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Trade: XRP/USDT/360/VWMA/MIDPOINT/5308

Strategy
XRP/USDT/360/VWMA/MIDPOINT/5308
Pair
XRP_USDT
Interval
6h
Score
628222
Daily Profit
0.303755
Profit Factor
3.150631
Profitability
56.989247
Streak
125.550681
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 22:12
Expiration Time
2025-11-26 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1191504.7188 932796.338 258708.3808 196228271.1493 159136833.7288 37091437.4204
Total P&L (%) 1191.5047 932.7963 258.7084 196228.2711 159136.8337 37091.4374
Avg Daily Profit (%) 0.4766 0.3731 0.1035 0.3038 0.2954 0.237
Buy And Hold Return (%) 736.5353 736.5353 736.5353 736.5353 736.5353 736.5353
Max Trade Drawdown -81705 -80967 -50924 -34071947 -18656548 -28987783
Profit Factor 4.1814 5.3807 2.601 3.1506 4.1555 1.9089
Total Trades 93 46 47 93 46 47
Winning Trades 53 24 29 53 24 29
Losing Trades 40 22 18 40 22 18
Profitability (%) 56.9892 52.1739 61.7021 56.9892 52.1739 61.7021
Ratio Avg Win / Avg Loss 3.1558 4.9323 1.6144 2.3778 3.8092 1.1848
Largest Winning Trade 306455 306455 52638 85546921 85546921 28880635
Largest Losing Trade -40969 -37070 -40969 -10713361 -10713361 -10475513
Avg Bars in Trades 104 119 88 104 119 88
Avg Bars in Winners 129 149 113 129 149 113
Avg Bars in Losers 70 87 49 70 87 49
Bars Traded 9686 5509 4177 9686 5509 4177
Profit Streak 125.5507 125.5507 203.5507 125.5507 125.5507 203.5507
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383919 -64364 -213072 628222 610204 483909

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541700000000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757704378809,
    "expiration_time": 1764180000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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": [
        [
            1191504.718811621,
            932796.3379790984,
            258708.3808325225,
            196228271.14928162,
            159136833.7288329,
            37091437.42044877
        ],
        [
            1191.504719,
            932.796338,
            258.708381,
            196228.271149,
            159136.833729,
            37091.43742
        ],
        [
            0.476602,
            0.373119,
            0.103483,
            0.303755,
            0.295354,
            0.237027
        ],
        [
            736.535322,
            736.535322,
            736.535322,
            736.535322,
            736.535322,
            736.535322
        ],
        [
            -81705,
            -80967,
            -50924,
            -34071947,
            -18656548,
            -28987783
        ],
        [
            4.181406,
            5.380742,
            2.601014,
            3.150631,
            4.155517,
            1.908861
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            56.989247,
            52.173913,
            61.702128,
            56.989247,
            52.173913,
            61.702128
        ],
        [
            3.155778,
            4.932346,
            1.614423,
            2.377834,
            3.809224,
            1.18481
        ],
        [
            306455,
            306455,
            52638,
            85546921,
            85546921,
            28880635
        ],
        [
            -40969,
            -37070,
            -40969,
            -10713361,
            -10713361,
            -10475513
        ],
        [
            104,
            119,
            88,
            104,
            119,
            88
        ],
        [
            129,
            149,
            113,
            129,
            149,
            113
        ],
        [
            70,
            87,
            49,
            70,
            87,
            49
        ],
        [
            9686,
            5509,
            4177,
            9686,
            5509,
            4177
        ],
        [
            125.550681,
            125.550681,
            203.550681,
            125.550681,
            125.550681,
            203.550681
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383919,
            -64364,
            -213072,
            628222,
            610204,
            483909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541700000000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757704378809,
    "expiration_time": 1764180000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 220,
            "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)