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Trade: XRP/USDT/360/SSF/VWMA/7202

Strategy
XRP/USDT/360/SSF/VWMA/7202
Pair
XRP_USDT
Interval
6h
Score
360402
Daily Profit
0.151892
Profit Factor
1.571165
Profitability
49.664430
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-15 03:59
Expiration Time
2025-11-29 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 581612.0431 597453.6501 -15841.607 -927224.6655 4346931.3507 -5274156.0161
Total P&L (%) 581.612 597.4537 -15.8416 -927.2247 4346.9314 -5274.156
Avg Daily Profit (%) 0.2326 0.239 -0.0063 0 0.1519 0
Buy And Hold Return (%) 645.5099 645.5099 645.5099 645.5099 645.5099 645.5099
Max Trade Drawdown -205056 -84372 -194570 -6262335 -1489131 -7123830
Profit Factor 1.481 1.9578 0.9729 0.952 1.5712 0.5496
Total Trades 298 149 149 298 149 149
Winning Trades 147 72 75 154 74 80
Losing Trades 151 77 74 144 75 69
Profitability (%) 49.3289 48.3221 50.3356 51.6779 49.6644 53.6913
Ratio Avg Win / Avg Loss 1.5213 2.0937 0.96 0.8902 1.5924 0.474
Largest Winning Trade 147649 147649 35250 2615395 2615395 307557
Largest Losing Trade -123126 -33236 -123126 -6095382 -740793 -6095382
Avg Bars in Trades 33 39 27 33 39 27
Avg Bars in Winners 37 44 31 35 42 29
Avg Bars in Losers 28 34 23 30 36 24
Bars Traded 9906 5842 4064 9906 5842 4064
Profit Streak 66.7913 75.7913 66.7913 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152372 -153128 -579645 -579001 360402 -580181

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541872800000,
    "first_datapoint_time": 1543039200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757897964204,
    "expiration_time": 1764375048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "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": [
        [
            581612.0431332792,
            597453.6501417021,
            -15841.6070084238,
            -927224.6654643195,
            4346931.350678792,
            -5274156.016143114
        ],
        [
            581.612043,
            597.45365,
            -15.841607,
            -927.224665,
            4346.931351,
            -5274.156016
        ],
        [
            0.232622,
            0.238958,
            -0.006336,
            0,
            0.151892,
            0
        ],
        [
            645.509938,
            645.509938,
            645.509938,
            645.509938,
            645.509938,
            645.509938
        ],
        [
            -205056,
            -84372,
            -194570,
            -6262335,
            -1489131,
            -7123830
        ],
        [
            1.48103,
            1.95778,
            0.972935,
            0.952009,
            1.571165,
            0.549602
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            147,
            72,
            75,
            154,
            74,
            80
        ],
        [
            151,
            77,
            74,
            144,
            75,
            69
        ],
        [
            49.328859,
            48.322148,
            50.33557,
            51.677852,
            49.66443,
            53.691275
        ],
        [
            1.52133,
            2.093736,
            0.959962,
            0.89019,
            1.592397,
            0.474032
        ],
        [
            147649,
            147649,
            35250,
            2615395,
            2615395,
            307557
        ],
        [
            -123126,
            -33236,
            -123126,
            -6095382,
            -740793,
            -6095382
        ],
        [
            33,
            39,
            27,
            33,
            39,
            27
        ],
        [
            37,
            44,
            31,
            35,
            42,
            29
        ],
        [
            28,
            34,
            23,
            30,
            36,
            24
        ],
        [
            9906,
            5842,
            4064,
            9906,
            5842,
            4064
        ],
        [
            66.791252,
            75.791252,
            66.791252,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152372,
            -153128,
            -579645,
            -579001,
            360402,
            -580181
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541872800000,
    "first_datapoint_time": 1543039200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757897964204,
    "expiration_time": 1764375048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "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)