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Trade: XRP/USDT/480/HILO/VWMA/7902

Strategy
XRP/USDT/480/HILO/VWMA/7902
Pair
XRP_USDT
Interval
8h
Score
347984
Daily Profit
0.158521
Profit Factor
1.383496
Profitability
42.293907
Streak
9.697316
Best Strategy
Training Data Length
2503.330000
Evaluation Time
2025-10-08 11:44
Expiration Time
2025-12-22 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 895364.1714 815565.11 79799.0614 5172860.9582 5421711.411 -248850.4529
Total P&L (%) 895.3642 815.5651 79.7991 5172.861 5421.7114 -248.8505
Avg Daily Profit (%) 0.3577 0.3258 0.0319 0.1585 0.1604 0
Buy And Hold Return (%) 844.5895 844.5895 844.5895 844.5895 844.5895 844.5895
Max Trade Drawdown -186544 -117376 -75424 -3131348 -1976888 -1657608
Profit Factor 1.6481 2.0523 1.1316 1.3835 1.7779 0.9618
Total Trades 558 279 279 558 279 279
Winning Trades 236 110 126 236 110 126
Losing Trades 322 169 153 322 169 153
Profitability (%) 42.2939 39.4265 45.1613 42.2939 39.4265 45.1613
Ratio Avg Win / Avg Loss 2.2487 3.1531 1.3741 1.8877 2.7315 1.1679
Largest Winning Trade 338526 338526 43170 3538178 3538178 993611
Largest Losing Trade -20048 -18066 -20048 -872080 -452736 -872080
Avg Bars in Trades 13 19 7 13 19 7
Avg Bars in Winners 18 27 9 18 27 9
Avg Bars in Losers 9 13 6 9 13 6
Bars Traded 7471 5323 2148 7471 5323 2148
Profit Streak 9.6973 12.6973 0 9.6973 12.6973 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133706 -155081 -392570 347984 301179 -579811
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7510,
    "evaluation_days": 2503.33,
    "actual_first_datapoint_time": 1543622400000,
    "first_datapoint_time": 1544284800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759913048091,
    "expiration_time": 1766370240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "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": [
        [
            895364.1713943989,
            815565.1099959774,
            79799.0613984207,
            5172860.958170176,
            5421711.411030772,
            -248850.4528605979
        ],
        [
            895.364171,
            815.56511,
            79.799061,
            5172.860958,
            5421.711411,
            -248.850453
        ],
        [
            0.357669,
            0.325792,
            0.031877,
            0.158521,
            0.160366,
            0
        ],
        [
            844.589546,
            844.589546,
            844.589546,
            844.589546,
            844.589546,
            844.589546
        ],
        [
            -186544,
            -117376,
            -75424,
            -3131348,
            -1976888,
            -1657608
        ],
        [
            1.648116,
            2.052314,
            1.13158,
            1.383496,
            1.777902,
            0.961827
        ],
        [
            558,
            279,
            279,
            558,
            279,
            279
        ],
        [
            236,
            110,
            126,
            236,
            110,
            126
        ],
        [
            322,
            169,
            153,
            322,
            169,
            153
        ],
        [
            42.293907,
            39.426523,
            45.16129,
            42.293907,
            39.426523,
            45.16129
        ],
        [
            2.248701,
            3.153101,
            1.374062,
            1.887652,
            2.731504,
            1.167933
        ],
        [
            338526,
            338526,
            43170,
            3538178,
            3538178,
            993611
        ],
        [
            -20048,
            -18066,
            -20048,
            -872080,
            -452736,
            -872080
        ],
        [
            13,
            19,
            7,
            13,
            19,
            7
        ],
        [
            18,
            27,
            9,
            18,
            27,
            9
        ],
        [
            9,
            13,
            6,
            9,
            13,
            6
        ],
        [
            7471,
            5323,
            2148,
            7471,
            5323,
            2148
        ],
        [
            9.697316,
            12.697316,
            0,
            9.697316,
            12.697316,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133706,
            -155081,
            -392570,
            347984,
            301179,
            -579811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7510,
    "evaluation_days": 2503.33,
    "actual_first_datapoint_time": 1543622400000,
    "first_datapoint_time": 1544284800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759913048091,
    "expiration_time": 1766370240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 24,
            "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)