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Trade: XRP/USDT/360/LINREG/VWMA/1522

Strategy
XRP/USDT/360/LINREG/VWMA/1522
Pair
XRP_USDT
Interval
6h
Score
747528
Daily Profit
0.204850
Profit Factor
17.405283
Profitability
77.777778
Streak
88.772240
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-10 03:32
Expiration Time
2025-11-24 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 834651.4459 693290.3518 141361.0941 16040782.3506 16575354.2014 -534571.8508
Total P&L (%) 834.6514 693.2904 141.3611 16040.7824 16575.3542 -534.5719
Avg Daily Profit (%) 0.3338 0.2773 0.0565 0.2035 0.2049 0
Buy And Hold Return (%) 695.768 695.768 695.768 695.768 695.768 695.768
Max Trade Drawdown -104613 -87137 -47499 -5825793 -454715 -5825793
Profit Factor 3.2907 5.018 1.7369 3.11 17.4053 0.9189
Total Trades 73 36 37 73 36 37
Winning Trades 56 28 28 56 28 28
Losing Trades 17 8 9 17 8 9
Profitability (%) 76.7123 77.7778 75.6757 76.7123 77.7778 75.6757
Ratio Avg Win / Avg Loss 0.999 1.4337 0.5583 0.9441 4.9729 0.2954
Largest Winning Trade 175812 175812 60809 7838876 7838876 2390624
Largest Losing Trade -51064 -51064 -47499 -5825793 -351714 -5825793
Avg Bars in Trades 129 148 110 129 148 110
Avg Bars in Winners 112 117 106 112 117 106
Avg Bars in Losers 185 256 121 185 256 121
Bars Traded 9423 5348 4075 9423 5348 4075
Profit Streak 88.7722 88.7722 192.7722 88.7722 88.7722 192.7722
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162156 -146225 -277964 -59942 747528 -576058

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757464321535,
    "expiration_time": 1763943048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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": [
        [
            834651.4458815892,
            693290.3517802946,
            141361.094101295,
            16040782.350576602,
            16575354.201392595,
            -534571.8508159895
        ],
        [
            834.651446,
            693.290352,
            141.361094,
            16040.782351,
            16575.354201,
            -534.571851
        ],
        [
            0.333827,
            0.277288,
            0.056539,
            0.203544,
            0.20485,
            0
        ],
        [
            695.76797,
            695.76797,
            695.76797,
            695.76797,
            695.76797,
            695.76797
        ],
        [
            -104613,
            -87137,
            -47499,
            -5825793,
            -454715,
            -5825793
        ],
        [
            3.29068,
            5.017951,
            1.736946,
            3.109969,
            17.405283,
            0.918906
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            17,
            8,
            9,
            17,
            8,
            9
        ],
        [
            76.712329,
            77.777778,
            75.675676,
            76.712329,
            77.777778,
            75.675676
        ],
        [
            0.998957,
            1.4337,
            0.558304,
            0.944098,
            4.972938,
            0.295363
        ],
        [
            175812,
            175812,
            60809,
            7838876,
            7838876,
            2390624
        ],
        [
            -51064,
            -51064,
            -47499,
            -5825793,
            -351714,
            -5825793
        ],
        [
            129,
            148,
            110,
            129,
            148,
            110
        ],
        [
            112,
            117,
            106,
            112,
            117,
            106
        ],
        [
            185,
            256,
            121,
            185,
            256,
            121
        ],
        [
            9423,
            5348,
            4075,
            9423,
            5348,
            4075
        ],
        [
            88.77224,
            88.77224,
            192.77224,
            88.77224,
            88.77224,
            192.77224
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162156,
            -146225,
            -277964,
            -59942,
            747528,
            -576058
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757464321535,
    "expiration_time": 1763943048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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)