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Trade: XRP/USDT/15/VWMA/SMA/7293

Strategy
XRP/USDT/15/VWMA/SMA/7293
Pair
XRP_USDT
Interval
15m
Score
305863
Daily Profit
0.387126
Profit Factor
1.417383
Profitability
50.819672
Streak
5.990008
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-17 19:15
Expiration Time
2025-12-01 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 100815.4351 73013.1163 27802.3188 123759.4683 113244.5996 10514.8687
Total P&L (%) 100.8154 73.0131 27.8023 123.7595 113.2446 10.5149
Avg Daily Profit (%) 0.3871 0.2804 0.1068 0.3097 0.2912 0.0384
Buy And Hold Return (%) 26.2538 26.2538 26.2538 26.2538 26.2538 26.2538
Max Trade Drawdown -39155 -25680 -41685 -116461 -74485 -124562
Profit Factor 1.4174 1.6764 1.2081 1.2101 1.4526 1.031
Total Trades 183 91 92 183 91 92
Winning Trades 93 45 48 93 45 48
Losing Trades 90 46 44 90 46 44
Profitability (%) 50.8197 49.4505 52.1739 50.8197 49.4505 52.1739
Ratio Avg Win / Avg Loss 1.3717 1.7136 1.1074 1.1711 1.4848 0.9451
Largest Winning Trade 21921 21921 14490 43890 43890 29591
Largest Losing Trade -11747 -11747 -10725 -27841 -20127 -27841
Avg Bars in Trades 133 131 135 133 131 135
Avg Bars in Winners 132 124 140 132 124 140
Avg Bars in Losers 134 138 130 134 138 130
Bars Traded 24469 11974 12495 24469 11974 12495
Profit Streak 5.99 12.5317 5.99 5.99 12.5317 5.99
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305863 264272 -199089 264423 238901 -496160

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735625700000,
    "first_datapoint_time": 1735848900000,
    "last_datapoint_time": 1758124800000,
    "evaluation_time": 1758125736682,
    "expiration_time": 1764604800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 152,
            "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": [
        [
            100815.4350897413,
            73013.1162779393,
            27802.3188118019,
            123759.4682656887,
            113244.5995782896,
            10514.868687399
        ],
        [
            100.815435,
            73.013116,
            27.802319,
            123.759468,
            113.2446,
            10.514869
        ],
        [
            0.387126,
            0.280367,
            0.10676,
            0.309749,
            0.291211,
            0.038399
        ],
        [
            26.253823,
            26.253823,
            26.253823,
            26.253823,
            26.253823,
            26.253823
        ],
        [
            -39155,
            -25680,
            -41685,
            -116461,
            -74485,
            -124562
        ],
        [
            1.417383,
            1.67639,
            1.208107,
            1.210118,
            1.45256,
            1.031039
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            90,
            46,
            44,
            90,
            46,
            44
        ],
        [
            50.819672,
            49.450549,
            52.173913,
            50.819672,
            49.450549,
            52.173913
        ],
        [
            1.371661,
            1.713643,
            1.107432,
            1.171082,
            1.484839,
            0.945119
        ],
        [
            21921,
            21921,
            14490,
            43890,
            43890,
            29591
        ],
        [
            -11747,
            -11747,
            -10725,
            -27841,
            -20127,
            -27841
        ],
        [
            133,
            131,
            135,
            133,
            131,
            135
        ],
        [
            132,
            124,
            140,
            132,
            124,
            140
        ],
        [
            134,
            138,
            130,
            134,
            138,
            130
        ],
        [
            24469,
            11974,
            12495,
            24469,
            11974,
            12495
        ],
        [
            5.990008,
            12.531674,
            5.990008,
            5.990008,
            12.531675,
            5.990008
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305863,
            264272,
            -199089,
            264423,
            238901,
            -496160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735625700000,
    "first_datapoint_time": 1735848900000,
    "last_datapoint_time": 1758124800000,
    "evaluation_time": 1758125736682,
    "expiration_time": 1764604800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 152,
            "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)