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Trade: XRP/USDT/360/SSF/VWMA/4963

Strategy
XRP/USDT/360/SSF/VWMA/4963
Pair
XRP_USDT
Interval
6h
Score
417878
Daily Profit
0.169396
Profit Factor
1.816405
Profitability
54.954955
Streak
19.062245
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-18 04:29
Expiration Time
2025-12-02 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 868340.813 749334.1881 119006.6249 6780702.0265 7628132.3039 -847430.2774
Total P&L (%) 868.3408 749.3342 119.0066 6780.702 7628.1323 -847.4303
Avg Daily Profit (%) 0.3473 0.2997 0.0476 0.1694 0.174 0
Buy And Hold Return (%) 773.1869 773.1869 773.1869 773.1869 773.1869 773.1869
Max Trade Drawdown -114173 -104028 -46625 -4844715 -2144329 -3003310
Profit Factor 2.6663 3.2912 1.6132 1.8164 2.8315 0.7953
Total Trades 111 55 56 111 55 56
Winning Trades 61 27 34 61 27 34
Losing Trades 50 28 22 50 28 22
Profitability (%) 54.955 49.0909 60.7143 54.955 49.0909 60.7143
Ratio Avg Win / Avg Loss 2.1855 3.4131 1.0439 1.4889 2.9364 0.5146
Largest Winning Trade 381510 381510 39813 6834443 6834443 677557
Largest Losing Trade -46625 -34920 -46625 -3003310 -1541302 -3003310
Avg Bars in Trades 82 107 57 82 107 57
Avg Bars in Winners 97 125 74 97 125 74
Avg Bars in Losers 63 90 29 63 90 29
Bars Traded 9115 5920 3195 9115 5920 3195
Profit Streak 19.0622 0 123.3122 19.0622 0 123.3122
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111610 -331004 -470485 417878 -167188 -758092

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1545458400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758158977965,
    "expiration_time": 1764633600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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": [
        [
            868340.8129935667,
            749334.1881263162,
            119006.6248672509,
            6780702.026524505,
            7628132.303945483,
            -847430.2774209797
        ],
        [
            868.340813,
            749.334188,
            119.006625,
            6780.702027,
            7628.132304,
            -847.430277
        ],
        [
            0.347336,
            0.299734,
            0.047603,
            0.169396,
            0.174049,
            0
        ],
        [
            773.186869,
            773.186869,
            773.186869,
            773.186869,
            773.186869,
            773.186869
        ],
        [
            -114173,
            -104028,
            -46625,
            -4844715,
            -2144329,
            -3003310
        ],
        [
            2.666327,
            3.291195,
            1.613242,
            1.816405,
            2.831495,
            0.795336
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            54.954955,
            49.090909,
            60.714286,
            54.954955,
            49.090909,
            60.714286
        ],
        [
            2.185514,
            3.413091,
            1.043863,
            1.488856,
            2.936365,
            0.514629
        ],
        [
            381510,
            381510,
            39813,
            6834443,
            6834443,
            677557
        ],
        [
            -46625,
            -34920,
            -46625,
            -3003310,
            -1541302,
            -3003310
        ],
        [
            82,
            107,
            57,
            82,
            107,
            57
        ],
        [
            97,
            125,
            74,
            97,
            125,
            74
        ],
        [
            63,
            90,
            29,
            63,
            90,
            29
        ],
        [
            9115,
            5920,
            3195,
            9115,
            5920,
            3195
        ],
        [
            19.062245,
            0,
            123.312245,
            19.062245,
            0,
            123.312245
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111610,
            -331004,
            -470485,
            417878,
            -167188,
            -758092
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1545458400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758158977965,
    "expiration_time": 1764633600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "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)