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Trade: XRP/USDT/480/LINREG/VWMA/8727

Strategy
XRP/USDT/480/LINREG/VWMA/8727
Pair
XRP_USDT
Interval
8h
Score
483769
Daily Profit
0.147744
Profit Factor
8.948029
Profitability
60.000000
Streak
128.966980
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-22 18:12
Expiration Time
2025-12-06 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 654867.4666 585716.3575 69151.1092 2638079.7759 3909903.4915 -1271823.7156
Total P&L (%) 654.8675 585.7164 69.1511 2638.0798 3909.9035 -1271.8237
Avg Daily Profit (%) 0.2619 0.2343 0.0277 0.1325 0.1477 0
Buy And Hold Return (%) 821.3992 821.3992 821.3992 821.3992 821.3992 821.3992
Max Trade Drawdown -80767 -70283 -81213 -2409121 -167136 -2247795
Profit Factor 2.565 4.9598 1.2556 1.8392 8.948 0.5204
Total Trades 71 35 36 71 35 36
Winning Trades 45 21 24 45 21 24
Losing Trades 26 14 12 26 14 12
Profitability (%) 63.3803 60 66.6667 63.3803 60 66.6667
Ratio Avg Win / Avg Loss 1.482 3.3065 0.6278 1.0627 5.9654 0.2602
Largest Winning Trade 174674 174674 50227 2384839 2384839 424150
Largest Losing Trade -66999 -48168 -66999 -1873199 -167136 -1873199
Avg Bars in Trades 99 113 85 99 113 85
Avg Bars in Winners 89 96 82 89 96 82
Avg Bars in Losers 117 139 91 117 139 91
Bars Traded 7067 3982 3085 7067 3982 3085
Profit Streak 128.967 128.967 133.3003 128.967 128.967 133.3003
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -241345 -147827 -320443 -104229 483769 -577659

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1547395200000,
    "last_datapoint_time": 1758528000000,
    "evaluation_time": 1758553947066,
    "expiration_time": 1765008864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "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": [
        [
            654867.4666237381,
            585716.3574670365,
            69151.1091567017,
            2638079.77589437,
            3909903.4914667434,
            -1271823.715572373
        ],
        [
            654.867467,
            585.716357,
            69.151109,
            2638.079776,
            3909.903491,
            -1271.823716
        ],
        [
            0.261912,
            0.234256,
            0.027657,
            0.132464,
            0.147744,
            0
        ],
        [
            821.399203,
            821.399203,
            821.399203,
            821.399203,
            821.399203,
            821.399203
        ],
        [
            -80767,
            -70283,
            -81213,
            -2409121,
            -167136,
            -2247795
        ],
        [
            2.564977,
            4.959797,
            1.255608,
            1.839205,
            8.948029,
            0.520358
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            63.380282,
            60,
            66.666667,
            63.380282,
            60,
            66.666667
        ],
        [
            1.481987,
            3.306532,
            0.627804,
            1.062652,
            5.965353,
            0.260179
        ],
        [
            174674,
            174674,
            50227,
            2384839,
            2384839,
            424150
        ],
        [
            -66999,
            -48168,
            -66999,
            -1873199,
            -167136,
            -1873199
        ],
        [
            99,
            113,
            85,
            99,
            113,
            85
        ],
        [
            89,
            96,
            82,
            89,
            96,
            82
        ],
        [
            117,
            139,
            91,
            117,
            139,
            91
        ],
        [
            7067,
            3982,
            3085,
            7067,
            3982,
            3085
        ],
        [
            128.96698,
            128.96698,
            133.300313,
            128.96698,
            128.96698,
            133.300313
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -241345,
            -147827,
            -320443,
            -104229,
            483769,
            -577659
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1547395200000,
    "last_datapoint_time": 1758528000000,
    "evaluation_time": 1758553947066,
    "expiration_time": 1765008864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 104,
            "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)