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Trade: XRP/USDT/30/VWMA/KCB/4095

Strategy
XRP/USDT/30/VWMA/KCB/4095
Pair
XRP_USDT
Interval
30m
Score
355893
Daily Profit
0.448749
Profit Factor
2.370128
Profitability
51.041667
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-08 16:54
Expiration Time
2025-11-22 15:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284995.9198 266133.3394 18862.5804 619414.7628 929842.7857 -310428.023
Total P&L (%) 284.9959 266.1333 18.8626 619.4148 929.8428 -310.428
Avg Daily Profit (%) 0.5472 0.511 0.0362 0.3796 0.4487 0
Buy And Hold Return (%) 383.5605 383.5605 383.5605 383.5605 383.5605 383.5605
Max Trade Drawdown -61797 -21659 -111498 -386802 -125118 -612543
Profit Factor 1.7552 2.9716 1.0778 1.2939 2.3701 0.7827
Total Trades 191 96 95 191 96 95
Winning Trades 95 49 46 95 49 46
Losing Trades 96 47 49 96 47 49
Profitability (%) 49.7382 51.0417 48.4211 49.7382 51.0417 48.4211
Ratio Avg Win / Avg Loss 1.7736 2.8503 1.1481 1.3075 2.2734 0.8338
Largest Winning Trade 54900 54900 26410 150958 150958 123991
Largest Losing Trade -42290 -8358 -42290 -242366 -62266 -242366
Avg Bars in Trades 128 121 135 128 121 135
Avg Bars in Winners 152 136 168 152 136 168
Avg Bars in Losers 105 106 104 105 106 104
Bars Traded 24584 11693 12891 24584 11693 12891
Profit Streak 0 0 11.0168 0 0 11.0168
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151532 -150555 -446072 17733 355893 -581620

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712340000000,
    "first_datapoint_time": 1712784600000,
    "last_datapoint_time": 1757338200000,
    "evaluation_time": 1757339651871,
    "expiration_time": 1763818200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            284995.9197755461,
            266133.339352945,
            18862.580422601,
            619414.7627779467,
            929842.7857484568,
            -310428.0229705101
        ],
        [
            284.99592,
            266.133339,
            18.86258,
            619.414763,
            929.842786,
            -310.428023
        ],
        [
            0.547196,
            0.510979,
            0.036216,
            0.379588,
            0.448749,
            0
        ],
        [
            383.560532,
            383.560532,
            383.560532,
            383.560532,
            383.560532,
            383.560532
        ],
        [
            -61797,
            -21659,
            -111498,
            -386802,
            -125118,
            -612543
        ],
        [
            1.755159,
            2.971556,
            1.077812,
            1.293905,
            2.370128,
            0.782747
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            95,
            49,
            46,
            95,
            49,
            46
        ],
        [
            96,
            47,
            49,
            96,
            47,
            49
        ],
        [
            49.73822,
            51.041667,
            48.421053,
            49.73822,
            51.041667,
            48.421053
        ],
        [
            1.773634,
            2.850268,
            1.148104,
            1.307525,
            2.273388,
            0.833796
        ],
        [
            54900,
            54900,
            26410,
            150958,
            150958,
            123991
        ],
        [
            -42290,
            -8358,
            -42290,
            -242366,
            -62266,
            -242366
        ],
        [
            128,
            121,
            135,
            128,
            121,
            135
        ],
        [
            152,
            136,
            168,
            152,
            136,
            168
        ],
        [
            105,
            106,
            104,
            105,
            106,
            104
        ],
        [
            24584,
            11693,
            12891,
            24584,
            11693,
            12891
        ],
        [
            0,
            0,
            11.016804,
            0,
            0,
            11.016804
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151532,
            -150555,
            -446072,
            17733,
            355893,
            -581620
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712340000000,
    "first_datapoint_time": 1712784600000,
    "last_datapoint_time": 1757338200000,
    "evaluation_time": 1757339651871,
    "expiration_time": 1763818200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)