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Trade: XRP/USDT/360/VWMA/VWMA/1118

Strategy
XRP/USDT/360/VWMA/VWMA/1118
Pair
XRP_USDT
Interval
6h
Score
388901
Daily Profit
0.153868
Profit Factor
1.715107
Profitability
75.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-15 00:12
Expiration Time
2025-11-28 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409361.2861 471694.9652 -62333.6791 -22583996.2967 4571737.364 -27155733.6607
Total P&L (%) 409.3613 471.695 -62.3337 -22583.9963 4571.7374 -27155.7337
Avg Daily Profit (%) 0.1637 0.1887 -0.0249 0 0.1539 0
Buy And Hold Return (%) 735.3006 735.3006 735.3006 735.3006 735.3006 735.3006
Max Trade Drawdown -265815 -39206 -261113 -33749860 -4474955 -30106864
Profit Factor 1.8272 6.2263 0.846 0.4231 1.7151 0.1709
Total Trades 65 32 33 65 32 33
Winning Trades 45 24 21 45 24 21
Losing Trades 20 8 12 20 8 12
Profitability (%) 69.2308 75 63.6364 69.2308 75 63.6364
Ratio Avg Win / Avg Loss 0.8121 2.0754 0.4834 0.188 0.5717 0.0976
Largest Winning Trade 122041 122041 35223 3044994 3044994 1275404
Largest Losing Trade -261113 -39206 -261113 -28674654 -4474955 -28674654
Avg Bars in Trades 148 146 150 148 146 150
Avg Bars in Winners 128 121 136 134 130 138
Avg Bars in Losers 193 221 175 180 195 170
Bars Traded 9664 4702 4962 9664 4702 4962
Profit Streak 0 125.6335 0 64.8835 0 89.8835
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -291284 -145950 -579035 -713725 388901 -578476

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541851200000,
    "first_datapoint_time": 1546776000000,
    "last_datapoint_time": 1757872800000,
    "evaluation_time": 1757884331016,
    "expiration_time": 1764353448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "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": [
        [
            409361.2860871318,
            471694.9651938289,
            -62333.6791066974,
            -22583996.29671499,
            4571737.364004288,
            -27155733.660719275
        ],
        [
            409.361286,
            471.694965,
            -62.333679,
            -22583.996297,
            4571.737364,
            -27155.733661
        ],
        [
            0.163728,
            0.188659,
            -0.024931,
            0,
            0.153868,
            0
        ],
        [
            735.300607,
            735.300607,
            735.300607,
            735.300607,
            735.300607,
            735.300607
        ],
        [
            -265815,
            -39206,
            -261113,
            -33749860,
            -4474955,
            -30106864
        ],
        [
            1.827177,
            6.226294,
            0.845951,
            0.423079,
            1.715107,
            0.170885
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            20,
            8,
            12,
            20,
            8,
            12
        ],
        [
            69.230769,
            75,
            63.636364,
            69.230769,
            75,
            63.636364
        ],
        [
            0.812079,
            2.075431,
            0.483401,
            0.188035,
            0.571702,
            0.097648
        ],
        [
            122041,
            122041,
            35223,
            3044994,
            3044994,
            1275404
        ],
        [
            -261113,
            -39206,
            -261113,
            -28674654,
            -4474955,
            -28674654
        ],
        [
            148,
            146,
            150,
            148,
            146,
            150
        ],
        [
            128,
            121,
            136,
            134,
            130,
            138
        ],
        [
            193,
            221,
            175,
            180,
            195,
            170
        ],
        [
            9664,
            4702,
            4962,
            9664,
            4702,
            4962
        ],
        [
            0,
            125.633461,
            0,
            64.883461,
            0,
            89.883461
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -291284,
            -145950,
            -579035,
            -713725,
            388901,
            -578476
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541851200000,
    "first_datapoint_time": 1546776000000,
    "last_datapoint_time": 1757872800000,
    "evaluation_time": 1757884331016,
    "expiration_time": 1764353448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 229,
            "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)