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Trade: XRP/USDT/120/T3/VWMA/5828

Strategy
XRP/USDT/120/T3/VWMA/5828
Pair
XRP_USDT
Interval
2h
Score
326087
Daily Profit
0.276872
Profit Factor
1.285505
Profitability
48.739496
Streak
25.740007
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-15 00:45
Expiration Time
2025-11-28 21:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1067163.9955 910717.245 156446.7505 31582719.2398 45887671.0771 -14304951.8372
Total P&L (%) 1067.164 910.7172 156.4468 31582.7192 45887.6711 -14304.9518
Avg Daily Profit (%) 0.5124 0.4373 0.0751 0.2769 0.2948 0
Buy And Hold Return (%) 1338.6801 1338.6801 1338.6801 1338.6801 1338.6801 1338.6801
Max Trade Drawdown -119194 -64487 -74988 -68485263 -39137804 -30601178
Profit Factor 3.0421 4.0123 1.7103 1.2855 1.7066 0.6868
Total Trades 119 59 60 119 59 60
Winning Trades 58 25 33 58 25 33
Losing Trades 61 34 27 61 34 27
Profitability (%) 48.7395 42.3729 55 48.7395 42.3729 55
Ratio Avg Win / Avg Loss 3.1994 5.4567 1.3994 1.352 2.3209 0.5619
Largest Winning Trade 351859 351859 39803 51372481 51372481 10034750
Largest Losing Trade -31514 -31514 -26081 -17639454 -17639454 -16417285
Avg Bars in Trades 206 221 191 206 221 191
Avg Bars in Winners 292 334 260 292 334 260
Avg Bars in Losers 124 138 106 124 138 106
Bars Traded 24545 13071 11474 24545 13071 11474
Profit Streak 25.74 0 31.8233 25.74 0 31.8233
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148890 -328287 -424288 326087 -167564 -748769

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1577872800000,
    "first_datapoint_time": 1578880800000,
    "last_datapoint_time": 1757880000000,
    "evaluation_time": 1757886336609,
    "expiration_time": 1764357926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 141,
            "offset": 0,
            "a": 0.68204
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "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": [
        [
            1067163.9954689944,
            910717.2450188752,
            156446.7504501186,
            31582719.23983407,
            45887671.07708287,
            -14304951.837248802
        ],
        [
            1067.163995,
            910.717245,
            156.44675,
            31582.71924,
            45887.671077,
            -14304.951837
        ],
        [
            0.512402,
            0.437284,
            0.075118,
            0.276872,
            0.294813,
            0
        ],
        [
            1338.680136,
            1338.680136,
            1338.680136,
            1338.680136,
            1338.680136,
            1338.680136
        ],
        [
            -119194,
            -64487,
            -74988,
            -68485263,
            -39137804,
            -30601178
        ],
        [
            3.042081,
            4.012253,
            1.710318,
            1.285505,
            1.70657,
            0.68682
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            61,
            34,
            27,
            61,
            34,
            27
        ],
        [
            48.739496,
            42.372881,
            55,
            48.739496,
            42.372881,
            55
        ],
        [
            3.19943,
            5.456664,
            1.399351,
            1.351996,
            2.320935,
            0.561943
        ],
        [
            351859,
            351859,
            39803,
            51372481,
            51372481,
            10034750
        ],
        [
            -31514,
            -31514,
            -26081,
            -17639454,
            -17639454,
            -16417285
        ],
        [
            206,
            221,
            191,
            206,
            221,
            191
        ],
        [
            292,
            334,
            260,
            292,
            334,
            260
        ],
        [
            124,
            138,
            106,
            124,
            138,
            106
        ],
        [
            24545,
            13071,
            11474,
            24545,
            13071,
            11474
        ],
        [
            25.740007,
            0,
            31.82334,
            25.740007,
            0,
            31.82334
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148890,
            -328287,
            -424288,
            326087,
            -167564,
            -748769
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1577872800000,
    "first_datapoint_time": 1578880800000,
    "last_datapoint_time": 1757880000000,
    "evaluation_time": 1757886336609,
    "expiration_time": 1764357926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 141,
            "offset": 0,
            "a": 0.68204
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 140,
            "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)