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Trade: XRP/USDT/120/T3/VWMA/1107

Strategy
XRP/USDT/120/T3/VWMA/1107
Pair
XRP_USDT
Interval
2h
Score
423335
Daily Profit
0.235466
Profit Factor
2.113955
Profitability
46.808511
Streak
86.991372
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-09-17 18:47
Expiration Time
2025-12-01 15:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 912854.4547 801910.9179 110943.5367 12145639.395 13302312.5865 -1156673.1915
Total P&L (%) 912.8545 801.9109 110.9435 12145.6394 13302.3126 -1156.6732
Avg Daily Profit (%) 0.4383 0.3851 0.0533 0.2311 0.2355 0
Buy And Hold Return (%) 1127.0347 1127.0347 1127.0347 1127.0347 1127.0347 1127.0347
Max Trade Drawdown -82196 -42043 -60314 -8848767 -5524754 -3470373
Profit Factor 3.0441 4.5972 1.4961 1.535 2.114 0.8925
Total Trades 95 47 48 95 47 48
Winning Trades 46 22 24 46 22 24
Losing Trades 49 25 24 49 25 24
Profitability (%) 48.4211 46.8085 50 48.4211 46.8085 50
Ratio Avg Win / Avg Loss 3.2427 5.2241 1.4961 1.6351 2.4022 0.8925
Largest Winning Trade 360640 360640 51217 9800557 9800557 2277949
Largest Losing Trade -33509 -33509 -26532 -3154413 -3154413 -2209085
Avg Bars in Trades 255 263 247 255 263 247
Avg Bars in Winners 367 403 334 367 403 334
Avg Bars in Losers 150 140 160 150 140 160
Bars Traded 24281 12385 11895 24281 12385 11895
Profit Streak 0 86.9914 0 0 86.9914 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 -150248 -149260 -286184 380668 423335 -580689

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1578117600000,
    "first_datapoint_time": 1579420800000,
    "last_datapoint_time": 1758117600000,
    "evaluation_time": 1758124054585,
    "expiration_time": 1764595267200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 182,
            "offset": 0,
            "a": 0.68429
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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": [
        [
            912854.4546504811,
            801910.9179344607,
            110943.5367160203,
            12145639.394952457,
            13302312.586486902,
            -1156673.1915344484
        ],
        [
            912.854455,
            801.910918,
            110.943537,
            12145.639395,
            13302.312586,
            -1156.673192
        ],
        [
            0.438329,
            0.385056,
            0.053272,
            0.231122,
            0.235466,
            0
        ],
        [
            1127.034707,
            1127.034707,
            1127.034707,
            1127.034707,
            1127.034707,
            1127.034707
        ],
        [
            -82196,
            -42043,
            -60314,
            -8848767,
            -5524754,
            -3470373
        ],
        [
            3.044131,
            4.597239,
            1.49606,
            1.535014,
            2.113955,
            0.892503
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            48.421053,
            46.808511,
            50,
            48.421053,
            46.808511,
            50
        ],
        [
            3.242661,
            5.224135,
            1.49606,
            1.635123,
            2.402222,
            0.892503
        ],
        [
            360640,
            360640,
            51217,
            9800557,
            9800557,
            2277949
        ],
        [
            -33509,
            -33509,
            -26532,
            -3154413,
            -3154413,
            -2209085
        ],
        [
            255,
            263,
            247,
            255,
            263,
            247
        ],
        [
            367,
            403,
            334,
            367,
            403,
            334
        ],
        [
            150,
            140,
            160,
            150,
            140,
            160
        ],
        [
            24281,
            12385,
            11895,
            24281,
            12385,
            11895
        ],
        [
            0,
            86.991372,
            0,
            0,
            86.991372,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150248,
            -149260,
            -286184,
            380668,
            423335,
            -580689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1578117600000,
    "first_datapoint_time": 1579420800000,
    "last_datapoint_time": 1758117600000,
    "evaluation_time": 1758124054585,
    "expiration_time": 1764595267200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 182,
            "offset": 0,
            "a": 0.68429
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 171,
            "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)