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Trade: XRP/USDT/360/BBL/VWAP/4254

Strategy
XRP/USDT/360/BBL/VWAP/4254
Pair
XRP_USDT
Interval
6h
Score
652530
Daily Profit
0.237569
Profit Factor
3.861314
Profitability
64.102564
Streak
99.895446
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 06:29
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 1020126.7139 868766.5937 151360.1202 22219098.0549 37597957.4305 -15378859.3756
Total P&L (%) 1020.1267 868.7666 151.3601 22219.0981 37597.9574 -15378.8594
Avg Daily Profit (%) 0.4081 0.3475 0.0605 0.2166 0.2376 0
Buy And Hold Return (%) 724.0967 724.0967 724.0967 724.0967 724.0967 724.0967
Max Trade Drawdown -91587 -71000 -56268 -31299832 -7721028 -23701593
Profit Factor 4.8208 5.9529 2.6525 1.5858 3.8613 0.3796
Total Trades 79 39 40 79 39 40
Winning Trades 50 25 25 50 25 25
Losing Trades 29 14 15 29 14 15
Profitability (%) 63.2911 64.1026 62.5 63.2911 64.1026 62.5
Ratio Avg Win / Avg Loss 2.796 3.3336 1.5915 0.9198 2.1623 0.2278
Largest Winning Trade 309153 309153 54931 33576638 33576638 2961056
Largest Losing Trade -56677 -56677 -52056 -23132756 -7721028 -23132756
Avg Bars in Trades 119 218 22 119 218 22
Avg Bars in Winners 95 161 29 95 161 29
Avg Bars in Losers 160 320 11 160 320 11
Bars Traded 9415 8517 898 9415 8517 898
Profit Streak 97.6454 99.8954 97.6454 97.6454 99.8954 97.6454
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49426 -83020 -270313 -19975 652530 -578291

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757388566555,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 4.24667
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 220
        }
    }
}
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": [
        [
            1020126.7139072253,
            868766.5937208111,
            151360.1201864142,
            22219098.05489628,
            37597957.4304927,
            -15378859.375596413
        ],
        [
            1020.126714,
            868.766594,
            151.36012,
            22219.098055,
            37597.95743,
            -15378.859376
        ],
        [
            0.408051,
            0.347507,
            0.060544,
            0.216555,
            0.237569,
            0
        ],
        [
            724.096656,
            724.096656,
            724.096656,
            724.096656,
            724.096656,
            724.096656
        ],
        [
            -91587,
            -71000,
            -56268,
            -31299832,
            -7721028,
            -23701593
        ],
        [
            4.820751,
            5.952938,
            2.652546,
            1.585808,
            3.861314,
            0.379606
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            63.291139,
            64.102564,
            62.5,
            63.291139,
            64.102564,
            62.5
        ],
        [
            2.796036,
            3.333645,
            1.591528,
            0.919769,
            2.162336,
            0.227764
        ],
        [
            309153,
            309153,
            54931,
            33576638,
            33576638,
            2961056
        ],
        [
            -56677,
            -56677,
            -52056,
            -23132756,
            -7721028,
            -23132756
        ],
        [
            119,
            218,
            22,
            119,
            218,
            22
        ],
        [
            95,
            161,
            29,
            95,
            161,
            29
        ],
        [
            160,
            320,
            11,
            160,
            320,
            11
        ],
        [
            9415,
            8517,
            898,
            9415,
            8517,
            898
        ],
        [
            97.645446,
            99.895446,
            97.645446,
            97.645446,
            99.895446,
            97.645446
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49426,
            -83020,
            -270313,
            -19975,
            652530,
            -578291
        ]
    ]
}
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": 1546128000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757388566555,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 4.24667
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 220
        }
    }
}

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)