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Trade: XRP/USDT/3/VWAP/RMA/6232

Strategy
XRP/USDT/3/VWAP/RMA/6232
Pair
XRP_USDT
Interval
3m
Score
358419
Daily Profit
0.672542
Profit Factor
1.559096
Profitability
55.474453
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-08 10:15
Expiration Time
2025-11-22 09:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 35025.9794 8498.0826 26527.8968 39090.5225 9229.4757 29861.0468
Total P&L (%) 35.026 8.4981 26.5279 39.0905 9.2295 29.861
Avg Daily Profit (%) 0.6725 0.1632 0.5094 0.6356 0.1697 0.503
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -10102 -8418 -8056 -14629 -12289 -9531
Profit Factor 1.5591 1.2656 1.8653 1.4972 1.2279 1.7831
Total Trades 137 69 68 137 69 68
Winning Trades 76 37 39 76 37 39
Losing Trades 61 32 29 61 32 29
Profitability (%) 55.4745 53.6232 57.3529 55.4745 53.6232 57.3529
Ratio Avg Win / Avg Loss 1.2514 1.0946 1.387 1.2017 1.062 1.3259
Largest Winning Trade 6448 5513 6448 7745 6821 7745
Largest Losing Trade -4770 -4770 -4264 -7030 -7030 -6093
Avg Bars in Trades 174 187 160 174 187 160
Avg Bars in Winners 154 148 160 154 148 160
Avg Bars in Losers 198 233 161 198 233 161
Bars Traded 23866 12951 10915 23866 12951 10915
Profit Streak 0 0 3.3025 0 0 3.3025
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358419 -261587 -101594 336425 -262040 -101788

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1752815880000,
    "first_datapoint_time": 1752839460000,
    "last_datapoint_time": 1757315700000,
    "evaluation_time": 1757315733771,
    "expiration_time": 1763795700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 132,
            "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": [
        [
            35025.9793753923,
            8498.0825878225,
            26527.8967875699,
            39090.5225052439,
            9229.475685365,
            29861.0468198789
        ],
        [
            35.025979,
            8.498083,
            26.527897,
            39.090523,
            9.229476,
            29.861047
        ],
        [
            0.672542,
            0.163174,
            0.509368,
            0.635565,
            0.169654,
            0.502979
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -10102,
            -8418,
            -8056,
            -14629,
            -12289,
            -9531
        ],
        [
            1.559096,
            1.265638,
            1.865331,
            1.497168,
            1.227924,
            1.78308
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            55.474453,
            53.623188,
            57.352941,
            55.474453,
            53.623188,
            57.352941
        ],
        [
            1.25138,
            1.094606,
            1.387041,
            1.201674,
            1.061989,
            1.32588
        ],
        [
            6448,
            5513,
            6448,
            7745,
            6821,
            7745
        ],
        [
            -4770,
            -4770,
            -4264,
            -7030,
            -7030,
            -6093
        ],
        [
            174,
            187,
            160,
            174,
            187,
            160
        ],
        [
            154,
            148,
            160,
            154,
            148,
            160
        ],
        [
            198,
            233,
            161,
            198,
            233,
            161
        ],
        [
            23866,
            12951,
            10915,
            23866,
            12951,
            10915
        ],
        [
            0,
            0,
            3.302474,
            0,
            0,
            3.302474
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358419,
            -261587,
            -101594,
            336425,
            -262040,
            -101788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1752815880000,
    "first_datapoint_time": 1752839460000,
    "last_datapoint_time": 1757315700000,
    "evaluation_time": 1757315733771,
    "expiration_time": 1763795700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 132,
            "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)