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Trade: XRP/USDT/240/VWAP/HWMA/7902

Strategy
XRP/USDT/240/VWAP/HWMA/7902
Pair
XRP_USDT
Interval
4h
Score
430012
Daily Profit
0.151498
Profit Factor
1.215726
Profitability
41.059603
Streak
16.044884
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-16 20:04
Expiration Time
2025-11-30 17:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 681677.2197 583579.1277 98098.0919 4296187.9555 5003582.4889 -707394.5334
Total P&L (%) 681.6772 583.5791 98.0981 4296.188 5003.5825 -707.3945
Avg Daily Profit (%) 0.2728 0.2335 0.0393 0.1515 0.1575 0
Buy And Hold Return (%) 475.0637 475.0637 475.0637 475.0637 475.0637 475.0637
Max Trade Drawdown -191643 -140172 -137721 -1763051 -1304761 -1783193
Profit Factor 1.3169 1.5362 1.0923 1.2157 1.4941 0.9277
Total Trades 1208 604 604 1208 604 604
Winning Trades 496 250 246 496 250 246
Losing Trades 712 354 358 712 354 358
Profitability (%) 41.0596 41.3907 40.7285 41.0596 41.3907 40.7285
Ratio Avg Win / Avg Loss 1.8904 2.1753 1.5896 1.7452 2.1156 1.3501
Largest Winning Trade 85944 85944 44764 1969951 1969951 919249
Largest Losing Trade -22543 -21848 -22543 -589939 -589939 -455296
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 17 16 17 17 16 17
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 14899 7466 7433 14899 7466 7433
Profit Streak 16.0449 0 21.0449 16.0449 0 21.0449
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16870 -84220 -423813 430012 345059 -578784

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542038400000,
    "first_datapoint_time": 1542096000000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758042278018,
    "expiration_time": 1764516240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.00491,
            "nc": 0.1
        }
    }
}
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": [
        [
            681677.2196535795,
            583579.1277434527,
            98098.0919101265,
            4296187.95546579,
            5003582.488893949,
            -707394.5334281633
        ],
        [
            681.67722,
            583.579128,
            98.098092,
            4296.187955,
            5003.582489,
            -707.394533
        ],
        [
            0.272761,
            0.233509,
            0.039252,
            0.151498,
            0.157477,
            0
        ],
        [
            475.063661,
            475.063661,
            475.063661,
            475.063661,
            475.063661,
            475.063661
        ],
        [
            -191643,
            -140172,
            -137721,
            -1763051,
            -1304761,
            -1783193
        ],
        [
            1.316883,
            1.53622,
            1.092295,
            1.215726,
            1.494057,
            0.927724
        ],
        [
            1208,
            604,
            604,
            1208,
            604,
            604
        ],
        [
            496,
            250,
            246,
            496,
            250,
            246
        ],
        [
            712,
            354,
            358,
            712,
            354,
            358
        ],
        [
            41.059603,
            41.390728,
            40.728477,
            41.059603,
            41.390728,
            40.728477
        ],
        [
            1.890365,
            2.175288,
            1.5896,
            1.745156,
            2.115584,
            1.350103
        ],
        [
            85944,
            85944,
            44764,
            1969951,
            1969951,
            919249
        ],
        [
            -22543,
            -21848,
            -22543,
            -589939,
            -589939,
            -455296
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            17,
            16,
            17,
            17,
            16,
            17
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            14899,
            7466,
            7433,
            14899,
            7466,
            7433
        ],
        [
            16.044884,
            0,
            21.044884,
            16.044884,
            0,
            21.044884
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16870,
            -84220,
            -423813,
            430012,
            345059,
            -578784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542038400000,
    "first_datapoint_time": 1542096000000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758042278018,
    "expiration_time": 1764516240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 4
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.00491,
            "nc": 0.1
        }
    }
}

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)