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Trade: XRP/USDT/30/VWMA/RMA/1430

Strategy
XRP/USDT/30/VWMA/RMA/1430
Pair
XRP_USDT
Interval
30m
Score
321047
Daily Profit
0.432322
Profit Factor
1.988778
Profitability
50.000000
Streak
8.976571
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-08 01:56
Expiration Time
2025-11-22 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261310.6997 246726.5519 14584.1478 474494.2044 845751.8996 -371257.6952
Total P&L (%) 261.3107 246.7266 14.5841 474.4942 845.7519 -371.2577
Avg Daily Profit (%) 0.5017 0.4737 0.028 0.3362 0.4323 0
Buy And Hold Return (%) 362.6609 362.6609 362.6609 362.6609 362.6609 362.6609
Max Trade Drawdown -52057 -23504 -103433 -411429 -161675 -605517
Profit Factor 1.6673 2.6159 1.061 1.2042 1.9888 0.7472
Total Trades 184 92 92 184 92 92
Winning Trades 95 46 49 95 46 49
Losing Trades 89 46 43 89 46 43
Profitability (%) 51.6304 50 53.2609 51.6304 50 53.2609
Ratio Avg Win / Avg Loss 1.562 2.6159 0.9311 1.1281 1.9888 0.6557
Largest Winning Trade 56360 56360 24740 165445 165445 90882
Largest Losing Trade -40782 -16483 -40782 -266161 -80007 -266161
Avg Bars in Trades 134 129 139 134 129 139
Avg Bars in Winners 155 168 143 155 168 143
Avg Bars in Losers 111 89 135 111 89 135
Bars Traded 24690 11873 12817 24690 11873 12817
Profit Streak 8.9766 8.9766 10.6849 8.9766 8.9766 10.6849
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150697 -151037 -476099 -59834 321047 -580584

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712286000000,
    "first_datapoint_time": 1712683800000,
    "last_datapoint_time": 1757284200000,
    "evaluation_time": 1757285775702,
    "expiration_time": 1763764200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 99,
            "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": [
        [
            261310.6997366869,
            246726.551911719,
            14584.1478249683,
            474494.2043923051,
            845751.8996330537,
            -371257.6952407483
        ],
        [
            261.3107,
            246.726552,
            14.584148,
            474.494204,
            845.7519,
            -371.257695
        ],
        [
            0.50172,
            0.473718,
            0.028002,
            0.336244,
            0.432322,
            0
        ],
        [
            362.660875,
            362.660875,
            362.660875,
            362.660875,
            362.660875,
            362.660875
        ],
        [
            -52057,
            -23504,
            -103433,
            -411429,
            -161675,
            -605517
        ],
        [
            1.6673,
            2.615915,
            1.061045,
            1.204156,
            1.988778,
            0.747242
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            95,
            46,
            49,
            95,
            46,
            49
        ],
        [
            89,
            46,
            43,
            89,
            46,
            43
        ],
        [
            51.630435,
            50,
            53.26087,
            51.630435,
            50,
            53.26087
        ],
        [
            1.561996,
            2.615915,
            0.931121,
            1.128104,
            1.988778,
            0.655743
        ],
        [
            56360,
            56360,
            24740,
            165445,
            165445,
            90882
        ],
        [
            -40782,
            -16483,
            -40782,
            -266161,
            -80007,
            -266161
        ],
        [
            134,
            129,
            139,
            134,
            129,
            139
        ],
        [
            155,
            168,
            143,
            155,
            168,
            143
        ],
        [
            111,
            89,
            135,
            111,
            89,
            135
        ],
        [
            24690,
            11873,
            12817,
            24690,
            11873,
            12817
        ],
        [
            8.97657,
            8.97657,
            10.684904,
            8.976571,
            8.976571,
            10.684904
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150697,
            -151037,
            -476099,
            -59834,
            321047,
            -580584
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1712286000000,
    "first_datapoint_time": 1712683800000,
    "last_datapoint_time": 1757284200000,
    "evaluation_time": 1757285775702,
    "expiration_time": 1763764200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 99,
            "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)