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Trade: XRP/USDT/120/DCL/VWMA/6305

Strategy
XRP/USDT/120/DCL/VWMA/6305
Pair
XRP_USDT
Interval
2h
Score
600134
Daily Profit
0.201041
Profit Factor
3.806847
Profitability
63.333333
Streak
148.585804
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-08 13:03
Expiration Time
2025-11-22 11:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 797635.5556 708165.4195 89470.1361 7415191.7105 6455092.201 960099.5096
Total P&L (%) 797.6356 708.1654 89.4701 7415.1917 6455.0922 960.0995
Avg Daily Profit (%) 0.383 0.34 0.043 0.2076 0.201 0.1134
Buy And Hold Return (%) 1154.6842 1154.6842 1154.6842 1154.6842 1154.6842 1154.6842
Max Trade Drawdown -54081 -62252 -29890 -970256 -963572 -465265
Profit Factor 4.4077 5.8297 2.0232 3.3157 3.8068 2.0639
Total Trades 60 30 30 60 30 30
Winning Trades 36 19 17 36 19 17
Losing Trades 24 11 13 24 11 13
Profitability (%) 60 63.3333 56.6667 60 63.3333 56.6667
Ratio Avg Win / Avg Loss 2.9385 3.3751 1.5471 2.2104 2.204 1.5783
Largest Winning Trade 401354 401354 43188 4566512 4566512 386446
Largest Losing Trade -30648 -30648 -20511 -963572 -963572 -305526
Avg Bars in Trades 401 654 148 401 654 148
Avg Bars in Winners 509 806 177 509 806 177
Avg Bars in Losers 240 392 111 240 392 111
Bars Traded 24104 19644 4460 24104 19644 4460
Profit Streak 138.8358 148.5858 138.8358 138.8358 148.5858 138.8358
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -319667 -145496 -296073 -156795 600134 -201622

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1577318400000,
    "first_datapoint_time": 1580148000000,
    "last_datapoint_time": 1757325600000,
    "evaluation_time": 1757325813466,
    "expiration_time": 1763803526400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 150,
            "offset": 244
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 177,
            "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": [
        [
            797635.5556297939,
            708165.4195192026,
            89470.1361105913,
            7415191.710526535,
            6455092.200954417,
            960099.5095721171
        ],
        [
            797.635556,
            708.16542,
            89.470136,
            7415.191711,
            6455.092201,
            960.09951
        ],
        [
            0.382987,
            0.340028,
            0.042959,
            0.207618,
            0.201041,
            0.113426
        ],
        [
            1154.684217,
            1154.684217,
            1154.684217,
            1154.684217,
            1154.684217,
            1154.684217
        ],
        [
            -54081,
            -62252,
            -29890,
            -970256,
            -963572,
            -465265
        ],
        [
            4.407682,
            5.829702,
            2.023186,
            3.31565,
            3.806847,
            2.063892
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            60,
            63.333333,
            56.666667,
            60,
            63.333333,
            56.666667
        ],
        [
            2.938455,
            3.375091,
            1.547142,
            2.210433,
            2.203964,
            1.57827
        ],
        [
            401354,
            401354,
            43188,
            4566512,
            4566512,
            386446
        ],
        [
            -30648,
            -30648,
            -20511,
            -963572,
            -963572,
            -305526
        ],
        [
            401,
            654,
            148,
            401,
            654,
            148
        ],
        [
            509,
            806,
            177,
            509,
            806,
            177
        ],
        [
            240,
            392,
            111,
            240,
            392,
            111
        ],
        [
            24104,
            19644,
            4460,
            24104,
            19644,
            4460
        ],
        [
            138.835804,
            148.585804,
            138.835804,
            138.835804,
            148.585804,
            138.835804
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -319667,
            -145496,
            -296073,
            -156795,
            600134,
            -201622
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1577318400000,
    "first_datapoint_time": 1580148000000,
    "last_datapoint_time": 1757325600000,
    "evaluation_time": 1757325813466,
    "expiration_time": 1763803526400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 150,
            "offset": 244
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 177,
            "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)