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Trade: XRP/USDT/480/SSF/VWMA/2875

Strategy
XRP/USDT/480/SSF/VWMA/2875
Pair
XRP_USDT
Interval
8h
Score
572236
Daily Profit
0.241229
Profit Factor
3.536079
Profitability
51.063830
Streak
120.304196
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-23 02:18
Expiration Time
2025-12-06 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1051404.9314 865301.3123 186103.6191 28986211.9769 41233349.2513 -12247137.2744
Total P&L (%) 1051.4049 865.3013 186.1036 28986.212 41233.3493 -12247.1373
Avg Daily Profit (%) 0.4205 0.3461 0.0744 0.2271 0.2412 0
Buy And Hold Return (%) 805.7138 805.7138 805.7138 805.7138 805.7138 805.7138
Max Trade Drawdown -90832 -45020 -82155 -21504782 -7280604 -29668093
Profit Factor 3.6378 6.0269 1.8218 1.5345 3.5361 0.6775
Total Trades 95 47 48 95 47 48
Winning Trades 54 24 30 54 24 30
Losing Trades 41 23 18 41 23 18
Profitability (%) 56.8421 51.0638 62.5 56.8421 51.0638 62.5
Ratio Avg Win / Avg Loss 2.762 5.7757 1.0931 1.1651 3.3887 0.4065
Largest Winning Trade 342333 342333 51247 25625149 25625149 3856296
Largest Losing Trade -75264 -26386 -75264 -20352425 -6826082 -20352425
Avg Bars in Trades 74 86 63 74 86 63
Avg Bars in Winners 82 91 75 82 91 75
Avg Bars in Losers 64 80 44 64 80 44
Bars Traded 7115 4053 3062 7115 4053 3062
Profit Streak 120.3042 120.3042 160.6375 120.3042 120.3042 160.6375
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51698 -124170 -253934 442030 572236 -577715

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548259200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758583082519,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 47,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "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": [
        [
            1051404.9314093594,
            865301.3122769035,
            186103.6191324558,
            28986211.97690718,
            41233349.25134953,
            -12247137.274442358
        ],
        [
            1051.404931,
            865.301312,
            186.103619,
            28986.211977,
            41233.349251,
            -12247.137274
        ],
        [
            0.420506,
            0.346075,
            0.074432,
            0.227142,
            0.241229,
            0
        ],
        [
            805.713831,
            805.713831,
            805.713831,
            805.713831,
            805.713831,
            805.713831
        ],
        [
            -90832,
            -45020,
            -82155,
            -21504782,
            -7280604,
            -29668093
        ],
        [
            3.637753,
            6.026857,
            1.821784,
            1.534494,
            3.536079,
            0.677473
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            56.842105,
            51.06383,
            62.5,
            56.842105,
            51.06383,
            62.5
        ],
        [
            2.761998,
            5.775738,
            1.09307,
            1.165079,
            3.388743,
            0.406484
        ],
        [
            342333,
            342333,
            51247,
            25625149,
            25625149,
            3856296
        ],
        [
            -75264,
            -26386,
            -75264,
            -20352425,
            -6826082,
            -20352425
        ],
        [
            74,
            86,
            63,
            74,
            86,
            63
        ],
        [
            82,
            91,
            75,
            82,
            91,
            75
        ],
        [
            64,
            80,
            44,
            64,
            80,
            44
        ],
        [
            7115,
            4053,
            3062,
            7115,
            4053,
            3062
        ],
        [
            120.304196,
            120.304196,
            160.637529,
            120.304196,
            120.304196,
            160.637529
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51698,
            -124170,
            -253934,
            442030,
            572236,
            -577715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548259200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758583082519,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "offset": 47,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 199,
            "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)