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Trade: XRP/USDT/15/VWMA/RMA/4176

Strategy
XRP/USDT/15/VWMA/RMA/4176
Pair
XRP_USDT
Interval
15m
Score
422313
Daily Profit
0.397843
Profit Factor
1.640850
Profitability
57.600000
Streak
9.418965
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-22 21:18
Expiration Time
2025-12-06 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 103606.3227 74053.5143 29552.8084 131141.626 136090.1652 -4948.5393
Total P&L (%) 103.6063 74.0535 29.5528 131.1416 136.0902 -4.9485
Avg Daily Profit (%) 0.3978 0.2844 0.1135 0.3223 0.3304 -0.0195
Buy And Hold Return (%) 19.2917 19.2917 19.2917 19.2917 19.2917 19.2917
Max Trade Drawdown -39541 -24878 -40183 -136387 -33028 -138109
Profit Factor 1.6409 2.2404 1.2898 1.3293 2.1393 0.9823
Total Trades 125 62 63 125 62 63
Winning Trades 72 40 32 72 40 32
Losing Trades 53 22 31 53 22 31
Profitability (%) 57.6 64.5161 50.7937 57.6 64.5161 50.7937
Ratio Avg Win / Avg Loss 1.2078 1.2322 1.2495 0.9785 1.1766 0.9516
Largest Winning Trade 16870 16870 14448 29094 22982 29094
Largest Losing Trade -33806 -16470 -33806 -119720 -21663 -119720
Avg Bars in Trades 196 192 200 196 192 200
Avg Bars in Winners 179 189 166 179 189 166
Avg Bars in Losers 220 199 234 220 199 234
Bars Traded 24576 11958 12618 24576 11958 12618
Profit Streak 9.419 29.221 9.419 9.419 29.221 9.419
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422313 -143063 -198349 310909 -140499 -727640

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736065800000,
    "first_datapoint_time": 1736261100000,
    "last_datapoint_time": 1758564900000,
    "evaluation_time": 1758565098545,
    "expiration_time": 1765044900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 126,
            "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": [
        [
            103606.3227098198,
            74053.5142681186,
            29552.8084417013,
            131141.625953346,
            136090.1652042129,
            -4948.5392508668
        ],
        [
            103.606323,
            74.053514,
            29.552808,
            131.141626,
            136.090165,
            -4.948539
        ],
        [
            0.397843,
            0.284362,
            0.113481,
            0.322252,
            0.330413,
            -0.019487
        ],
        [
            19.291651,
            19.291651,
            19.291651,
            19.291651,
            19.291651,
            19.291651
        ],
        [
            -39541,
            -24878,
            -40183,
            -136387,
            -33028,
            -138109
        ],
        [
            1.64085,
            2.240437,
            1.289817,
            1.329259,
            2.139346,
            0.982254
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            72,
            40,
            32,
            72,
            40,
            32
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            57.6,
            64.516129,
            50.793651,
            57.6,
            64.516129,
            50.793651
        ],
        [
            1.207848,
            1.232241,
            1.24951,
            0.978482,
            1.17664,
            0.951558
        ],
        [
            16870,
            16870,
            14448,
            29094,
            22982,
            29094
        ],
        [
            -33806,
            -16470,
            -33806,
            -119720,
            -21663,
            -119720
        ],
        [
            196,
            192,
            200,
            196,
            192,
            200
        ],
        [
            179,
            189,
            166,
            179,
            189,
            166
        ],
        [
            220,
            199,
            234,
            220,
            199,
            234
        ],
        [
            24576,
            11958,
            12618,
            24576,
            11958,
            12618
        ],
        [
            9.418965,
            29.221048,
            9.418965,
            9.418965,
            29.221048,
            9.418965
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422313,
            -143063,
            -198349,
            310909,
            -140499,
            -727640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736065800000,
    "first_datapoint_time": 1736261100000,
    "last_datapoint_time": 1758564900000,
    "evaluation_time": 1758565098545,
    "expiration_time": 1765044900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 126,
            "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)