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Trade: XRP/USDT/360/VWMA/MIDPOINT/5889

Strategy
XRP/USDT/360/VWMA/MIDPOINT/5889
Pair
XRP_USDT
Interval
6h
Score
338188
Daily Profit
0.165445
Profit Factor
1.274712
Profitability
49.696970
Streak
60.978720
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 20:29
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 868582.6843 771865.3281 96717.3562 6139742.6856 9842648.9967 -3702906.3112
Total P&L (%) 868.5827 771.8653 96.7174 6139.7427 9842.649 -3702.9063
Avg Daily Profit (%) 0.3474 0.3087 0.0387 0.1654 0.1841 0
Buy And Hold Return (%) 742.0334 742.0334 742.0334 742.0334 742.0334 742.0334
Max Trade Drawdown -79237 -61084 -104807 -6296944 -2048022 -7495754
Profit Factor 2.2974 3.2311 1.299 1.2747 1.9704 0.6967
Total Trades 165 82 83 165 82 83
Winning Trades 82 41 41 82 41 41
Losing Trades 83 41 42 83 41 42
Profitability (%) 49.697 50 49.3976 49.697 50 49.3976
Ratio Avg Win / Avg Loss 2.3254 3.2311 1.3306 1.2903 1.9704 0.7136
Largest Winning Trade 305195 305195 42969 7242959 7242959 943859
Largest Losing Trade -54718 -34421 -54718 -5261801 -988975 -5261801
Avg Bars in Trades 58 77 40 58 77 40
Avg Bars in Winners 81 108 54 81 108 54
Avg Bars in Losers 36 46 27 36 46 27
Bars Traded 9698 6332 3366 9698 6332 3366
Profit Streak 60.9787 79.2287 60.9787 60.9787 79.2287 60.9787
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97325 -141622 -306940 338188 293406 -580784

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546300800000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757438961452,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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": [
        [
            868582.6843006844,
            771865.3280598281,
            96717.356240856,
            6139742.6855586115,
            9842648.996727735,
            -3702906.311169129
        ],
        [
            868.582684,
            771.865328,
            96.717356,
            6139.742686,
            9842.648997,
            -3702.906311
        ],
        [
            0.347364,
            0.308684,
            0.038679,
            0.165445,
            0.184109,
            0
        ],
        [
            742.033358,
            742.033358,
            742.033358,
            742.033358,
            742.033358,
            742.033358
        ],
        [
            -79237,
            -61084,
            -104807,
            -6296944,
            -2048022,
            -7495754
        ],
        [
            2.297402,
            3.231066,
            1.298957,
            1.274712,
            1.970395,
            0.696653
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            49.69697,
            50,
            49.39759,
            49.69697,
            50,
            49.39759
        ],
        [
            2.325419,
            3.231066,
            1.330639,
            1.290257,
            1.970395,
            0.713645
        ],
        [
            305195,
            305195,
            42969,
            7242959,
            7242959,
            943859
        ],
        [
            -54718,
            -34421,
            -54718,
            -5261801,
            -988975,
            -5261801
        ],
        [
            58,
            77,
            40,
            58,
            77,
            40
        ],
        [
            81,
            108,
            54,
            81,
            108,
            54
        ],
        [
            36,
            46,
            27,
            36,
            46,
            27
        ],
        [
            9698,
            6332,
            3366,
            9698,
            6332,
            3366
        ],
        [
            60.97872,
            79.22872,
            60.97872,
            60.97872,
            79.22872,
            60.97872
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97325,
            -141622,
            -306940,
            338188,
            293406,
            -580784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546300800000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757438961452,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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)