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Trade: XRP/USDT/360/SMA/VWMA/1566

Strategy
XRP/USDT/360/SMA/VWMA/1566
Pair
XRP_USDT
Interval
6h
Score
799277
Daily Profit
0.260510
Profit Factor
12.501511
Profitability
78.787879
Streak
672.648200
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 06:33
Expiration Time
2025-11-26 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1220941.1699 940152.1068 280789.0631 297207673.839 230507328.2669 66700345.5721
Total P&L (%) 1220.9412 940.1521 280.7891 297207.6738 230507.3283 66700.3456
Avg Daily Profit (%) 0.4884 0.3761 0.1123 0.3204 0.3102 0.2605
Buy And Hold Return (%) 760.871 760.871 760.871 760.871 760.871 760.871
Max Trade Drawdown -74685 -74696 -36264 -5409000 -3816871 -5245264
Profit Factor 6.3273 8.6811 3.6294 31.182 57.9449 12.5015
Total Trades 65 32 33 65 32 33
Winning Trades 50 24 26 50 24 26
Losing Trades 15 8 7 15 8 7
Profitability (%) 76.9231 75 78.7879 76.9231 75 78.7879
Ratio Avg Win / Avg Loss 1.8982 2.8937 0.9772 9.3546 19.315 3.3658
Largest Winning Trade 304808 304808 50997 108458250 108458250 28001090
Largest Losing Trade -38307 -38307 -36264 -3884154 -1907926 -3884154
Avg Bars in Trades 145 181 110 145 181 110
Avg Bars in Winners 153 183 124 153 183 124
Avg Bars in Losers 118 173 55 118 173 55
Bars Traded 9428 5793 3635 9428 5793 3635
Profit Streak 670.3982 670.3982 672.6482 670.3982 670.3982 672.6482
Trades During Streak 15 7 8 15 7 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121506 -69796 -199698 -113417 796048 799277

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1546668000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757648004491,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "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": [
        [
            1220941.1698737792,
            940152.1067904073,
            280789.063083372,
            297207673.838987,
            230507328.2668742,
            66700345.57211282
        ],
        [
            1220.94117,
            940.152107,
            280.789063,
            297207.673839,
            230507.328267,
            66700.345572
        ],
        [
            0.488376,
            0.376061,
            0.112316,
            0.320406,
            0.310212,
            0.26051
        ],
        [
            760.871044,
            760.871044,
            760.871044,
            760.871044,
            760.871044,
            760.871044
        ],
        [
            -74685,
            -74696,
            -36264,
            -5409000,
            -3816871,
            -5245264
        ],
        [
            6.327311,
            8.681095,
            3.629429,
            31.182037,
            57.94488,
            12.501511
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            15,
            8,
            7,
            15,
            8,
            7
        ],
        [
            76.923077,
            75,
            78.787879,
            76.923077,
            75,
            78.787879
        ],
        [
            1.898193,
            2.893698,
            0.977154,
            9.354611,
            19.31496,
            3.365791
        ],
        [
            304808,
            304808,
            50997,
            108458250,
            108458250,
            28001090
        ],
        [
            -38307,
            -38307,
            -36264,
            -3884154,
            -1907926,
            -3884154
        ],
        [
            145,
            181,
            110,
            145,
            181,
            110
        ],
        [
            153,
            183,
            124,
            153,
            183,
            124
        ],
        [
            118,
            173,
            55,
            118,
            173,
            55
        ],
        [
            9428,
            5793,
            3635,
            9428,
            5793,
            3635
        ],
        [
            670.3982,
            670.3982,
            672.6482,
            670.3982,
            670.3982,
            672.6482
        ],
        [
            15,
            7,
            8,
            15,
            7,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121506,
            -69796,
            -199698,
            -113417,
            796048,
            799277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1546668000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757648004491,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "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)