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Trade: XRP/USDT/360/WMA/VWMA/2547

Strategy
XRP/USDT/360/WMA/VWMA/2547
Pair
XRP_USDT
Interval
6h
Score
428961
Daily Profit
0.148428
Profit Factor
3.539613
Profitability
59.459459
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-14 18:01
Expiration Time
2025-11-28 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 851472.0482 748376.9522 103095.096 4023118.5761 3978562.5148 44556.0613
Total P&L (%) 851.472 748.377 103.0951 4023.1186 3978.5625 44.5561
Avg Daily Profit (%) 0.3406 0.2993 0.0412 0.1489 0.1484 0.0147
Buy And Hold Return (%) 837.3819 837.3819 837.3819 837.3819 837.3819 837.3819
Max Trade Drawdown -100013 -82079 -42119 -1240338 -558556 -1342729
Profit Factor 3.1669 3.8147 1.8113 2.1832 3.5396 1.0243
Total Trades 75 37 38 75 37 38
Winning Trades 46 22 24 46 22 24
Losing Trades 29 15 14 29 15 14
Profitability (%) 61.3333 59.4595 63.1579 61.3333 59.4595 63.1579
Ratio Avg Win / Avg Loss 1.9965 2.6009 1.0566 1.3764 2.4134 0.5975
Largest Winning Trade 326520 326520 39288 3736373 3736373 826681
Largest Losing Trade -47608 -47608 -32393 -1229449 -431847 -1229449
Avg Bars in Trades 115 167 64 115 167 64
Avg Bars in Winners 109 139 82 109 139 82
Avg Bars in Losers 124 209 32 124 209 32
Bars Traded 8652 6212 2439 8652 6212 2439
Profit Streak 141.6258 0 241.8758 141.6258 0 241.8758
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -204211 -148733 -298589 -51328 428961 -531705

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541829600000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757862069232,
    "expiration_time": 1764331848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "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": [
        [
            851472.0482103302,
            748376.9521753847,
            103095.0960349453,
            4023118.57614424,
            3978562.5148432925,
            44556.0613009461
        ],
        [
            851.472048,
            748.376952,
            103.095096,
            4023.118576,
            3978.562515,
            44.556061
        ],
        [
            0.340555,
            0.299321,
            0.041234,
            0.148864,
            0.148428,
            0.01474
        ],
        [
            837.381933,
            837.381933,
            837.381933,
            837.381933,
            837.381933,
            837.381933
        ],
        [
            -100013,
            -82079,
            -42119,
            -1240338,
            -558556,
            -1342729
        ],
        [
            3.166868,
            3.814719,
            1.81132,
            2.18318,
            3.539613,
            1.024299
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            61.333333,
            59.459459,
            63.157895,
            61.333333,
            59.459459,
            63.157895
        ],
        [
            1.996504,
            2.600945,
            1.056603,
            1.376353,
            2.413373,
            0.597508
        ],
        [
            326520,
            326520,
            39288,
            3736373,
            3736373,
            826681
        ],
        [
            -47608,
            -47608,
            -32393,
            -1229449,
            -431847,
            -1229449
        ],
        [
            115,
            167,
            64,
            115,
            167,
            64
        ],
        [
            109,
            139,
            82,
            109,
            139,
            82
        ],
        [
            124,
            209,
            32,
            124,
            209,
            32
        ],
        [
            8652,
            6212,
            2439,
            8652,
            6212,
            2439
        ],
        [
            141.625801,
            0,
            241.875801,
            141.625801,
            0,
            241.875801
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -204211,
            -148733,
            -298589,
            -51328,
            428961,
            -531705
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541829600000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757862069232,
    "expiration_time": 1764331848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "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)