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Trade: XRP/USDT/240/VWAP/T3/7990

Strategy
XRP/USDT/240/VWAP/T3/7990
Pair
XRP_USDT
Interval
4h
Score
311225
Daily Profit
0.146063
Profit Factor
2.211488
Profitability
54.347826
Streak
22.519915
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-23 15:28
Expiration Time
2025-12-06 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -39993.7446 232317.9549 -272311.6995 3739565.4334 1014810.385 2724755.0484
Total P&L (%) -39.9937 232.318 -272.3117 3739.5654 1014.8104 2724.755
Avg Daily Profit (%) -0.016 0.093 -0.109 0.1461 0.0965 0.1338
Buy And Hold Return (%) 688.5047 688.5047 688.5047 688.5047 688.5047 688.5047
Max Trade Drawdown -320877 -54984 -370160 -1374016 -540332 -1014587
Profit Factor 0.9433 2.7435 0.5242 2.2115 2.048 2.2862
Total Trades 184 92 92 184 92 92
Winning Trades 160 82 78 100 50 50
Losing Trades 24 10 14 84 42 42
Profitability (%) 86.9565 89.1304 84.7826 54.3478 54.3478 54.3478
Ratio Avg Win / Avg Loss 0.1415 0.3346 0.0941 1.8577 1.7203 1.9204
Largest Winning Trade 31449 31449 19778 3164163 421068 3164163
Largest Losing Trade -320877 -49641 -320877 -908519 -271268 -908519
Avg Bars in Trades 80 83 76 80 83 76
Avg Bars in Winners 42 50 34 63 61 65
Avg Bars in Losers 328 355 309 99 109 89
Bars Traded 14758 7713 7045 14758 7713 7045
Profit Streak 22.5199 137.5199 22.5199 22.5199 137.5199 22.5199
Trades During Streak 6 7 3 6 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573377 -225965 -574988 311225 -76396 -10222
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1545897600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758630520656,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 233,
            "offset": 0,
            "a": 0.17769
        }
    }
}
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": [
        [
            -39993.7446016987,
            232317.9549128785,
            -272311.6995145772,
            3739565.4334048578,
            1014810.3850087323,
            2724755.048396126
        ],
        [
            -39.993745,
            232.317955,
            -272.3117,
            3739.565433,
            1014.810385,
            2724.755048
        ],
        [
            -0.016002,
            0.092952,
            -0.108954,
            0.146063,
            0.096523,
            0.133765
        ],
        [
            688.504727,
            688.504727,
            688.504727,
            688.504727,
            688.504727,
            688.504727
        ],
        [
            -320877,
            -54984,
            -370160,
            -1374016,
            -540332,
            -1014587
        ],
        [
            0.943315,
            2.743504,
            0.524173,
            2.211488,
            2.047986,
            2.286226
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            160,
            82,
            78,
            100,
            50,
            50
        ],
        [
            24,
            10,
            14,
            84,
            42,
            42
        ],
        [
            86.956522,
            89.130435,
            84.782609,
            54.347826,
            54.347826,
            54.347826
        ],
        [
            0.141497,
            0.334574,
            0.094082,
            1.85765,
            1.720308,
            1.92043
        ],
        [
            31449,
            31449,
            19778,
            3164163,
            421068,
            3164163
        ],
        [
            -320877,
            -49641,
            -320877,
            -908519,
            -271268,
            -908519
        ],
        [
            80,
            83,
            76,
            80,
            83,
            76
        ],
        [
            42,
            50,
            34,
            63,
            61,
            65
        ],
        [
            328,
            355,
            309,
            99,
            109,
            89
        ],
        [
            14758,
            7713,
            7045,
            14758,
            7713,
            7045
        ],
        [
            22.519915,
            137.519915,
            22.519915,
            22.519915,
            137.519915,
            22.519915
        ],
        [
            6,
            7,
            3,
            6,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573377,
            -225965,
            -574988,
            311225,
            -76396,
            -10222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1545897600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758630520656,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 233,
            "offset": 0,
            "a": 0.17769
        }
    }
}

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)