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Trade: XRP/USDT/360/VWMA/MIDPRICE/3473

Strategy
XRP/USDT/360/VWMA/MIDPRICE/3473
Pair
XRP_USDT
Interval
6h
Score
432948
Daily Profit
0.178656
Profit Factor
1.694359
Profitability
56.310680
Streak
57.581250
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-13 10:57
Expiration Time
2025-11-27 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 761517.0379 657035.4419 104481.596 8573489.8384 10892927.3444 -2319437.5061
Total P&L (%) 761.517 657.0354 104.4816 8573.4898 10892.9273 -2319.4375
Avg Daily Profit (%) 0.3046 0.2628 0.0418 0.1787 0.1882 0
Buy And Hold Return (%) 754.9068 754.9068 754.9068 754.9068 754.9068 754.9068
Max Trade Drawdown -77618 -71997 -61520 -3904122 -1871348 -5257503
Profit Factor 2.5589 3.9315 1.3952 1.6944 3.0893 0.6749
Total Trades 103 51 52 103 51 52
Winning Trades 58 33 25 58 33 25
Losing Trades 45 18 27 45 18 27
Profitability (%) 56.3107 64.7059 48.0769 56.3107 64.7059 48.0769
Ratio Avg Win / Avg Loss 1.9854 2.1445 1.5068 1.3146 1.6851 0.7288
Largest Winning Trade 176052 176052 57320 5640065 5640065 1343516
Largest Losing Trade -52321 -52321 -39744 -2185028 -1871348 -2185028
Avg Bars in Trades 91 106 77 91 106 77
Avg Bars in Winners 90 68 120 90 68 120
Avg Bars in Losers 93 174 38 93 174 38
Bars Traded 9471 5421 4050 9471 5421 4050
Profit Streak 57.5813 132.0813 57.5813 57.5813 132.0813 57.5813
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147171 -327381 -481332 432948 -163350 -761020

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1757743200000,
    "evaluation_time": 1757750219976,
    "expiration_time": 1764223848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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": [
        [
            761517.0379092249,
            657035.4418639493,
            104481.5960452754,
            8573489.83839088,
            10892927.344446667,
            -2319437.506055789
        ],
        [
            761.517038,
            657.035442,
            104.481596,
            8573.489838,
            10892.927344,
            -2319.437506
        ],
        [
            0.304576,
            0.262788,
            0.041788,
            0.178656,
            0.188151,
            0
        ],
        [
            754.906798,
            754.906798,
            754.906798,
            754.906798,
            754.906798,
            754.906798
        ],
        [
            -77618,
            -71997,
            -61520,
            -3904122,
            -1871348,
            -5257503
        ],
        [
            2.558937,
            3.931537,
            1.395227,
            1.694359,
            3.089259,
            0.674856
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            58,
            33,
            25,
            58,
            33,
            25
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            56.31068,
            64.705882,
            48.076923,
            56.31068,
            64.705882,
            48.076923
        ],
        [
            1.985382,
            2.144475,
            1.506846,
            1.314589,
            1.68505,
            0.728844
        ],
        [
            176052,
            176052,
            57320,
            5640065,
            5640065,
            1343516
        ],
        [
            -52321,
            -52321,
            -39744,
            -2185028,
            -1871348,
            -2185028
        ],
        [
            91,
            106,
            77,
            91,
            106,
            77
        ],
        [
            90,
            68,
            120,
            90,
            68,
            120
        ],
        [
            93,
            174,
            38,
            93,
            174,
            38
        ],
        [
            9471,
            5421,
            4050,
            9471,
            5421,
            4050
        ],
        [
            57.58125,
            132.08125,
            57.58125,
            57.58125,
            132.08125,
            57.58125
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147171,
            -327381,
            -481332,
            432948,
            -163350,
            -761020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1757743200000,
    "evaluation_time": 1757750219976,
    "expiration_time": 1764223848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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)