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Trade: XRP/USDT/360/SSF/VWMA/1255

Strategy
XRP/USDT/360/SSF/VWMA/1255
Pair
XRP_USDT
Interval
6h
Score
700417
Daily Profit
0.249029
Profit Factor
10.477410
Profitability
58.823529
Streak
333.613639
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 23:43
Expiration Time
2025-11-21 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1033102.3785 820980.2562 212122.1223 62519399.6659 50068990.9312 12450408.7347
Total P&L (%) 1033.1024 820.9803 212.1221 62519.3997 50068.9909 12450.4087
Avg Daily Profit (%) 0.4132 0.3284 0.0848 0.2579 0.249 0.1935
Buy And Hold Return (%) 692.5226 692.5226 692.5226 692.5226 692.5226 692.5226
Max Trade Drawdown -60348 -48740 -55032 -7628134 -2836350 -7279347
Profit Factor 4.8951 7.7559 2.476 5.3246 10.4774 2.3572
Total Trades 68 34 34 68 34 34
Winning Trades 43 20 23 43 20 23
Losing Trades 25 14 11 25 14 11
Profitability (%) 63.2353 58.8235 67.6471 63.2353 58.8235 67.6471
Ratio Avg Win / Avg Loss 2.846 5.4292 1.1842 3.0957 7.3342 1.1274
Largest Winning Trade 340915 340915 42357 22472776 22472776 5470862
Largest Losing Trade -55032 -31664 -55032 -7279347 -1992420 -7279347
Avg Bars in Trades 142 167 117 142 167 117
Avg Bars in Winners 158 179 139 158 179 139
Avg Bars in Losers 115 150 71 115 150 71
Bars Traded 9690 5700 3990 9690 5700 3990
Profit Streak 324.3636 333.6136 324.3636 324.3636 333.6136 324.3636
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105573 -87934 -238228 -93811 700417 539134

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1546408800000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757277818391,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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": [
        [
            1033102.3784895509,
            820980.2561588227,
            212122.1223307285,
            62519399.66589706,
            50068990.93116903,
            12450408.73472803
        ],
        [
            1033.102378,
            820.980256,
            212.122122,
            62519.399666,
            50068.990931,
            12450.408735
        ],
        [
            0.413241,
            0.328392,
            0.084849,
            0.257918,
            0.249029,
            0.19348
        ],
        [
            692.522642,
            692.522642,
            692.522642,
            692.522642,
            692.522642,
            692.522642
        ],
        [
            -60348,
            -48740,
            -55032,
            -7628134,
            -2836350,
            -7279347
        ],
        [
            4.89509,
            7.755939,
            2.476021,
            5.324634,
            10.47741,
            2.357201
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            63.235294,
            58.823529,
            67.647059,
            63.235294,
            58.823529,
            67.647059
        ],
        [
            2.845983,
            5.429157,
            1.184184,
            3.095717,
            7.334187,
            1.127357
        ],
        [
            340915,
            340915,
            42357,
            22472776,
            22472776,
            5470862
        ],
        [
            -55032,
            -31664,
            -55032,
            -7279347,
            -1992420,
            -7279347
        ],
        [
            142,
            167,
            117,
            142,
            167,
            117
        ],
        [
            158,
            179,
            139,
            158,
            179,
            139
        ],
        [
            115,
            150,
            71,
            115,
            150,
            71
        ],
        [
            9690,
            5700,
            3990,
            9690,
            5700,
            3990
        ],
        [
            324.363639,
            333.613639,
            324.363639,
            324.363639,
            333.613639,
            324.363639
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105573,
            -87934,
            -238228,
            -93811,
            700417,
            539134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1546408800000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757277818391,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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)