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Trade: XRP/USDT/360/VWMA/MIDPRICE/1825

Strategy
XRP/USDT/360/VWMA/MIDPRICE/1825
Pair
XRP_USDT
Interval
6h
Score
384126
Daily Profit
0.179314
Profit Factor
1.459055
Profitability
53.103448
Streak
71.384888
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 06:14
Expiration Time
2025-12-04 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 865989.5875 761095.6632 104893.9243 8713112.2745 9197036.6581 -483924.3836
Total P&L (%) 865.9896 761.0957 104.8939 8713.1123 9197.0367 -483.9244
Avg Daily Profit (%) 0.3464 0.3044 0.042 0.1793 0.1815 0
Buy And Hold Return (%) 727.7162 727.7162 727.7162 727.7162 727.7162 727.7162
Max Trade Drawdown -134784 -61124 -109916 -7281641 -3441812 -6151694
Profit Factor 2.3239 3.1738 1.3451 1.4591 1.9664 0.9489
Total Trades 145 72 73 145 72 73
Winning Trades 77 40 37 77 40 37
Losing Trades 68 32 36 68 32 36
Profitability (%) 53.1034 55.5556 50.6849 53.1034 55.5556 50.6849
Ratio Avg Win / Avg Loss 2.0523 2.5391 1.3087 1.2885 1.5731 0.9232
Largest Winning Trade 271428 271428 48952 5519651 5519651 1329885
Largest Losing Trade -50432 -50432 -31211 -2227921 -1499010 -2227921
Avg Bars in Trades 65 76 54 65 76 54
Avg Bars in Winners 80 89 71 80 89 71
Avg Bars in Losers 47 59 36 47 59 36
Bars Traded 9456 5500 3956 9456 5500 3956
Profit Streak 71.3849 73.3849 71.3849 71.3849 73.3849 71.3849
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91195 -214413 -373592 384126 -66287 -652089

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1546365600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758338054333,
    "expiration_time": 1764806400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "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": [
        [
            865989.5874990867,
            761095.6631854177,
            104893.9243136691,
            8713112.27448875,
            9197036.65807732,
            -483924.3835885667
        ],
        [
            865.989587,
            761.095663,
            104.893924,
            8713.112274,
            9197.036658,
            -483.924384
        ],
        [
            0.346396,
            0.304438,
            0.041958,
            0.179314,
            0.181456,
            0
        ],
        [
            727.716186,
            727.716186,
            727.716186,
            727.716186,
            727.716186,
            727.716186
        ],
        [
            -134784,
            -61124,
            -109916,
            -7281641,
            -3441812,
            -6151694
        ],
        [
            2.323919,
            3.173824,
            1.345054,
            1.459055,
            1.966395,
            0.948865
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            77,
            40,
            37,
            77,
            40,
            37
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            53.103448,
            55.555556,
            50.684932,
            53.103448,
            55.555556,
            50.684932
        ],
        [
            2.052292,
            2.53906,
            1.308701,
            1.288516,
            1.573116,
            0.92322
        ],
        [
            271428,
            271428,
            48952,
            5519651,
            5519651,
            1329885
        ],
        [
            -50432,
            -50432,
            -31211,
            -2227921,
            -1499010,
            -2227921
        ],
        [
            65,
            76,
            54,
            65,
            76,
            54
        ],
        [
            80,
            89,
            71,
            80,
            89,
            71
        ],
        [
            47,
            59,
            36,
            47,
            59,
            36
        ],
        [
            9456,
            5500,
            3956,
            9456,
            5500,
            3956
        ],
        [
            71.384888,
            73.384888,
            71.384888,
            71.384888,
            73.384888,
            71.384888
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91195,
            -214413,
            -373592,
            384126,
            -66287,
            -652089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1546365600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758338054333,
    "expiration_time": 1764806400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "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)