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Trade: XRP/USDT/360/SSF/VWMA/4040

Strategy
XRP/USDT/360/SSF/VWMA/4040
Pair
XRP_USDT
Interval
6h
Score
544249
Daily Profit
0.183089
Profit Factor
2.793417
Profitability
60.000000
Streak
134.428942
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 01:17
Expiration Time
2025-11-30 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 881341.156 775389.2509 105951.9051 8685377.5306 9583885.0713 -898507.5407
Total P&L (%) 881.3412 775.3893 105.9519 8685.3775 9583.8851 -898.5075
Avg Daily Profit (%) 0.3525 0.3102 0.0424 0.1792 0.1831 0
Buy And Hold Return (%) 743.0707 743.0707 743.0707 743.0707 743.0707 743.0707
Max Trade Drawdown -108012 -89358 -50313 -2977905 -1882596 -3711826
Profit Factor 2.7751 3.7529 1.4932 1.8036 2.7934 0.8356
Total Trades 81 40 41 81 40 41
Winning Trades 50 24 26 50 24 26
Losing Trades 31 16 15 31 16 15
Profitability (%) 61.7284 60 63.4146 61.7284 60 63.4146
Ratio Avg Win / Avg Loss 1.7206 2.5019 0.8614 1.1182 1.8623 0.4821
Largest Winning Trade 258169 258169 59561 6424175 6424175 1045540
Largest Losing Trade -50181 -48054 -50181 -1708378 -1364444 -1708378
Avg Bars in Trades 116 145 88 116 145 88
Avg Bars in Winners 124 143 106 124 143 106
Avg Bars in Losers 103 148 55 103 148 55
Bars Traded 9428 5819 3609 9428 5819 3609
Profit Streak 100.6789 134.4289 100.6789 100.6789 134.4289 100.6789
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106769 -134493 -300143 -3351 544249 -578443

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542045600000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758061060567,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 234,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 188,
            "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": [
        [
            881341.1560106691,
            775389.2508715612,
            105951.9051391078,
            8685377.530596334,
            9583885.071343582,
            -898507.5407472476
        ],
        [
            881.341156,
            775.389251,
            105.951905,
            8685.377531,
            9583.885071,
            -898.507541
        ],
        [
            0.352536,
            0.310156,
            0.042381,
            0.179187,
            0.183089,
            0
        ],
        [
            743.070727,
            743.070727,
            743.070727,
            743.070727,
            743.070727,
            743.070727
        ],
        [
            -108012,
            -89358,
            -50313,
            -2977905,
            -1882596,
            -3711826
        ],
        [
            2.775097,
            3.752896,
            1.493167,
            1.803572,
            2.793417,
            0.835575
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            61.728395,
            60,
            63.414634,
            61.728395,
            60,
            63.414634
        ],
        [
            1.72056,
            2.50193,
            0.861442,
            1.118215,
            1.862278,
            0.482062
        ],
        [
            258169,
            258169,
            59561,
            6424175,
            6424175,
            1045540
        ],
        [
            -50181,
            -48054,
            -50181,
            -1708378,
            -1364444,
            -1708378
        ],
        [
            116,
            145,
            88,
            116,
            145,
            88
        ],
        [
            124,
            143,
            106,
            124,
            143,
            106
        ],
        [
            103,
            148,
            55,
            103,
            148,
            55
        ],
        [
            9428,
            5819,
            3609,
            9428,
            5819,
            3609
        ],
        [
            100.678942,
            134.428942,
            100.678942,
            100.678942,
            134.428942,
            100.678942
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106769,
            -134493,
            -300143,
            -3351,
            544249,
            -578443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542045600000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758061060567,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 234,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 188,
            "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)