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Trade: XRP/USDT/360/ALMA/VWMA/5804

Strategy
XRP/USDT/360/ALMA/VWMA/5804
Pair
XRP_USDT
Interval
6h
Score
600855
Daily Profit
0.233170
Profit Factor
3.784008
Profitability
53.488372
Streak
149.402207
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 00:39
Expiration Time
2025-11-21 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 970920.3464 821614.2545 149306.0919 21050799.9017 33680707.2452 -12629907.3435
Total P&L (%) 970.9203 821.6143 149.3061 21050.7999 33680.7072 -12629.9073
Avg Daily Profit (%) 0.3884 0.3286 0.0597 0.2144 0.2332 0
Buy And Hold Return (%) 716.3062 716.3062 716.3062 716.3062 716.3062 716.3062
Max Trade Drawdown -82859 -35822 -80724 -19643371 -5817552 -20750404
Profit Factor 3.3237 5.693 1.615 1.5418 3.784 0.5279
Total Trades 86 43 43 86 43 43
Winning Trades 49 23 26 49 23 26
Losing Trades 37 20 17 37 20 17
Profitability (%) 56.9767 53.4884 60.4651 56.9767 53.4884 60.4651
Ratio Avg Win / Avg Loss 2.5097 4.9504 1.056 1.1642 3.2904 0.3452
Largest Winning Trade 320500 320500 48674 23493182 23493182 1776582
Largest Losing Trade -51172 -25694 -51172 -13448306 -4464341 -13448306
Avg Bars in Trades 111 131 90 111 131 90
Avg Bars in Winners 130 157 106 130 157 106
Avg Bars in Losers 86 102 66 86 102 66
Bars Traded 9576 5675 3901 9576 5675 3901
Profit Streak 136.9022 149.4022 136.9022 136.9022 149.4022 136.9022
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36704 -101133 -275031 439478 600855 -578800

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1546322400000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757281150688,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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": [
        [
            970920.3464307669,
            821614.2545005062,
            149306.0919302606,
            21050799.901703633,
            33680707.2452255,
            -12629907.343521865
        ],
        [
            970.920346,
            821.614255,
            149.306092,
            21050.799902,
            33680.707245,
            -12629.907344
        ],
        [
            0.388368,
            0.328646,
            0.059722,
            0.2144,
            0.23317,
            0
        ],
        [
            716.306232,
            716.306232,
            716.306232,
            716.306232,
            716.306232,
            716.306232
        ],
        [
            -82859,
            -35822,
            -80724,
            -19643371,
            -5817552,
            -20750404
        ],
        [
            3.323691,
            5.692996,
            1.615028,
            1.54183,
            3.784008,
            0.527914
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            56.976744,
            53.488372,
            60.465116,
            56.976744,
            53.488372,
            60.465116
        ],
        [
            2.509726,
            4.950431,
            1.05598,
            1.164239,
            3.290442,
            0.345175
        ],
        [
            320500,
            320500,
            48674,
            23493182,
            23493182,
            1776582
        ],
        [
            -51172,
            -25694,
            -51172,
            -13448306,
            -4464341,
            -13448306
        ],
        [
            111,
            131,
            90,
            111,
            131,
            90
        ],
        [
            130,
            157,
            106,
            130,
            157,
            106
        ],
        [
            86,
            102,
            66,
            86,
            102,
            66
        ],
        [
            9576,
            5675,
            3901,
            9576,
            5675,
            3901
        ],
        [
            136.902207,
            149.402207,
            136.902207,
            136.902207,
            149.402207,
            136.902207
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36704,
            -101133,
            -275031,
            439478,
            600855,
            -578800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1546322400000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757281150688,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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)