← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XRP/USDT/360/LINREG/VWMA/1003

Strategy
XRP/USDT/360/LINREG/VWMA/1003
Pair
XRP_USDT
Interval
6h
Score
541388
Daily Profit
0.257926
Profit Factor
2.783982
Profitability
51.020408
Streak
154.626672
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 00:02
Expiration Time
2025-11-22 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029201.6436 858821.07 170380.5737 24860970.5325 62530494.6613 -37669524.1289
Total P&L (%) 1029.2016 858.8211 170.3806 24860.9705 62530.4947 -37669.5241
Avg Daily Profit (%) 0.4117 0.3435 0.0682 0.221 0.2579 0
Buy And Hold Return (%) 702.7581 702.7581 702.7581 702.7581 702.7581 702.7581
Max Trade Drawdown -119512 -49507 -112450 -53520551 -15492900 -58830404
Profit Factor 3.0993 4.8679 1.6352 1.2275 2.784 0.4925
Total Trades 99 49 50 99 49 50
Winning Trades 58 25 33 58 25 33
Losing Trades 41 24 17 41 24 17
Profitability (%) 58.5859 51.0204 66 58.5859 51.0204 66
Ratio Avg Win / Avg Loss 2.1909 4.6732 0.8424 0.8677 2.6726 0.2537
Largest Winning Trade 331637 331637 44843 52334267 52334267 4428604
Largest Losing Trade -55678 -38685 -55678 -34903503 -11898823 -34903503
Avg Bars in Trades 97 108 87 97 108 87
Avg Bars in Winners 118 138 102 118 138 102
Avg Bars in Losers 68 77 56 68 77 56
Bars Traded 9678 5326 4352 9678 5326 4352
Profit Streak 139.3767 154.6267 139.3767 139.3767 154.6267 139.3767
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2732 -78533 -444416 322249 541388 -757798

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541354400000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757354400000,
    "evaluation_time": 1757365344471,
    "expiration_time": 1763834400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "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": [
        [
            1029201.6436351363,
            858821.0699799566,
            170380.5736551793,
            24860970.532466695,
            62530494.66133579,
            -37669524.12886909
        ],
        [
            1029.201644,
            858.82107,
            170.380574,
            24860.970532,
            62530.494661,
            -37669.524129
        ],
        [
            0.411681,
            0.343528,
            0.068152,
            0.22104,
            0.257926,
            0
        ],
        [
            702.758135,
            702.758135,
            702.758135,
            702.758135,
            702.758135,
            702.758135
        ],
        [
            -119512,
            -49507,
            -112450,
            -53520551,
            -15492900,
            -58830404
        ],
        [
            3.099297,
            4.867935,
            1.635218,
            1.227504,
            2.783982,
            0.492503
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            58.585859,
            51.020408,
            66,
            58.585859,
            51.020408,
            66
        ],
        [
            2.190883,
            4.673218,
            0.842385,
            0.867718,
            2.672623,
            0.253713
        ],
        [
            331637,
            331637,
            44843,
            52334267,
            52334267,
            4428604
        ],
        [
            -55678,
            -38685,
            -55678,
            -34903503,
            -11898823,
            -34903503
        ],
        [
            97,
            108,
            87,
            97,
            108,
            87
        ],
        [
            118,
            138,
            102,
            118,
            138,
            102
        ],
        [
            68,
            77,
            56,
            68,
            77,
            56
        ],
        [
            9678,
            5326,
            4352,
            9678,
            5326,
            4352
        ],
        [
            139.376672,
            154.626672,
            139.376672,
            139.376672,
            154.626672,
            139.376672
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2732,
            -78533,
            -444416,
            322249,
            541388,
            -757798
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541354400000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757354400000,
    "evaluation_time": 1757365344471,
    "expiration_time": 1763834400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "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)