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Trade: XRP/USDT/480/BBL/VWAP/7473

Strategy
XRP/USDT/480/BBL/VWAP/7473
Pair
XRP_USDT
Interval
8h
Score
396739
Daily Profit
0.193642
Profit Factor
1.496711
Profitability
56.779661
Streak
64.091142
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-12 21:11
Expiration Time
2025-11-26 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 857905.6171 725647.142 132258.4751 12517441.4061 23819907.2116 -11302465.8055
Total P&L (%) 857.9056 725.6471 132.2585 12517.4414 23819.9072 -11302.4658
Avg Daily Profit (%) 0.3431 0.2902 0.0529 0.1936 0.2193 0
Buy And Hold Return (%) 881.5727 881.5727 881.5727 881.5727 881.5727 881.5727
Max Trade Drawdown -98043 -82930 -67889 -15435158 -3501884 -15372214
Profit Factor 3.2885 5.1331 1.6636 1.4967 5.2905 0.4248
Total Trades 118 59 59 118 59 59
Winning Trades 67 33 34 67 33 34
Losing Trades 51 26 25 51 26 25
Profitability (%) 56.7797 55.9322 57.6271 56.7797 55.9322 57.6271
Ratio Avg Win / Avg Loss 2.5032 4.0443 1.2232 1.1393 4.1682 0.3123
Largest Winning Trade 202001 202001 42284 15145267 15145267 1006396
Largest Losing Trade -67889 -51720 -67889 -15372214 -2036609 -15372214
Avg Bars in Trades 59 72 46 59 72 46
Avg Bars in Winners 63 76 50 63 76 50
Avg Bars in Losers 53 67 40 53 67 40
Bars Traded 6990 4275 2715 6990 4275 2715
Profit Streak 64.0911 76.0911 0 64.0911 76.0911 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148479 -324023 -461717 396739 -158736 -756469

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1548518400000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757700674666,
    "expiration_time": 1764174528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 226,
            "offset": 0,
            "std": 2.17386
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 238
        }
    }
}
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": [
        [
            857905.6170723649,
            725647.1419815939,
            132258.475090771,
            12517441.406068224,
            23819907.211608157,
            -11302465.80553993
        ],
        [
            857.905617,
            725.647142,
            132.258475,
            12517.441406,
            23819.907212,
            -11302.465806
        ],
        [
            0.34307,
            0.290181,
            0.052889,
            0.193642,
            0.219273,
            0
        ],
        [
            881.572717,
            881.572717,
            881.572717,
            881.572717,
            881.572717,
            881.572717
        ],
        [
            -98043,
            -82930,
            -67889,
            -15435158,
            -3501884,
            -15372214
        ],
        [
            3.288491,
            5.133144,
            1.66358,
            1.496711,
            5.29046,
            0.424776
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            56.779661,
            55.932203,
            57.627119,
            56.779661,
            55.932203,
            57.627119
        ],
        [
            2.50318,
            4.044296,
            1.223221,
            1.139288,
            4.168241,
            0.312335
        ],
        [
            202001,
            202001,
            42284,
            15145267,
            15145267,
            1006396
        ],
        [
            -67889,
            -51720,
            -67889,
            -15372214,
            -2036609,
            -15372214
        ],
        [
            59,
            72,
            46,
            59,
            72,
            46
        ],
        [
            63,
            76,
            50,
            63,
            76,
            50
        ],
        [
            53,
            67,
            40,
            53,
            67,
            40
        ],
        [
            6990,
            4275,
            2715,
            6990,
            4275,
            2715
        ],
        [
            64.091142,
            76.091142,
            0,
            64.091142,
            76.091142,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148479,
            -324023,
            -461717,
            396739,
            -158736,
            -756469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1548518400000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757700674666,
    "expiration_time": 1764174528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 226,
            "offset": 0,
            "std": 2.17386
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 238
        }
    }
}

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)