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Trade: XRP/USDT/360/SSF/VWMA/6390

Strategy
XRP/USDT/360/SSF/VWMA/6390
Pair
XRP_USDT
Interval
6h
Score
317559
Daily Profit
0.166458
Profit Factor
1.496822
Profitability
43.298969
Streak
31.216087
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 08:11
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 674146.7821 657150.6095 16996.1726 -719392.4035 6294343.3054 -7013735.7089
Total P&L (%) 674.1468 657.1506 16.9962 -719.3924 6294.3433 -7013.7357
Avg Daily Profit (%) 0.2697 0.2629 0.0068 0 0.1665 0
Buy And Hold Return (%) 524.2453 524.2453 524.2453 524.2453 524.2453 524.2453
Max Trade Drawdown -174387 -87998 -172405 -8088910 -2610150 -9217924
Profit Factor 1.4984 1.9011 1.0273 0.9755 1.4968 0.5787
Total Trades 389 194 195 389 194 195
Winning Trades 181 83 98 189 84 105
Losing Trades 208 111 97 200 110 90
Profitability (%) 46.5296 42.7835 50.2564 48.5861 43.299 53.8462
Ratio Avg Win / Avg Loss 1.7219 2.5424 1.0168 1.0322 1.9601 0.496
Largest Winning Trade 167501 167501 53467 3669242 3669242 513756
Largest Losing Trade -111848 -29787 -111848 -7855690 -869066 -7855690
Avg Bars in Trades 25 29 21 25 29 21
Avg Bars in Winners 31 38 25 30 37 24
Avg Bars in Losers 20 23 16 20 23 16
Bars Traded 9888 5787 4101 9888 5787 4101
Profit Streak 0 0 0 21.9661 31.2161 21.9661
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64817 -76789 -539279 -576303 317559 -578987

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1542585600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653869901,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 62,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "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": [
        [
            674146.7820549766,
            657150.6094811857,
            16996.1725737908,
            -719392.4034725588,
            6294343.305408744,
            -7013735.708881301
        ],
        [
            674.146782,
            657.150609,
            16.996173,
            -719.392403,
            6294.343305,
            -7013.735709
        ],
        [
            0.269659,
            0.26286,
            0.006798,
            0,
            0.166458,
            0
        ],
        [
            524.245277,
            524.245277,
            524.245277,
            524.245277,
            524.245277,
            524.245277
        ],
        [
            -174387,
            -87998,
            -172405,
            -8088910,
            -2610150,
            -9217924
        ],
        [
            1.498383,
            1.901065,
            1.027265,
            0.975461,
            1.496822,
            0.578673
        ],
        [
            389,
            194,
            195,
            389,
            194,
            195
        ],
        [
            181,
            83,
            98,
            189,
            84,
            105
        ],
        [
            208,
            111,
            97,
            200,
            110,
            90
        ],
        [
            46.529563,
            42.783505,
            50.25641,
            48.586118,
            43.298969,
            53.846154
        ],
        [
            1.721898,
            2.542389,
            1.016783,
            1.032234,
            1.960124,
            0.496005
        ],
        [
            167501,
            167501,
            53467,
            3669242,
            3669242,
            513756
        ],
        [
            -111848,
            -29787,
            -111848,
            -7855690,
            -869066,
            -7855690
        ],
        [
            25,
            29,
            21,
            25,
            29,
            21
        ],
        [
            31,
            38,
            25,
            30,
            37,
            24
        ],
        [
            20,
            23,
            16,
            20,
            23,
            16
        ],
        [
            9888,
            5787,
            4101,
            9888,
            5787,
            4101
        ],
        [
            0,
            0,
            0,
            21.966087,
            31.216087,
            21.966087
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64817,
            -76789,
            -539279,
            -576303,
            317559,
            -578987
        ]
    ]
}
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": 1542585600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653869901,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 62,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "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)