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Trade: XRP/USDT/120/T3/VWMA/8650

Strategy
XRP/USDT/120/T3/VWMA/8650
Pair
XRP_USDT
Interval
2h
Score
381993
Daily Profit
0.171318
Profit Factor
2.605253
Profitability
50.000000
Streak
162.460805
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-09-09 22:03
Expiration Time
2025-11-23 19:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 690419.0517 662423.4978 27995.5539 2120481.3859 3434182.9534 -1313701.5676
Total P&L (%) 690.4191 662.4235 27.9956 2120.4814 3434.183 -1313.7016
Avg Daily Profit (%) 0.3315 0.3181 0.0134 0.149 0.1713 0
Buy And Hold Return (%) 1152.3898 1152.3898 1152.3898 1152.3898 1152.3898 1152.3898
Max Trade Drawdown -93168 -90967 -73416 -1133949 -799651 -1629143
Profit Factor 2.3975 4.1353 1.099 1.3864 2.6053 0.6077
Total Trades 76 38 38 76 38 38
Winning Trades 36 19 17 36 19 17
Losing Trades 40 19 21 40 19 21
Profitability (%) 47.3684 50 44.7368 47.3684 50 44.7368
Ratio Avg Win / Avg Loss 2.6639 4.1353 1.3576 1.5404 2.6053 0.7507
Largest Winning Trade 303638 303638 50458 1852983 1852983 291950
Largest Losing Trade -47716 -26557 -47716 -663084 -295458 -663084
Avg Bars in Trades 313 300 326 313 300 326
Avg Bars in Winners 432 407 461 432 407 461
Avg Bars in Losers 205 193 217 205 193 217
Bars Traded 23814 11419 12395 23814 11419 12395
Profit Streak 143.9608 162.4608 143.9608 143.9608 162.4608 143.9608
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205498 -148591 -453744 -53448 381993 -582239

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1577426400000,
    "first_datapoint_time": 1579104000000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757444613533,
    "expiration_time": 1763918985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 234,
            "offset": 0,
            "a": 0.70706
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "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": [
        [
            690419.0517335325,
            662423.4978442261,
            27995.5538893062,
            2120481.385858552,
            3434182.953431189,
            -1313701.5675726372
        ],
        [
            690.419052,
            662.423498,
            27.995554,
            2120.481386,
            3434.182953,
            -1313.701568
        ],
        [
            0.331494,
            0.318052,
            0.013442,
            0.148967,
            0.171318,
            0
        ],
        [
            1152.389815,
            1152.389815,
            1152.389815,
            1152.389815,
            1152.389815,
            1152.389815
        ],
        [
            -93168,
            -90967,
            -73416,
            -1133949,
            -799651,
            -1629143
        ],
        [
            2.397474,
            4.13532,
            1.099005,
            1.386396,
            2.605253,
            0.607674
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            47.368421,
            50,
            44.736842,
            47.368421,
            50,
            44.736842
        ],
        [
            2.66386,
            4.13532,
            1.357594,
            1.54044,
            2.605253,
            0.750657
        ],
        [
            303638,
            303638,
            50458,
            1852983,
            1852983,
            291950
        ],
        [
            -47716,
            -26557,
            -47716,
            -663084,
            -295458,
            -663084
        ],
        [
            313,
            300,
            326,
            313,
            300,
            326
        ],
        [
            432,
            407,
            461,
            432,
            407,
            461
        ],
        [
            205,
            193,
            217,
            205,
            193,
            217
        ],
        [
            23814,
            11419,
            12395,
            23814,
            11419,
            12395
        ],
        [
            143.960805,
            162.460805,
            143.960805,
            143.960805,
            162.460805,
            143.960805
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205498,
            -148591,
            -453744,
            -53448,
            381993,
            -582239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1577426400000,
    "first_datapoint_time": 1579104000000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757444613533,
    "expiration_time": 1763918985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 234,
            "offset": 0,
            "a": 0.70706
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "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)