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Trade: XRP/USDT/360/VWMA/MIDPOINT/8093

Strategy
XRP/USDT/360/VWMA/MIDPOINT/8093
Pair
XRP_USDT
Interval
6h
Score
670916
Daily Profit
0.258739
Profit Factor
5.584471
Profitability
53.333333
Streak
435.980319
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-13 20:31
Expiration Time
2025-11-27 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1201557.0889 989597.0601 211960.0288 77496589.6413 63813585.652 13683003.9893
Total P&L (%) 1201.5571 989.5971 211.96 77496.5896 63813.5857 13683.004
Avg Daily Profit (%) 0.4806 0.3958 0.0848 0.2665 0.2587 0.1972
Buy And Hold Return (%) 732.6897 732.6897 732.6897 732.6897 732.6897 732.6897
Max Trade Drawdown -106181 -68078 -72633 -19153889 -6909058 -14329374
Profit Factor 3.9395 6.5858 1.9152 3.3312 5.5845 1.7081
Total Trades 91 45 46 91 45 46
Winning Trades 48 24 24 48 24 24
Losing Trades 43 21 22 43 21 22
Profitability (%) 52.7473 53.3333 52.1739 52.7473 53.3333 52.1739
Ratio Avg Win / Avg Loss 3.5291 5.7626 1.7556 2.9842 4.8864 1.5658
Largest Winning Trade 381049 381049 56241 28039478 28039478 5933940
Largest Losing Trade -55678 -38278 -55678 -10573873 -3542973 -10573873
Avg Bars in Trades 106 122 91 106 122 91
Avg Bars in Winners 137 134 140 137 134 140
Avg Bars in Losers 71 107 37 71 107 37
Bars Traded 9685 5492 4193 9685 5492 4193
Profit Streak 424.2303 435.9803 424.2303 424.2303 435.9803 424.2303
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366997 -36577 -240189 612209 670916 466702

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757784699587,
    "expiration_time": 1764244800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "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": [
        [
            1201557.0888954336,
            989597.0600750344,
            211960.0288203987,
            77496589.6412889,
            63813585.65201305,
            13683003.989275848
        ],
        [
            1201.557089,
            989.59706,
            211.960029,
            77496.589641,
            63813.585652,
            13683.003989
        ],
        [
            0.480623,
            0.395839,
            0.084784,
            0.266519,
            0.258739,
            0.197235
        ],
        [
            732.689729,
            732.689729,
            732.689729,
            732.689729,
            732.689729,
            732.689729
        ],
        [
            -106181,
            -68078,
            -72633,
            -19153889,
            -6909058,
            -14329374
        ],
        [
            3.939459,
            6.585825,
            1.915176,
            3.33122,
            5.584471,
            1.708104
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            52.747253,
            53.333333,
            52.173913,
            52.747253,
            53.333333,
            52.173913
        ],
        [
            3.529099,
            5.762597,
            1.755578,
            2.984218,
            4.886412,
            1.565762
        ],
        [
            381049,
            381049,
            56241,
            28039478,
            28039478,
            5933940
        ],
        [
            -55678,
            -38278,
            -55678,
            -10573873,
            -3542973,
            -10573873
        ],
        [
            106,
            122,
            91,
            106,
            122,
            91
        ],
        [
            137,
            134,
            140,
            137,
            134,
            140
        ],
        [
            71,
            107,
            37,
            71,
            107,
            37
        ],
        [
            9685,
            5492,
            4193,
            9685,
            5492,
            4193
        ],
        [
            424.230319,
            435.980319,
            424.230319,
            424.230319,
            435.980319,
            424.230319
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366997,
            -36577,
            -240189,
            612209,
            670916,
            466702
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757784699587,
    "expiration_time": 1764244800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "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)