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Trade: XRP/USDT/360/SSF/VWMA/7308

Strategy
XRP/USDT/360/SSF/VWMA/7308
Pair
XRP_USDT
Interval
6h
Score
359909
Daily Profit
0.156311
Profit Factor
2.286299
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 06:53
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 745570.4908 687352.0811 58218.4097 2967194.6897 4863623.8157 -1896429.126
Total P&L (%) 745.5705 687.3521 58.2184 2967.1947 4863.6238 -1896.4291
Avg Daily Profit (%) 0.2982 0.2749 0.0233 0.137 0.1563 0
Buy And Hold Return (%) 787.4573 787.4573 787.4573 787.4573 787.4573 787.4573
Max Trade Drawdown -120204 -110113 -70514 -3633368 -1201903 -2933923
Profit Factor 2.0456 2.5996 1.2055 1.3367 2.2863 0.6231
Total Trades 171 85 86 171 85 86
Winning Trades 84 40 44 84 40 44
Losing Trades 87 45 42 87 45 42
Profitability (%) 49.1228 47.0588 51.1628 49.1228 47.0588 51.1628
Ratio Avg Win / Avg Loss 2.1186 2.9245 1.1507 1.3844 2.5721 0.5948
Largest Winning Trade 267703 267703 41789 4191266 4191266 483294
Largest Losing Trade -40241 -40241 -30367 -1161213 -495057 -1161213
Avg Bars in Trades 54 70 39 54 70 39
Avg Bars in Winners 72 98 49 72 98 49
Avg Bars in Losers 37 46 28 37 46 28
Bars Traded 9402 6027 3375 9402 6027 3375
Profit Streak 25.6623 0 34.6623 25.6623 0 34.6623
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151915 -153612 -327659 -10708 359909 -580409

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1544011200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757649221787,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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": [
        [
            745570.4908341005,
            687352.0811495942,
            58218.4096845064,
            2967194.689700868,
            4863623.8156532105,
            -1896429.1259523463
        ],
        [
            745.570491,
            687.352081,
            58.21841,
            2967.19469,
            4863.623816,
            -1896.429126
        ],
        [
            0.298228,
            0.274941,
            0.023287,
            0.137028,
            0.156311,
            0
        ],
        [
            787.457271,
            787.457271,
            787.457271,
            787.457271,
            787.457271,
            787.457271
        ],
        [
            -120204,
            -110113,
            -70514,
            -3633368,
            -1201903,
            -2933923
        ],
        [
            2.045587,
            2.599583,
            1.20546,
            1.336698,
            2.286299,
            0.623091
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            84,
            40,
            44,
            84,
            40,
            44
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            49.122807,
            47.058824,
            51.162791,
            49.122807,
            47.058824,
            51.162791
        ],
        [
            2.118644,
            2.924531,
            1.150666,
            1.384437,
            2.572086,
            0.594768
        ],
        [
            267703,
            267703,
            41789,
            4191266,
            4191266,
            483294
        ],
        [
            -40241,
            -40241,
            -30367,
            -1161213,
            -495057,
            -1161213
        ],
        [
            54,
            70,
            39,
            54,
            70,
            39
        ],
        [
            72,
            98,
            49,
            72,
            98,
            49
        ],
        [
            37,
            46,
            28,
            37,
            46,
            28
        ],
        [
            9402,
            6027,
            3375,
            9402,
            6027,
            3375
        ],
        [
            25.662289,
            0,
            34.662289,
            25.662289,
            0,
            34.662289
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151915,
            -153612,
            -327659,
            -10708,
            359909,
            -580409
        ]
    ]
}
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": 1544011200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757649221787,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 203,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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)