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Trade: XRP/USDT/360/T3/VWMA/2229

Strategy
XRP/USDT/360/T3/VWMA/2229
Pair
XRP_USDT
Interval
6h
Score
540424
Daily Profit
0.222318
Profit Factor
3.363236
Profitability
52.500000
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-09 09:47
Expiration Time
2025-11-23 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 940189.4993 780670.4355 159519.0638 20254006.5259 25683663.5566 -5429657.0307
Total P&L (%) 940.1895 780.6704 159.5191 20254.0065 25683.6636 -5429.657
Avg Daily Profit (%) 0.376 0.3122 0.0638 0.2128 0.2223 0
Buy And Hold Return (%) 735.6769 735.6769 735.6769 735.6769 735.6769 735.6769
Max Trade Drawdown -74560 -37787 -82133 -10646343 -3738521 -13514689
Profit Factor 3.9746 6.402 1.9298 1.6643 3.3632 0.7233
Total Trades 81 40 41 81 40 41
Winning Trades 42 21 21 42 21 21
Losing Trades 39 19 20 39 19 20
Profitability (%) 51.8519 52.5 51.2195 51.8519 52.5 51.2195
Ratio Avg Win / Avg Loss 3.6907 5.7923 1.8379 1.5454 3.0429 0.6888
Largest Winning Trade 352535 352535 52032 19364873 19364873 4283275
Largest Losing Trade -35875 -21501 -35875 -8918003 -2362885 -8918003
Avg Bars in Trades 111 142 80 111 142 80
Avg Bars in Winners 136 175 98 136 175 98
Avg Bars in Losers 83 106 61 83 106 61
Bars Traded 9010 5699 3311 9010 5699 3311
Profit Streak 31.0327 0 32.5327 31.0327 0 32.5327
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78203 -128872 -269116 -4197 540424 -580043

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545912000000,
    "last_datapoint_time": 1757397600000,
    "evaluation_time": 1757400425005,
    "expiration_time": 1763878248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 92,
            "offset": 0,
            "a": 0.33906
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "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": [
        [
            940189.4992962966,
            780670.4354978917,
            159519.0637984048,
            20254006.525946483,
            25683663.556626678,
            -5429657.0306801945
        ],
        [
            940.189499,
            780.670435,
            159.519064,
            20254.006526,
            25683.663557,
            -5429.657031
        ],
        [
            0.376038,
            0.312237,
            0.063801,
            0.212839,
            0.222318,
            0
        ],
        [
            735.676945,
            735.676945,
            735.676945,
            735.676945,
            735.676945,
            735.676945
        ],
        [
            -74560,
            -37787,
            -82133,
            -10646343,
            -3738521,
            -13514689
        ],
        [
            3.974572,
            6.402035,
            1.929807,
            1.664277,
            3.363236,
            0.723291
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            51.851852,
            52.5,
            51.219512,
            51.851852,
            52.5,
            51.219512
        ],
        [
            3.690674,
            5.792317,
            1.837912,
            1.5454,
            3.042928,
            0.688849
        ],
        [
            352535,
            352535,
            52032,
            19364873,
            19364873,
            4283275
        ],
        [
            -35875,
            -21501,
            -35875,
            -8918003,
            -2362885,
            -8918003
        ],
        [
            111,
            142,
            80,
            111,
            142,
            80
        ],
        [
            136,
            175,
            98,
            136,
            175,
            98
        ],
        [
            83,
            106,
            61,
            83,
            106,
            61
        ],
        [
            9010,
            5699,
            3311,
            9010,
            5699,
            3311
        ],
        [
            31.032697,
            0,
            32.532697,
            31.032697,
            0,
            32.532697
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78203,
            -128872,
            -269116,
            -4197,
            540424,
            -580043
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545912000000,
    "last_datapoint_time": 1757397600000,
    "evaluation_time": 1757400425005,
    "expiration_time": 1763878248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 92,
            "offset": 0,
            "a": 0.33906
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "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)