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Trade: XRP/USDT/240/T3/VWMA/9274

Strategy
XRP/USDT/240/T3/VWMA/9274
Pair
XRP_USDT
Interval
4h
Score
612235
Daily Profit
0.167378
Profit Factor
4.848842
Profitability
58.064516
Streak
84.434251
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-15 17:25
Expiration Time
2025-11-29 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 792805.3321 693637.7812 99167.5509 5122295.3829 6435459.2792 -1313163.8963
Total P&L (%) 792.8053 693.6378 99.1676 5122.2954 6435.4593 -1313.1639
Avg Daily Profit (%) 0.3172 0.2775 0.0397 0.1584 0.1674 0
Buy And Hold Return (%) 776.7282 776.7282 776.7282 776.7282 776.7282 776.7282
Max Trade Drawdown -130586 -25939 -120357 -1879659 -838871 -1935172
Profit Factor 3.4431 7.7871 1.4461 1.9975 4.8488 0.6208
Total Trades 62 31 31 62 31 31
Winning Trades 32 18 14 32 18 14
Losing Trades 30 13 17 30 13 17
Profitability (%) 51.6129 58.0645 45.1613 51.6129 58.0645 45.1613
Ratio Avg Win / Avg Loss 3.2279 5.624 1.756 1.8727 3.5019 0.7538
Largest Winning Trade 329489 329489 50651 4167245 4167245 440082
Largest Losing Trade -75996 -16584 -75996 -947413 -306892 -947413
Avg Bars in Trades 221 250 193 221 250 193
Avg Bars in Winners 285 294 274 285 294 274
Avg Bars in Losers 153 189 126 153 189 126
Bars Traded 13744 7756 5988 13744 7756 5988
Profit Streak 73.4343 84.4343 0 73.4343 84.4343 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -301446 -146985 -305514 -146525 612235 -582699

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541923200000,
    "first_datapoint_time": 1545436800000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757946319278,
    "expiration_time": 1764415872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 170,
            "offset": 0,
            "a": 0.79496
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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": [
        [
            792805.3321400455,
            693637.7812045959,
            99167.5509354495,
            5122295.382912952,
            6435459.279181675,
            -1313163.896268723
        ],
        [
            792.805332,
            693.637781,
            99.167551,
            5122.295383,
            6435.459279,
            -1313.163896
        ],
        [
            0.317207,
            0.277529,
            0.039678,
            0.158389,
            0.167378,
            0
        ],
        [
            776.728211,
            776.728211,
            776.728211,
            776.728211,
            776.728211,
            776.728211
        ],
        [
            -130586,
            -25939,
            -120357,
            -1879659,
            -838871,
            -1935172
        ],
        [
            3.443127,
            7.787097,
            1.446088,
            1.997503,
            4.848842,
            0.620809
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            51.612903,
            58.064516,
            45.16129,
            51.612903,
            58.064516,
            45.16129
        ],
        [
            3.227932,
            5.624015,
            1.755964,
            1.872659,
            3.501942,
            0.753839
        ],
        [
            329489,
            329489,
            50651,
            4167245,
            4167245,
            440082
        ],
        [
            -75996,
            -16584,
            -75996,
            -947413,
            -306892,
            -947413
        ],
        [
            221,
            250,
            193,
            221,
            250,
            193
        ],
        [
            285,
            294,
            274,
            285,
            294,
            274
        ],
        [
            153,
            189,
            126,
            153,
            189,
            126
        ],
        [
            13744,
            7756,
            5988,
            13744,
            7756,
            5988
        ],
        [
            73.434251,
            84.434251,
            0,
            73.434251,
            84.434251,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -301446,
            -146985,
            -305514,
            -146525,
            612235,
            -582699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541923200000,
    "first_datapoint_time": 1545436800000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757946319278,
    "expiration_time": 1764415872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 170,
            "offset": 0,
            "a": 0.79496
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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)