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Trade: XRP/USDT/480/LINREG/VWMA/6727

Strategy
XRP/USDT/480/LINREG/VWMA/6727
Pair
XRP_USDT
Interval
8h
Score
525186
Daily Profit
0.292521
Profit Factor
2.548173
Profitability
54.400000
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-11 18:42
Expiration Time
2025-11-25 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1229570.2308 987271.3446 242298.8862 148420461.8353 117843996.5262 30576465.3091
Total P&L (%) 1229.5702 987.2713 242.2989 148420.4618 117843.9965 30576.4653
Avg Daily Profit (%) 0.4918 0.3949 0.0969 0.2925 0.2833 0.2293
Buy And Hold Return (%) 703.9379 703.9379 703.9379 703.9379 703.9379 703.9379
Max Trade Drawdown -87577 -73175 -35618 -35158051 -29938321 -9899795
Profit Factor 3.4412 4.2016 2.2405 2.5482 2.8094 1.9947
Total Trades 125 62 63 125 62 63
Winning Trades 68 34 34 68 34 34
Losing Trades 57 28 29 57 28 29
Profitability (%) 54.4 54.8387 53.9683 54.4 54.8387 53.9683
Ratio Avg Win / Avg Loss 2.8845 3.4602 1.911 2.136 2.3136 1.7014
Largest Winning Trade 337351 337351 61061 57388896 57388896 18250389
Largest Losing Trade -35618 -28723 -35618 -16850690 -16850690 -8444503
Avg Bars in Trades 58 65 51 58 65 51
Avg Bars in Winners 72 80 64 72 80 64
Avg Bars in Losers 41 48 34 41 48 34
Bars Traded 7302 4084 3218 7302 4084 3218
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339739 -177196 -371276 525186 -139441 -134087

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541577600000,
    "first_datapoint_time": 1545321600000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757605374650,
    "expiration_time": 1764058464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 32,
            "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": [
        [
            1229570.2307756224,
            987271.3445727527,
            242298.8862028701,
            148420461.83528024,
            117843996.52617039,
            30576465.30910983
        ],
        [
            1229.570231,
            987.271345,
            242.298886,
            148420.461835,
            117843.996526,
            30576.465309
        ],
        [
            0.491763,
            0.394856,
            0.096907,
            0.292521,
            0.283275,
            0.229275
        ],
        [
            703.937896,
            703.937896,
            703.937896,
            703.937896,
            703.937896,
            703.937896
        ],
        [
            -87577,
            -73175,
            -35618,
            -35158051,
            -29938321,
            -9899795
        ],
        [
            3.441163,
            4.201648,
            2.240531,
            2.548173,
            2.809396,
            1.994705
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            54.4,
            54.83871,
            53.968254,
            54.4,
            54.83871,
            53.968254
        ],
        [
            2.884504,
            3.46018,
            1.911041,
            2.135968,
            2.31362,
            1.701366
        ],
        [
            337351,
            337351,
            61061,
            57388896,
            57388896,
            18250389
        ],
        [
            -35618,
            -28723,
            -35618,
            -16850690,
            -16850690,
            -8444503
        ],
        [
            58,
            65,
            51,
            58,
            65,
            51
        ],
        [
            72,
            80,
            64,
            72,
            80,
            64
        ],
        [
            41,
            48,
            34,
            41,
            48,
            34
        ],
        [
            7302,
            4084,
            3218,
            7302,
            4084,
            3218
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339739,
            -177196,
            -371276,
            525186,
            -139441,
            -134087
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541577600000,
    "first_datapoint_time": 1545321600000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757605374650,
    "expiration_time": 1764058464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 32,
            "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)