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Trade: XRP/USDT/360/VWAP/HWMA/9834

Strategy
XRP/USDT/360/VWAP/HWMA/9834
Pair
XRP_USDT
Interval
6h
Score
475925
Daily Profit
0.160487
Profit Factor
1.899791
Profitability
49.035813
Streak
8.997532
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 02:56
Expiration Time
2025-11-23 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 222019.5481 361988.2053 -139968.6571 -76609.319 5409007.4842 -5485616.8032
Total P&L (%) 222.0195 361.9882 -139.9687 -76.6093 5409.0075 -5485.6168
Avg Daily Profit (%) 0.0888 0.1448 -0.056 -0.0581 0.1605 0
Buy And Hold Return (%) 486.9375 486.9375 486.9375 486.9375 486.9375 486.9375
Max Trade Drawdown -437616 -184270 -381718 -10051079 -1566004 -9101009
Profit Factor 1.1065 1.3736 0.8746 0.996 1.8998 0.5781
Total Trades 726 363 363 726 363 363
Winning Trades 360 178 182 360 178 182
Losing Trades 366 185 181 366 185 181
Profitability (%) 49.5868 49.0358 50.1377 49.5868 49.0358 50.1377
Ratio Avg Win / Avg Loss 1.1249 1.4276 0.8698 1.0126 1.9745 0.5749
Largest Winning Trade 75645 75645 54791 1926426 1926426 1289600
Largest Losing Trade -65090 -32734 -65090 -3257086 -819472 -3257086
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 9990 4997 4993 9990 4997 4993
Profit Streak 5.7475 8.9975 0 5.7475 8.9975 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -338943 -163077 -579140 -574500 475925 -579140

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1541440800000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757462186802,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.76604
        }
    }
}
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": [
        [
            222019.5481233473,
            361988.2052713333,
            -139968.6571479861,
            -76609.3189893273,
            5409007.48416128,
            -5485616.803150617
        ],
        [
            222.019548,
            361.988205,
            -139.968657,
            -76.609319,
            5409.007484,
            -5485.616803
        ],
        [
            0.088808,
            0.144795,
            -0.055987,
            -0.058096,
            0.160487,
            0
        ],
        [
            486.937475,
            486.937475,
            486.937475,
            486.937475,
            486.937475,
            486.937475
        ],
        [
            -437616,
            -184270,
            -381718,
            -10051079,
            -1566004,
            -9101009
        ],
        [
            1.106496,
            1.373612,
            0.874566,
            0.995971,
            1.899791,
            0.578068
        ],
        [
            726,
            363,
            363,
            726,
            363,
            363
        ],
        [
            360,
            178,
            182,
            360,
            178,
            182
        ],
        [
            366,
            185,
            181,
            366,
            185,
            181
        ],
        [
            49.586777,
            49.035813,
            50.137741,
            49.586777,
            49.035813,
            50.137741
        ],
        [
            1.124938,
            1.42763,
            0.869761,
            1.01257,
            1.974502,
            0.574891
        ],
        [
            75645,
            75645,
            54791,
            1926426,
            1926426,
            1289600
        ],
        [
            -65090,
            -32734,
            -65090,
            -3257086,
            -819472,
            -3257086
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            9990,
            4997,
            4993,
            9990,
            4997,
            4993
        ],
        [
            5.747532,
            8.997532,
            0,
            5.747532,
            8.997532,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -338943,
            -163077,
            -579140,
            -574500,
            475925,
            -579140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1541440800000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757462186802,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.76604
        }
    }
}

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)