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Trade: XRP/USDT/360/ALMA/VWMA/6600

Strategy
XRP/USDT/360/ALMA/VWMA/6600
Pair
XRP_USDT
Interval
6h
Score
494837
Daily Profit
0.279711
Profit Factor
2.074844
Profitability
56.190476
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-14 01:48
Expiration Time
2025-11-27 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1108367.3092 876837.1927 231530.1165 107714957.8884 120621418.2068 -12906460.3185
Total P&L (%) 1108.3673 876.8372 231.5301 107714.9579 120621.4182 -12906.4603
Avg Daily Profit (%) 0.4433 0.3507 0.0926 0.2797 0.2842 0
Buy And Hold Return (%) 785.4999 785.4999 785.4999 785.4999 785.4999 785.4999
Max Trade Drawdown -64542 -72464 -36609 -65608464 -28550321 -40721945
Profit Factor 3.904 5.243 2.3229 2.0748 3.8126 0.7749
Total Trades 105 52 53 105 52 53
Winning Trades 59 31 28 59 31 28
Losing Trades 46 21 25 46 21 25
Profitability (%) 56.1905 59.6154 52.8302 56.1905 59.6154 52.8302
Ratio Avg Win / Avg Loss 3.0438 3.5517 2.074 1.6177 2.5828 0.6918
Largest Winning Trade 325725 325725 41394 96989046 96989046 10275515
Largest Losing Trade -30818 -29069 -30818 -39067270 -28550321 -39067270
Avg Bars in Trades 92 111 73 92 111 73
Avg Bars in Winners 114 128 98 114 128 98
Avg Bars in Losers 64 87 44 64 87 44
Bars Traded 9697 5822 3875 9697 5822 3875
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 -19709 -291111 -410366 494837 -163126 -760466

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541786400000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1757786400000,
    "evaluation_time": 1757803700591,
    "expiration_time": 1764266400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 220,
            "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": [
        [
            1108367.3091743852,
            876837.1926932734,
            231530.1164811109,
            107714957.88836925,
            120621418.20683032,
            -12906460.318461075
        ],
        [
            1108.367309,
            876.837193,
            231.530116,
            107714.957888,
            120621.418207,
            -12906.460318
        ],
        [
            0.443347,
            0.350735,
            0.092612,
            0.279711,
            0.284246,
            0
        ],
        [
            785.499872,
            785.499872,
            785.499872,
            785.499872,
            785.499872,
            785.499872
        ],
        [
            -64542,
            -72464,
            -36609,
            -65608464,
            -28550321,
            -40721945
        ],
        [
            3.903984,
            5.243028,
            2.322896,
            2.074844,
            3.812645,
            0.774871
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            56.190476,
            59.615385,
            52.830189,
            56.190476,
            59.615385,
            52.830189
        ],
        [
            3.043784,
            3.551729,
            2.074014,
            1.617675,
            2.582759,
            0.691849
        ],
        [
            325725,
            325725,
            41394,
            96989046,
            96989046,
            10275515
        ],
        [
            -30818,
            -29069,
            -30818,
            -39067270,
            -28550321,
            -39067270
        ],
        [
            92,
            111,
            73,
            92,
            111,
            73
        ],
        [
            114,
            128,
            98,
            114,
            128,
            98
        ],
        [
            64,
            87,
            44,
            64,
            87,
            44
        ],
        [
            9697,
            5822,
            3875,
            9697,
            5822,
            3875
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19709,
            -291111,
            -410366,
            494837,
            -163126,
            -760466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541786400000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1757786400000,
    "evaluation_time": 1757803700591,
    "expiration_time": 1764266400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 220,
            "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)