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Trade: XRP/USDT/360/VWMA/MIDPOINT/3930

Strategy
XRP/USDT/360/VWMA/MIDPOINT/3930
Pair
XRP_USDT
Interval
6h
Score
319920
Daily Profit
0.159198
Profit Factor
1.458069
Profitability
53.097345
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 16:48
Expiration Time
2025-12-05 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 941870.5704 869258.1723 72612.3981 3931159.8445 5234512.0786 -1303352.2341
Total P&L (%) 941.8706 869.2582 72.6124 3931.1598 5234.5121 -1303.3522
Avg Daily Profit (%) 0.3767 0.3477 0.029 0.148 0.1592 0
Buy And Hold Return (%) 618.817 618.817 618.817 618.817 618.817 618.817
Max Trade Drawdown -157625 -121614 -77471 -4162015 -3355781 -2665707
Profit Factor 2.0207 2.551 1.2004 1.2128 1.4581 0.8149
Total Trades 226 113 113 226 113 113
Winning Trades 118 60 58 118 60 58
Losing Trades 108 53 55 108 53 55
Profitability (%) 52.2124 53.0973 51.3274 52.2124 53.0973 51.3274
Ratio Avg Win / Avg Loss 1.8495 2.2534 1.1383 1.1101 1.288 0.7728
Largest Winning Trade 294386 294386 49977 3959544 3959544 998170
Largest Losing Trade -41652 -41652 -27644 -2009056 -2009056 -1327209
Avg Bars in Trades 43 53 32 43 53 32
Avg Bars in Winners 51 62 40 51 62 40
Avg Bars in Losers 34 44 25 34 44 25
Bars Traded 9826 6099 3727 9826 6099 3727
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 172187 -25556 -320463 197986 319920 -580859

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1545652800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758462503610,
    "expiration_time": 1764936000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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": [
        [
            941870.5703540478,
            869258.172280522,
            72612.3980735264,
            3931159.8445006455,
            5234512.078564375,
            -1303352.2340637285
        ],
        [
            941.87057,
            869.258172,
            72.612398,
            3931.159845,
            5234.512079,
            -1303.352234
        ],
        [
            0.376748,
            0.347703,
            0.029045,
            0.147975,
            0.159198,
            0
        ],
        [
            618.816984,
            618.816984,
            618.816984,
            618.816984,
            618.816984,
            618.816984
        ],
        [
            -157625,
            -121614,
            -77471,
            -4162015,
            -3355781,
            -2665707
        ],
        [
            2.020742,
            2.551043,
            1.200422,
            1.21284,
            1.458069,
            0.814935
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            52.212389,
            53.097345,
            51.327434,
            52.212389,
            53.097345,
            51.327434
        ],
        [
            1.849493,
            2.253421,
            1.138332,
            1.110057,
            1.287961,
            0.772783
        ],
        [
            294386,
            294386,
            49977,
            3959544,
            3959544,
            998170
        ],
        [
            -41652,
            -41652,
            -27644,
            -2009056,
            -2009056,
            -1327209
        ],
        [
            43,
            53,
            32,
            43,
            53,
            32
        ],
        [
            51,
            62,
            40,
            51,
            62,
            40
        ],
        [
            34,
            44,
            25,
            34,
            44,
            25
        ],
        [
            9826,
            6099,
            3727,
            9826,
            6099,
            3727
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            172187,
            -25556,
            -320463,
            197986,
            319920,
            -580859
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1545652800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758462503610,
    "expiration_time": 1764936000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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)