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Trade: XRP/USDT/720/VWMA/MIDPRICE/3869

Strategy
XRP/USDT/720/VWMA/MIDPRICE/3869
Pair
XRP_USDT
Interval
12h
Score
303534
Daily Profit
0.154459
Profit Factor
1.465633
Profitability
52.427184
Streak
0.000000
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 843666.5047 759886.6729 83779.8318 4650333.3471 5953380.4564 -1303047.1093
Total P&L (%) 843.6665 759.8867 83.7798 4650.3333 5953.3805 -1303.0471
Avg Daily Profit (%) 0.3373 0.3038 0.0335 0.1545 0.1642 0
Buy And Hold Return (%) 823.4577 823.4577 823.4577 823.4577 823.4577 823.4577
Max Trade Drawdown -82345 -94848 -70240 -2397549 -2241687 -2566644
Profit Factor 2.7964 3.8716 1.4086 1.4656 2.1315 0.7243
Total Trades 103 51 52 103 51 52
Winning Trades 54 26 28 54 26 28
Losing Trades 49 25 24 49 25 24
Profitability (%) 52.4272 50.9804 53.8462 52.4272 50.9804 53.8462
Ratio Avg Win / Avg Loss 2.5374 3.7227 1.2074 1.3299 2.0496 0.6208
Largest Winning Trade 350591 350591 54102 4725959 4725959 574808
Largest Losing Trade -41996 -39307 -41996 -1242896 -1027552 -1242896
Avg Bars in Trades 44 54 34 44 54 34
Avg Bars in Winners 52 57 47 52 57 47
Avg Bars in Losers 35 51 18 35 51 18
Bars Traded 4583 2802 1781 4583 2802 1781
Profit Streak 0 87.231 0 0 87.231 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143005 -329255 -492737 303534 -167584 -760334
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": 1548936000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759123954466,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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": [
        [
            843666.5047303265,
            759886.6728959129,
            83779.831834414,
            4650333.347083151,
            5953380.456395855,
            -1303047.109312704
        ],
        [
            843.666505,
            759.886673,
            83.779832,
            4650.333347,
            5953.380456,
            -1303.047109
        ],
        [
            0.337264,
            0.303772,
            0.033492,
            0.154459,
            0.164164,
            0
        ],
        [
            823.457669,
            823.457669,
            823.457669,
            823.457669,
            823.457669,
            823.457669
        ],
        [
            -82345,
            -94848,
            -70240,
            -2397549,
            -2241687,
            -2566644
        ],
        [
            2.796367,
            3.871614,
            1.408619,
            1.465633,
            2.131549,
            0.724272
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            52.427184,
            50.980392,
            53.846154,
            52.427184,
            50.980392,
            53.846154
        ],
        [
            2.537444,
            3.722705,
            1.207388,
            1.329926,
            2.049566,
            0.620805
        ],
        [
            350591,
            350591,
            54102,
            4725959,
            4725959,
            574808
        ],
        [
            -41996,
            -39307,
            -41996,
            -1242896,
            -1027552,
            -1242896
        ],
        [
            44,
            54,
            34,
            44,
            54,
            34
        ],
        [
            52,
            57,
            47,
            52,
            57,
            47
        ],
        [
            35,
            51,
            18,
            35,
            51,
            18
        ],
        [
            4583,
            2802,
            1781,
            4583,
            2802,
            1781
        ],
        [
            0,
            87.230954,
            0,
            0,
            87.230954,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143005,
            -329255,
            -492737,
            303534,
            -167584,
            -760334
        ]
    ]
}
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": 1548936000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759123954466,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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)