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Trade: XRP/USDT/240/KCB/VWMA/3145

Strategy
XRP/USDT/240/KCB/VWMA/3145
Pair
XRP_USDT
Interval
4h
Score
416674
Daily Profit
0.191714
Profit Factor
1.989914
Profitability
51.162791
Streak
0.000000
Best Strategy
Training Data Length
2499.500000
Evaluation Time
2025-09-20 11:29
Expiration Time
2025-12-04 09:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 829477.8241 727968.3212 101509.5029 8276278.0224 11897819.6745 -3621541.6521
Total P&L (%) 829.4778 727.9683 101.5095 8276.278 11897.8197 -3621.5417
Avg Daily Profit (%) 0.3319 0.2912 0.0406 0.1773 0.1917 0
Buy And Hold Return (%) 731.7669 731.7669 731.7669 731.7669 731.7669 731.7669
Max Trade Drawdown -79611 -65766 -86618 -5270936 -3456213 -6212669
Profit Factor 2.3911 3.5959 1.3214 1.3294 1.9899 0.7237
Total Trades 172 86 86 172 86 86
Winning Trades 81 44 37 81 44 37
Losing Trades 91 42 49 91 42 49
Profitability (%) 47.093 51.1628 43.0233 47.093 51.1628 43.0233
Ratio Avg Win / Avg Loss 2.6863 3.4325 1.7499 1.4935 1.8995 0.9584
Largest Winning Trade 267946 267946 53512 8289826 8289826 1196030
Largest Losing Trade -21131 -19535 -21131 -2198133 -2198133 -1085714
Avg Bars in Trades 85 89 82 85 89 82
Avg Bars in Winners 113 113 113 113 113 113
Avg Bars in Losers 61 63 59 61 63 59
Bars Traded 14761 7673 7088 14761 7673 7088
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110745 -150368 -306146 283603 416674 -583815

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1542340800000,
    "first_datapoint_time": 1543564800000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758356968477,
    "expiration_time": 1764833904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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": [
        [
            829477.8240622882,
            727968.3211972514,
            101509.5028650369,
            8276278.022389468,
            11897819.674454996,
            -3621541.6520655253
        ],
        [
            829.477824,
            727.968321,
            101.509503,
            8276.278022,
            11897.819674,
            -3621.541652
        ],
        [
            0.331858,
            0.291246,
            0.040612,
            0.177312,
            0.191714,
            0
        ],
        [
            731.766891,
            731.766891,
            731.766891,
            731.766891,
            731.766891,
            731.766891
        ],
        [
            -79611,
            -65766,
            -86618,
            -5270936,
            -3456213,
            -6212669
        ],
        [
            2.391083,
            3.595938,
            1.321379,
            1.329415,
            1.989914,
            0.723655
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            47.093023,
            51.162791,
            43.023256,
            47.093023,
            51.162791,
            43.023256
        ],
        [
            2.686279,
            3.432487,
            1.749934,
            1.49354,
            1.899464,
            0.958354
        ],
        [
            267946,
            267946,
            53512,
            8289826,
            8289826,
            1196030
        ],
        [
            -21131,
            -19535,
            -21131,
            -2198133,
            -2198133,
            -1085714
        ],
        [
            85,
            89,
            82,
            85,
            89,
            82
        ],
        [
            113,
            113,
            113,
            113,
            113,
            113
        ],
        [
            61,
            63,
            59,
            61,
            63,
            59
        ],
        [
            14761,
            7673,
            7088,
            14761,
            7673,
            7088
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110745,
            -150368,
            -306146,
            283603,
            416674,
            -583815
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1542340800000,
    "first_datapoint_time": 1543564800000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758356968477,
    "expiration_time": 1764833904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 62,
            "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)