← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XRP/USDT/240/SSF/VWMA/5745

Strategy
XRP/USDT/240/SSF/VWMA/5745
Pair
XRP_USDT
Interval
4h
Score
347098
Daily Profit
0.148483
Profit Factor
1.868800
Profitability
47.031963
Streak
15.759410
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-14 01:13
Expiration Time
2025-11-27 21:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 680385.9947 625727.9852 54658.0094 502461.2867 3977544.2691 -3475082.9824
Total P&L (%) 680.386 625.728 54.658 502.4613 3977.5443 -3475.083
Avg Daily Profit (%) 0.2722 0.2504 0.0219 0.0719 0.1485 0
Buy And Hold Return (%) 527.024 527.024 527.024 527.024 527.024 527.024
Max Trade Drawdown -120751 -91236 -105706 -3910553 -522053 -4267373
Profit Factor 1.5049 1.9319 1.0808 1.0397 1.8688 0.5705
Total Trades 438 219 219 438 219 219
Winning Trades 221 103 118 221 103 118
Losing Trades 217 116 101 217 116 101
Profitability (%) 50.4566 47.032 53.8813 50.4566 47.032 53.8813
Ratio Avg Win / Avg Loss 1.4776 2.1758 0.9251 1.0208 2.1047 0.4883
Largest Winning Trade 124046 124046 48213 2271331 2271331 256001
Largest Losing Trade -93044 -24562 -93044 -3910013 -241388 -3910013
Avg Bars in Trades 33 39 28 33 39 28
Avg Bars in Winners 39 46 33 39 46 33
Avg Bars in Losers 28 33 22 28 33 22
Bars Traded 14886 8624 6262 14886 8624 6262
Profit Streak 15.7594 15.7594 26.2594 15.7594 15.7594 26.2594
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61365 -94867 -460313 -435331 347098 -578388

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541793600000,
    "first_datapoint_time": 1542672000000,
    "last_datapoint_time": 1757793600000,
    "evaluation_time": 1757801612997,
    "expiration_time": 1764271440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "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": [
        [
            680385.994682733,
            625727.9852346869,
            54658.009448046,
            502461.2867270316,
            3977544.269108402,
            -3475082.9823813713
        ],
        [
            680.385995,
            625.727985,
            54.658009,
            502.461287,
            3977.544269,
            -3475.082982
        ],
        [
            0.272245,
            0.250374,
            0.02187,
            0.071884,
            0.148483,
            0
        ],
        [
            527.023987,
            527.023987,
            527.023987,
            527.023987,
            527.023987,
            527.023987
        ],
        [
            -120751,
            -91236,
            -105706,
            -3910553,
            -522053,
            -4267373
        ],
        [
            1.504876,
            1.931928,
            1.080832,
            1.039662,
            1.8688,
            0.570475
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            221,
            103,
            118,
            221,
            103,
            118
        ],
        [
            217,
            116,
            101,
            217,
            116,
            101
        ],
        [
            50.456621,
            47.031963,
            53.881279,
            50.456621,
            47.031963,
            53.881279
        ],
        [
            1.477638,
            2.175764,
            0.925119,
            1.020844,
            2.104668,
            0.488288
        ],
        [
            124046,
            124046,
            48213,
            2271331,
            2271331,
            256001
        ],
        [
            -93044,
            -24562,
            -93044,
            -3910013,
            -241388,
            -3910013
        ],
        [
            33,
            39,
            28,
            33,
            39,
            28
        ],
        [
            39,
            46,
            33,
            39,
            46,
            33
        ],
        [
            28,
            33,
            22,
            28,
            33,
            22
        ],
        [
            14886,
            8624,
            6262,
            14886,
            8624,
            6262
        ],
        [
            15.75941,
            15.75941,
            26.25941,
            15.75941,
            15.75941,
            26.25941
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61365,
            -94867,
            -460313,
            -435331,
            347098,
            -578388
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541793600000,
    "first_datapoint_time": 1542672000000,
    "last_datapoint_time": 1757793600000,
    "evaluation_time": 1757801612997,
    "expiration_time": 1764271440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 61,
            "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)