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Trade: XRP/USDT/360/BBM/VWMA/9414

Strategy
XRP/USDT/360/BBM/VWMA/9414
Pair
XRP_USDT
Interval
6h
Score
719698
Daily Profit
0.202948
Profit Factor
8.675011
Profitability
65.217391
Streak
239.744306
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 14:51
Expiration Time
2025-12-05 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 928926.2226 787672.6364 141253.5862 16583347.0812 15794357.4537 788989.6276
Total P&L (%) 928.9262 787.6726 141.2536 16583.3471 15794.3575 788.9896
Avg Daily Profit (%) 0.3716 0.3151 0.0565 0.2049 0.2029 0.0874
Buy And Hold Return (%) 720.6564 720.6564 720.6564 720.6564 720.6564 720.6564
Max Trade Drawdown -91597 -88503 -36715 -3863356 -747497 -3881931
Profit Factor 3.2983 4.2541 1.8713 3.3453 8.675 1.1574
Total Trades 93 46 47 93 46 47
Winning Trades 57 30 27 57 30 27
Losing Trades 36 16 20 36 16 20
Profitability (%) 61.2903 65.2174 57.4468 61.2903 65.2174 57.4468
Ratio Avg Win / Avg Loss 2.0831 2.2688 1.3861 2.1128 4.6267 0.8573
Largest Winning Trade 342347 342347 31132 8911472 8911472 1950283
Largest Losing Trade -36159 -36159 -31870 -3669776 -297001 -3669776
Avg Bars in Trades 103 139 68 103 139 68
Avg Bars in Winners 110 147 69 110 147 69
Avg Bars in Losers 92 125 66 92 125 66
Bars Traded 9637 6432 3205 9637 6432 3205
Profit Streak 0 239.7443 0 0 239.7443 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58345 -117176 -279762 582753 719698 -260102

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542434400000,
    "first_datapoint_time": 1546776000000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758455508011,
    "expiration_time": 1764914400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 143,
            "offset": 0,
            "std": 2.2561
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "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": [
        [
            928926.2226362489,
            787672.6363916706,
            141253.5862445787,
            16583347.081214463,
            15794357.453663982,
            788989.6275504826
        ],
        [
            928.926223,
            787.672636,
            141.253586,
            16583.347081,
            15794.357454,
            788.989628
        ],
        [
            0.37157,
            0.315069,
            0.056501,
            0.204889,
            0.202948,
            0.087435
        ],
        [
            720.656371,
            720.656371,
            720.656371,
            720.656371,
            720.656371,
            720.656371
        ],
        [
            -91597,
            -88503,
            -36715,
            -3863356,
            -747497,
            -3881931
        ],
        [
            3.298317,
            4.254079,
            1.871292,
            3.345341,
            8.675011,
            1.157393
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            61.290323,
            65.217391,
            57.446809,
            61.290323,
            65.217391,
            57.446809
        ],
        [
            2.083147,
            2.268842,
            1.386142,
            2.112847,
            4.626673,
            0.857328
        ],
        [
            342347,
            342347,
            31132,
            8911472,
            8911472,
            1950283
        ],
        [
            -36159,
            -36159,
            -31870,
            -3669776,
            -297001,
            -3669776
        ],
        [
            103,
            139,
            68,
            103,
            139,
            68
        ],
        [
            110,
            147,
            69,
            110,
            147,
            69
        ],
        [
            92,
            125,
            66,
            92,
            125,
            66
        ],
        [
            9637,
            6432,
            3205,
            9637,
            6432,
            3205
        ],
        [
            0,
            239.744306,
            0,
            0,
            239.744306,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58345,
            -117176,
            -279762,
            582753,
            719698,
            -260102
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542434400000,
    "first_datapoint_time": 1546776000000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758455508011,
    "expiration_time": 1764914400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 143,
            "offset": 0,
            "std": 2.2561
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 202,
            "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)