53.846154,
            60.377358,
            57.142857,
            53.846154,
            60.377358
        ],
        [
            3.112271,
            4.342979,
            1.767384,
            2.746128,
            5.131137,
            1.225873
        ],
        [
            321384,
            321384,
            66092,
            133250261,
            133250261,
            34997135
        ],
        [
            -32785,
            -29764,
            -32785,
            -34473093,
            -7052717,
            -34473093
        ],
        [
            45,
            52,
            39,
            45,
            52,
            39
        ],
        [
            61,
            69,
            54,
            61,
            69,
            54
        ],
        [
            25,
            31,
            17,
            25,
            31,
            17
        ],
        [
            4826,
            2711,
            2115,
            4826,
            2711,
            2115
        ],
        [
            244.730939,
            244.730939,
            249.230939,
            244.730939,
            244.730939,
            249.230939
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
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            0.8,
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            1.45
        ],
        [
            422933,
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            -383816,
            666440,
            -161042,
            -166408
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759123953173,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 109,
            "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)