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Trade: XRP/USDT/360/ALMA/VWMA/3772

Strategy
XRP/USDT/360/ALMA/VWMA/3772
Pair
XRP_USDT
Interval
6h
Score
585340
Daily Profit
0.310738
Profit Factor
3.271006
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 08:59
Expiration Time
2025-11-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1208592.7343 965360.5006 243232.2337 149268194.7694 233547381.0732 -84279186.3038
Total P&L (%) 1208.5927 965.3605 243.2322 149268.1948 233547.3811 -84279.1863
Avg Daily Profit (%) 0.4834 0.3861 0.0973 0.2928 0.3107 0
Buy And Hold Return (%) 775.7348 775.7348 775.7348 775.7348 775.7348 775.7348
Max Trade Drawdown -98685 -46792 -62159 -197339746 -71015393 -134361405
Profit Factor 4.1897 5.8179 2.3623 1.5774 3.271 0.4587
Total Trades 99 49 50 99 49 50
Winning Trades 57 28 29 57 28 29
Losing Trades 42 21 21 42 21 21
Profitability (%) 57.5758 57.1429 58 57.5758 57.1429 58
Ratio Avg Win / Avg Loss 3.0871 4.3634 1.7107 1.1623 2.4533 0.3321
Largest Winning Trade 337619 337619 51834 218906767 218906767 10872196
Largest Losing Trade -40493 -25668 -40493 -114899280 -43339478 -114899280
Avg Bars in Trades 98 115 80 98 115 80
Avg Bars in Winners 118 137 99 118 137 99
Avg Bars in Losers 70 85 55 70 85 55
Bars Traded 9707 5659 4047 9707 5659 4047
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326560 -70682 -403378 426796 585340 -759796

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757397559808,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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": [
        [
            1208592.7343389362,
            965360.5006401599,
            243232.2336987759,
            149268194.76941663,
            233547381.07318142,
            -84279186.30376478
        ],
        [
            1208.592734,
            965.360501,
            243.232234,
            149268.194769,
            233547.381073,
            -84279.186304
        ],
        [
            0.483437,
            0.386144,
            0.097293,
            0.292788,
            0.310738,
            0
        ],
        [
            775.734751,
            775.734751,
            775.734751,
            775.734751,
            775.734751,
            775.734751
        ],
        [
            -98685,
            -46792,
            -62159,
            -197339746,
            -71015393,
            -134361405
        ],
        [
            4.189661,
            5.817901,
            2.362341,
            1.577379,
            3.271006,
            0.458668
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            57.575758,
            57.142857,
            58,
            57.575758,
            57.142857,
            58
        ],
        [
            3.087119,
            4.363425,
            1.710661,
            1.162279,
            2.453255,
            0.332139
        ],
        [
            337619,
            337619,
            51834,
            218906767,
            218906767,
            10872196
        ],
        [
            -40493,
            -25668,
            -40493,
            -114899280,
            -43339478,
            -114899280
        ],
        [
            98,
            115,
            80,
            98,
            115,
            80
        ],
        [
            118,
            137,
            99,
            118,
            137,
            99
        ],
        [
            70,
            85,
            55,
            70,
            85,
            55
        ],
        [
            9707,
            5659,
            4047,
            9707,
            5659,
            4047
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326560,
            -70682,
            -403378,
            426796,
            585340,
            -759796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757397559808,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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)