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Trade: XRP/USDT/360/VWMA/DCU/2329

Strategy
XRP/USDT/360/VWMA/DCU/2329
Pair
XRP_USDT
Interval
6h
Score
550218
Daily Profit
0.161742
Profit Factor
3.674565
Profitability
52.830189
Streak
84.875154
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 18:00
Expiration Time
2025-11-22 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667892.3337 561448.1987 106444.1351 5584270.6502 5136157.161 448113.4891
Total P&L (%) 667.8923 561.4482 106.4441 5584.2707 5136.1572 448.1135
Avg Daily Profit (%) 0.2672 0.2246 0.0426 0.1617 0.1585 0.0681
Buy And Hold Return (%) 884.3208 884.3208 884.3208 884.3208 884.3208 884.3208
Max Trade Drawdown -50382 -49587 -54139 -473394 -369868 -228357
Profit Factor 3.0974 5.4612 1.5527 3.6746 6.171 1.4094
Total Trades 106 53 53 106 53 53
Winning Trades 56 29 27 56 29 27
Losing Trades 50 24 26 50 24 26
Profitability (%) 52.8302 54.717 50.9434 52.8302 54.717 50.9434
Ratio Avg Win / Avg Loss 2.7656 4.5196 1.4952 3.2809 5.107 1.3572
Largest Winning Trade 281425 281425 38625 3870127 3870127 179355
Largest Losing Trade -22557 -15025 -22557 -369868 -369868 -149163
Avg Bars in Trades 89 151 27 89 151 27
Avg Bars in Winners 107 174 36 107 174 36
Avg Bars in Losers 68 123 18 68 123 18
Bars Traded 9476 8022 1454 9476 8022 1454
Profit Streak 84.8752 0 89.1252 84.8752 0 89.1252
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150041 -328840 -479281 550218 -164027 -446160

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1544702400000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757343613311,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 50,
            "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": [
        [
            667892.3337136158,
            561448.1986584926,
            106444.1350551233,
            5584270.650159524,
            5136157.16102507,
            448113.4891344543
        ],
        [
            667.892334,
            561.448199,
            106.444135,
            5584.27065,
            5136.157161,
            448.113489
        ],
        [
            0.267157,
            0.224579,
            0.042578,
            0.161742,
            0.158452,
            0.068076
        ],
        [
            884.320845,
            884.320845,
            884.320845,
            884.320845,
            884.320845,
            884.320845
        ],
        [
            -50382,
            -49587,
            -54139,
            -473394,
            -369868,
            -228357
        ],
        [
            3.097437,
            5.461229,
            1.552721,
            3.674565,
            6.17095,
            1.409368
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            52.830189,
            54.716981,
            50.943396,
            52.830189,
            54.716981,
            50.943396
        ],
        [
            2.765569,
            4.519638,
            1.495213,
            3.280862,
            5.106993,
            1.35717
        ],
        [
            281425,
            281425,
            38625,
            3870127,
            3870127,
            179355
        ],
        [
            -22557,
            -15025,
            -22557,
            -369868,
            -369868,
            -149163
        ],
        [
            89,
            151,
            27,
            89,
            151,
            27
        ],
        [
            107,
            174,
            36,
            107,
            174,
            36
        ],
        [
            68,
            123,
            18,
            68,
            123,
            18
        ],
        [
            9476,
            8022,
            1454,
            9476,
            8022,
            1454
        ],
        [
            84.875154,
            0,
            89.125154,
            84.875154,
            0,
            89.125154
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150041,
            -328840,
            -479281,
            550218,
            -164027,
            -446160
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1544702400000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757343613311,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 50,
            "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)