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Trade: XRP/USDT/360/T3/VWMA/7727

Strategy
XRP/USDT/360/T3/VWMA/7727
Pair
XRP_USDT
Interval
6h
Score
339532
Daily Profit
0.178196
Profit Factor
1.359404
Profitability
51.968504
Streak
33.561453
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-17 10:28
Expiration Time
2025-12-01 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 796158.5889 687223.8793 108934.7096 8474478.5318 17212380.1841 -8737901.6523
Total P&L (%) 796.1586 687.2239 108.9347 8474.4785 17212.3802 -8737.9017
Avg Daily Profit (%) 0.3184 0.2749 0.0436 0.1782 0.2064 0
Buy And Hold Return (%) 893.6427 893.6427 893.6427 893.6427 893.6427 893.6427
Max Trade Drawdown -116694 -94103 -80929 -15894615 -3631747 -13032676
Profit Factor 2.4624 3.291 1.4456 1.3594 3.1596 0.4402
Total Trades 127 63 64 127 63 64
Winning Trades 66 32 34 66 32 34
Losing Trades 61 31 30 61 31 30
Profitability (%) 51.9685 50.7937 53.125 51.9685 50.7937 53.125
Ratio Avg Win / Avg Loss 2.2758 3.1881 1.2755 1.2564 3.0608 0.3884
Largest Winning Trade 233191 233191 46576 15395578 15395578 1537942
Largest Losing Trade -40559 -40559 -36293 -6326424 -1619124 -6326424
Avg Bars in Trades 74 91 57 74 91 57
Avg Bars in Winners 94 117 73 94 117 73
Avg Bars in Losers 51 64 38 51 64 38
Bars Traded 9407 5759 3648 9407 5759 3648
Profit Streak 33.5615 0 34.3115 33.5615 0 34.3115
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150902 -297386 -437750 339532 -132447 -719011

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1544486400000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758094109564,
    "expiration_time": 1764569448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 66,
            "offset": 0,
            "a": 0.6686
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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": [
        [
            796158.5888809316,
            687223.8792618575,
            108934.7096190741,
            8474478.531754825,
            17212380.184067182,
            -8737901.65231235
        ],
        [
            796.158589,
            687.223879,
            108.93471,
            8474.478532,
            17212.380184,
            -8737.901652
        ],
        [
            0.318432,
            0.274862,
            0.04357,
            0.178196,
            0.206352,
            0
        ],
        [
            893.642679,
            893.642679,
            893.642679,
            893.642679,
            893.642679,
            893.642679
        ],
        [
            -116694,
            -94103,
            -80929,
            -15894615,
            -3631747,
            -13032676
        ],
        [
            2.462362,
            3.290969,
            1.445609,
            1.359404,
            3.159559,
            0.440199
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            51.968504,
            50.793651,
            53.125,
            51.968504,
            50.793651,
            53.125
        ],
        [
            2.275819,
            3.188126,
            1.275537,
            1.256419,
            3.060823,
            0.388411
        ],
        [
            233191,
            233191,
            46576,
            15395578,
            15395578,
            1537942
        ],
        [
            -40559,
            -40559,
            -36293,
            -6326424,
            -1619124,
            -6326424
        ],
        [
            74,
            91,
            57,
            74,
            91,
            57
        ],
        [
            94,
            117,
            73,
            94,
            117,
            73
        ],
        [
            51,
            64,
            38,
            51,
            64,
            38
        ],
        [
            9407,
            5759,
            3648,
            9407,
            5759,
            3648
        ],
        [
            33.561453,
            0,
            34.311453,
            33.561453,
            0,
            34.311453
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150902,
            -297386,
            -437750,
            339532,
            -132447,
            -719011
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1544486400000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758094109564,
    "expiration_time": 1764569448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 66,
            "offset": 0,
            "a": 0.6686
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "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)