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Trade: XRP/USDT/360/VWMA/MIDPOINT/8984

Strategy
XRP/USDT/360/VWMA/MIDPOINT/8984
Pair
XRP_USDT
Interval
6h
Score
536077
Daily Profit
0.293871
Profit Factor
2.145129
Profitability
55.284553
Streak
92.572719
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-12 04:44
Expiration Time
2025-11-26 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1229483.6348 980993.0489 248490.5859 153467068.1385 141708560.5882 11758507.5503
Total P&L (%) 1229.4836 980.993 248.4906 153467.0681 141708.5606 11758.5076
Avg Daily Profit (%) 0.4917 0.3924 0.0994 0.2939 0.2907 0.1912
Buy And Hold Return (%) 799.6603 799.6603 799.6603 799.6603 799.6603 799.6603
Max Trade Drawdown -82634 -58622 -75611 -36935975 -13349500 -54994332
Profit Factor 3.3501 4.3594 2.075 2.1451 3.376 1.1581
Total Trades 123 61 62 123 61 62
Winning Trades 68 32 36 68 32 36
Losing Trades 55 29 26 55 29 26
Profitability (%) 55.2846 52.459 58.0645 55.2846 52.459 58.0645
Ratio Avg Win / Avg Loss 2.7096 3.9507 1.4986 1.735 3.0595 0.8364
Largest Winning Trade 283114 283114 51023 82036194 82036194 23302328
Largest Losing Trade -38740 -38740 -30606 -33976913 -6474501 -33976913
Avg Bars in Trades 78 93 63 78 93 63
Avg Bars in Winners 90 102 79 90 102 79
Avg Bars in Losers 64 83 42 64 83 42
Bars Traded 9674 5714 3960 9674 5714 3960
Profit Streak 92.5727 122.0727 92.5727 92.5727 122.0727 92.5727
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321676 -238625 -375811 536077 -145134 -192904

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541613600000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757641482922,
    "expiration_time": 1764115848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 202,
            "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": [
        [
            1229483.634768184,
            980993.0489027703,
            248490.5858654137,
            153467068.1385308,
            141708560.5881818,
            11758507.550349
        ],
        [
            1229.483635,
            980.993049,
            248.490586,
            153467.068139,
            141708.560588,
            11758.50755
        ],
        [
            0.491744,
            0.392358,
            0.099386,
            0.293871,
            0.290675,
            0.191189
        ],
        [
            799.660316,
            799.660316,
            799.660316,
            799.660316,
            799.660316,
            799.660316
        ],
        [
            -82634,
            -58622,
            -75611,
            -36935975,
            -13349500,
            -54994332
        ],
        [
            3.350086,
            4.35941,
            2.07501,
            2.145129,
            3.376041,
            1.158094
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            55.284553,
            52.459016,
            58.064516,
            55.284553,
            52.459016,
            58.064516
        ],
        [
            2.709628,
            3.950716,
            1.498618,
            1.735031,
            3.059537,
            0.836401
        ],
        [
            283114,
            283114,
            51023,
            82036194,
            82036194,
            23302328
        ],
        [
            -38740,
            -38740,
            -30606,
            -33976913,
            -6474501,
            -33976913
        ],
        [
            78,
            93,
            63,
            78,
            93,
            63
        ],
        [
            90,
            102,
            79,
            90,
            102,
            79
        ],
        [
            64,
            83,
            42,
            64,
            83,
            42
        ],
        [
            9674,
            5714,
            3960,
            9674,
            5714,
            3960
        ],
        [
            92.572719,
            122.072719,
            92.572719,
            92.572719,
            122.072719,
            92.572719
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321676,
            -238625,
            -375811,
            536077,
            -145134,
            -192904
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541613600000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757641482922,
    "expiration_time": 1764115848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 202,
            "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)