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Trade: XRP/USDT/360/T3/VWMA/1937

Strategy
XRP/USDT/360/T3/VWMA/1937
Pair
XRP_USDT
Interval
6h
Score
333805
Daily Profit
0.151356
Profit Factor
2.354212
Profitability
44.186047
Streak
115.137682
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-23 06:18
Expiration Time
2025-12-07 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 763915.1019 723096.8424 40818.2595 2227118.8737 4287782.227 -2060663.3533
Total P&L (%) 763.9151 723.0968 40.8183 2227.1189 4287.7822 -2060.6634
Avg Daily Profit (%) 0.3055 0.2892 0.0163 0.126 0.1514 0
Buy And Hold Return (%) 821.4622 821.4622 821.4622 821.4622 821.4622 821.4622
Max Trade Drawdown -112686 -49556 -105100 -2845962 -998192 -3464228
Profit Factor 2.4103 4.1181 1.1318 1.261 2.3542 0.616
Total Trades 87 43 44 87 43 44
Winning Trades 42 19 23 42 19 23
Losing Trades 45 24 21 45 24 21
Profitability (%) 48.2759 44.186 52.2727 48.2759 44.186 52.2727
Ratio Avg Win / Avg Loss 2.5824 5.2017 1.0334 1.3511 2.9737 0.5624
Largest Winning Trade 367844 367844 50419 3091638 3091638 592547
Largest Losing Trade -52468 -23275 -52468 -1911045 -695780 -1911045
Avg Bars in Trades 113 124 102 113 124 102
Avg Bars in Winners 138 155 125 138 155 125
Avg Bars in Losers 89 100 77 89 100 77
Bars Traded 9867 5351 4516 9867 5351 4516
Profit Streak 0 115.1377 0 0 115.1377 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152684 -151475 -412047 -28410 333805 -580424

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1544400000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758597495721,
    "expiration_time": 1765066248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 82,
            "offset": 0,
            "a": 0.75718
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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": [
        [
            763915.101852135,
            723096.8423686088,
            40818.2594835261,
            2227118.873705504,
            4287782.227047454,
            -2060663.35334195
        ],
        [
            763.915102,
            723.096842,
            40.818259,
            2227.118874,
            4287.782227,
            -2060.663353
        ],
        [
            0.305535,
            0.28921,
            0.016326,
            0.125955,
            0.151356,
            0
        ],
        [
            821.462226,
            821.462226,
            821.462226,
            821.462226,
            821.462226,
            821.462226
        ],
        [
            -112686,
            -49556,
            -105100,
            -2845962,
            -998192,
            -3464228
        ],
        [
            2.410256,
            4.11805,
            1.131766,
            1.261011,
            2.354212,
            0.616006
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            48.275862,
            44.186047,
            52.272727,
            48.275862,
            44.186047,
            52.272727
        ],
        [
            2.582417,
            5.201748,
            1.033351,
            1.351084,
            2.973742,
            0.56244
        ],
        [
            367844,
            367844,
            50419,
            3091638,
            3091638,
            592547
        ],
        [
            -52468,
            -23275,
            -52468,
            -1911045,
            -695780,
            -1911045
        ],
        [
            113,
            124,
            102,
            113,
            124,
            102
        ],
        [
            138,
            155,
            125,
            138,
            155,
            125
        ],
        [
            89,
            100,
            77,
            89,
            100,
            77
        ],
        [
            9867,
            5351,
            4516,
            9867,
            5351,
            4516
        ],
        [
            0,
            115.137682,
            0,
            0,
            115.137682,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152684,
            -151475,
            -412047,
            -28410,
            333805,
            -580424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1544400000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758597495721,
    "expiration_time": 1765066248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 82,
            "offset": 0,
            "a": 0.75718
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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)