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Trade: XRP/USDT/240/BBL/VWMA/3502

Strategy
XRP/USDT/240/BBL/VWMA/3502
Pair
XRP_USDT
Interval
4h
Score
469712
Daily Profit
0.155539
Profit Factor
1.944427
Profitability
61.904762
Streak
53.285859
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-08 01:51
Expiration Time
2025-11-21 21:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694410.9262 610044.4503 84366.4759 4762594.0271 4017011.3038 745582.7233
Total P&L (%) 694.4109 610.0445 84.3665 4762.594 4017.0113 745.5827
Avg Daily Profit (%) 0.2779 0.2441 0.0338 0.1555 0.1489 0.0855
Buy And Hold Return (%) 498.6875 498.6875 498.6875 498.6875 498.6875 498.6875
Max Trade Drawdown -102928 -96704 -43053 -1394429 -1280663 -758596
Profit Factor 2.817 3.0137 2.0649 1.9444 2.0687 1.5807
Total Trades 105 52 53 105 52 53
Winning Trades 65 32 33 65 32 33
Losing Trades 40 20 20 40 20 20
Profitability (%) 61.9048 61.5385 62.2642 61.9048 61.5385 62.2642
Ratio Avg Win / Avg Loss 1.7335 1.8836 1.2515 1.1966 1.2929 0.958
Largest Winning Trade 210341 210341 23373 1169730 1169730 393794
Largest Losing Trade -57177 -57177 -25781 -649498 -649498 -527474
Avg Bars in Trades 131 258 6 131 258 6
Avg Bars in Winners 94 184 7 94 184 7
Avg Bars in Losers 191 377 5 191 377 5
Bars Traded 13787 13431 356 13787 13431 356
Profit Streak 53.2859 142.7859 53.2859 53.2859 142.7859 53.2859
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26785 -259733 -488383 469712 -168674 -267686

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541275200000,
    "first_datapoint_time": 1542427200000,
    "last_datapoint_time": 1757275200000,
    "evaluation_time": 1757285498212,
    "expiration_time": 1763753040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 4.61372
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "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": [
        [
            694410.9262125157,
            610044.4503185895,
            84366.4758939261,
            4762594.027122369,
            4017011.3037916557,
            745582.7233307136
        ],
        [
            694.410926,
            610.04445,
            84.366476,
            4762.594027,
            4017.011304,
            745.582723
        ],
        [
            0.277857,
            0.244099,
            0.033758,
            0.155539,
            0.148869,
            0.085459
        ],
        [
            498.6875,
            498.6875,
            498.6875,
            498.6875,
            498.6875,
            498.6875
        ],
        [
            -102928,
            -96704,
            -43053,
            -1394429,
            -1280663,
            -758596
        ],
        [
            2.817014,
            3.01368,
            2.064946,
            1.944427,
            2.068681,
            1.580677
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            61.904762,
            61.538462,
            62.264151,
            61.904762,
            61.538462,
            62.264151
        ],
        [
            1.733547,
            1.88355,
            1.251482,
            1.196571,
            1.292926,
            0.957986
        ],
        [
            210341,
            210341,
            23373,
            1169730,
            1169730,
            393794
        ],
        [
            -57177,
            -57177,
            -25781,
            -649498,
            -649498,
            -527474
        ],
        [
            131,
            258,
            6,
            131,
            258,
            6
        ],
        [
            94,
            184,
            7,
            94,
            184,
            7
        ],
        [
            191,
            377,
            5,
            191,
            377,
            5
        ],
        [
            13787,
            13431,
            356,
            13787,
            13431,
            356
        ],
        [
            53.285859,
            142.785859,
            53.285859,
            53.285859,
            142.785859,
            53.285859
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26785,
            -259733,
            -488383,
            469712,
            -168674,
            -267686
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541275200000,
    "first_datapoint_time": 1542427200000,
    "last_datapoint_time": 1757275200000,
    "evaluation_time": 1757285498212,
    "expiration_time": 1763753040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 4.61372
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "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)