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Trade: XRP/USDT/120/T3/VWMA/1723

Strategy
XRP/USDT/120/T3/VWMA/1723
Pair
XRP_USDT
Interval
2h
Score
406809
Daily Profit
0.193163
Profit Factor
2.354769
Profitability
48.780488
Streak
168.836857
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-16 17:05
Expiration Time
2025-11-30 15:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 780405.7953 727896.9842 52508.8111 4437727.5613 5464922.8689 -1027195.3076
Total P&L (%) 780.4058 727.897 52.5088 4437.7276 5464.9229 -1027.1953
Avg Daily Profit (%) 0.3747 0.3495 0.0252 0.1833 0.1932 0
Buy And Hold Return (%) 1189.2205 1189.2205 1189.2205 1189.2205 1189.2205 1189.2205
Max Trade Drawdown -69898 -70458 -61999 -1430749 -1121787 -1750599
Profit Factor 2.7547 4.3843 1.2286 1.5403 2.3548 0.7542
Total Trades 83 41 42 83 41 42
Winning Trades 37 20 17 37 20 17
Losing Trades 46 21 25 46 21 25
Profitability (%) 44.5783 48.7805 40.4762 44.5783 48.7805 40.4762
Ratio Avg Win / Avg Loss 3.4248 4.6035 1.8068 1.915 2.4725 1.1091
Largest Winning Trade 313286 313286 50218 3633406 3633406 547418
Largest Losing Trade -25644 -25257 -25644 -567818 -508758 -567818
Avg Bars in Trades 292 280 305 292 280 305
Avg Bars in Winners 402 382 425 402 382 425
Avg Bars in Losers 204 182 223 204 182 223
Bars Traded 24299 11482 12817 24299 11482 12817
Profit Streak 0 168.8369 0 0 168.8369 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154376 -148589 -327869 169640 406809 -582771

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1578024000000,
    "first_datapoint_time": 1579464000000,
    "last_datapoint_time": 1758031200000,
    "evaluation_time": 1758031504404,
    "expiration_time": 1764509126400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 201,
            "offset": 0,
            "a": 0.60001
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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": [
        [
            780405.7952914947,
            727896.9841907851,
            52508.8111007091,
            4437727.5612549875,
            5464922.868871419,
            -1027195.3076164311
        ],
        [
            780.405795,
            727.896984,
            52.508811,
            4437.727561,
            5464.922869,
            -1027.195308
        ],
        [
            0.374714,
            0.349502,
            0.025212,
            0.183347,
            0.193163,
            0
        ],
        [
            1189.220507,
            1189.220507,
            1189.220507,
            1189.220507,
            1189.220507,
            1189.220507
        ],
        [
            -69898,
            -70458,
            -61999,
            -1430749,
            -1121787,
            -1750599
        ],
        [
            2.754723,
            4.38433,
            1.22863,
            1.540321,
            2.354769,
            0.754217
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            44.578313,
            48.780488,
            40.47619,
            44.578313,
            48.780488,
            40.47619
        ],
        [
            3.424791,
            4.603546,
            1.806809,
            1.914994,
            2.472507,
            1.109143
        ],
        [
            313286,
            313286,
            50218,
            3633406,
            3633406,
            547418
        ],
        [
            -25644,
            -25257,
            -25644,
            -567818,
            -508758,
            -567818
        ],
        [
            292,
            280,
            305,
            292,
            280,
            305
        ],
        [
            402,
            382,
            425,
            402,
            382,
            425
        ],
        [
            204,
            182,
            223,
            204,
            182,
            223
        ],
        [
            24299,
            11482,
            12817,
            24299,
            11482,
            12817
        ],
        [
            0,
            168.836856,
            0,
            0,
            168.836857,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154376,
            -148589,
            -327869,
            169640,
            406809,
            -582771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1578024000000,
    "first_datapoint_time": 1579464000000,
    "last_datapoint_time": 1758031200000,
    "evaluation_time": 1758031504404,
    "expiration_time": 1764509126400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 201,
            "offset": 0,
            "a": 0.60001
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 145,
            "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)