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Trade: XRP/USDT/240/DEMA/VWMA/1980

Strategy
XRP/USDT/240/DEMA/VWMA/1980
Pair
XRP_USDT
Interval
4h
Score
408479
Daily Profit
0.227078
Profit Factor
1.566669
Profitability
53.781513
Streak
73.098507
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-18 17:21
Expiration Time
2025-12-02 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 953863.5178 776739.7969 177123.7209 28874153.6221 41489923.2771 -12615769.655
Total P&L (%) 953.8635 776.7398 177.1237 28874.1536 41489.9233 -12615.7697
Avg Daily Profit (%) 0.3816 0.3108 0.0709 0.2271 0.2416 0
Buy And Hold Return (%) 636.3395 636.3395 636.3395 636.3395 636.3395 636.3395
Max Trade Drawdown -78051 -53331 -74030 -19707674 -9463229 -22554485
Profit Factor 3.1534 4.4056 1.8243 1.5667 3.1192 0.5979
Total Trades 119 60 59 119 60 59
Winning Trades 64 32 32 64 32 32
Losing Trades 55 28 27 55 28 27
Profitability (%) 53.7815 53.3333 54.2373 53.7815 53.3333 54.2373
Ratio Avg Win / Avg Loss 2.71 3.8549 1.5393 1.3464 2.7293 0.5045
Largest Winning Trade 187055 187055 49462 26255858 26255858 4981124
Largest Losing Trade -66440 -31538 -66440 -12434478 -7963589 -12434478
Avg Bars in Trades 121 142 99 121 142 99
Avg Bars in Winners 137 144 131 137 144 131
Avg Bars in Losers 102 140 62 102 140 62
Bars Traded 14440 8555 5885 14440 8555 5885
Profit Streak 73.0985 104.9318 0 73.0985 104.9318 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 231928 -248581 -436763 408479 -153437 -756909

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1545638400000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758205311013,
    "expiration_time": 1764675072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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": [
        [
            953863.5178303551,
            776739.7969138213,
            177123.7209165343,
            28874153.622071773,
            41489923.277108505,
            -12615769.65503675
        ],
        [
            953.863518,
            776.739797,
            177.123721,
            28874.153622,
            41489.923277,
            -12615.769655
        ],
        [
            0.381648,
            0.310779,
            0.070868,
            0.227078,
            0.241574,
            0
        ],
        [
            636.339473,
            636.339473,
            636.339473,
            636.339473,
            636.339473,
            636.339473
        ],
        [
            -78051,
            -53331,
            -74030,
            -19707674,
            -9463229,
            -22554485
        ],
        [
            3.153403,
            4.405581,
            1.8243,
            1.566669,
            3.119163,
            0.597913
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            53.781513,
            53.333333,
            54.237288,
            53.781513,
            53.333333,
            54.237288
        ],
        [
            2.709956,
            3.854883,
            1.539253,
            1.346356,
            2.729268,
            0.504489
        ],
        [
            187055,
            187055,
            49462,
            26255858,
            26255858,
            4981124
        ],
        [
            -66440,
            -31538,
            -66440,
            -12434478,
            -7963589,
            -12434478
        ],
        [
            121,
            142,
            99,
            121,
            142,
            99
        ],
        [
            137,
            144,
            131,
            137,
            144,
            131
        ],
        [
            102,
            140,
            62,
            102,
            140,
            62
        ],
        [
            14440,
            8555,
            5885,
            14440,
            8555,
            5885
        ],
        [
            73.098507,
            104.93184,
            0,
            73.098507,
            104.93184,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            231928,
            -248581,
            -436763,
            408479,
            -153437,
            -756909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1545638400000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758205311013,
    "expiration_time": 1764675072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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)