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Trade: XRP/USDT/480/SWMA/VWMA/3281

Strategy
XRP/USDT/480/SWMA/VWMA/3281
Pair
XRP_USDT
Interval
8h
Score
555651
Daily Profit
0.210287
Profit Factor
3.254596
Profitability
53.846154
Streak
132.894420
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 08:27
Expiration Time
2025-11-29 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 897436.5503 794375.0338 103061.5165 6334380.1406 19001335.8974 -12666955.7568
Total P&L (%) 897.4366 794.375 103.0615 6334.3801 19001.3359 -12666.9558
Avg Daily Profit (%) 0.3589 0.3177 0.0412 0.1667 0.2103 0
Buy And Hold Return (%) 757.4309 757.4309 757.4309 757.4309 757.4309 757.4309
Max Trade Drawdown -131020 -75416 -106555 -18634274 -3840870 -16356755
Profit Factor 2.7849 4.3997 1.3829 1.2204 3.2546 0.3763
Total Trades 79 39 40 79 39 40
Winning Trades 46 21 25 46 21 25
Losing Trades 33 18 15 33 18 15
Profitability (%) 58.2278 53.8462 62.5 58.2278 53.8462 62.5
Ratio Avg Win / Avg Loss 1.9979 3.7711 0.8298 0.8755 2.7897 0.2258
Largest Winning Trade 233315 233315 61112 16061613 16061613 1696596
Largest Losing Trade -52709 -49092 -52709 -9255411 -2003145 -9255411
Avg Bars in Trades 91 110 73 91 110 73
Avg Bars in Winners 95 101 89 95 101 89
Avg Bars in Losers 87 121 45 87 121 45
Bars Traded 7260 4328 2932 7260 4328 2932
Profit Streak 98.2278 132.8944 98.2278 98.2278 132.8944 98.2278
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122534 -133116 -302493 -23290 555651 -578569

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1546502400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757914077879,
    "expiration_time": 1764375264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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": [
        [
            897436.5502967713,
            794375.03380272,
            103061.5164940513,
            6334380.140642765,
            19001335.897438448,
            -12666955.756795684
        ],
        [
            897.43655,
            794.375034,
            103.061516,
            6334.380141,
            19001.335897,
            -12666.955757
        ],
        [
            0.358927,
            0.317708,
            0.041219,
            0.166686,
            0.210287,
            0
        ],
        [
            757.4309,
            757.4309,
            757.4309,
            757.4309,
            757.4309,
            757.4309
        ],
        [
            -131020,
            -75416,
            -106555,
            -18634274,
            -3840870,
            -16356755
        ],
        [
            2.784891,
            4.399673,
            1.382938,
            1.220424,
            3.254596,
            0.3763
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            58.227848,
            53.846154,
            62.5,
            58.227848,
            53.846154,
            62.5
        ],
        [
            1.997857,
            3.771148,
            0.829763,
            0.875522,
            2.789653,
            0.22578
        ],
        [
            233315,
            233315,
            61112,
            16061613,
            16061613,
            1696596
        ],
        [
            -52709,
            -49092,
            -52709,
            -9255411,
            -2003145,
            -9255411
        ],
        [
            91,
            110,
            73,
            91,
            110,
            73
        ],
        [
            95,
            101,
            89,
            95,
            101,
            89
        ],
        [
            87,
            121,
            45,
            87,
            121,
            45
        ],
        [
            7260,
            4328,
            2932,
            7260,
            4328,
            2932
        ],
        [
            98.227753,
            132.89442,
            98.227753,
            98.227753,
            132.89442,
            98.227753
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122534,
            -133116,
            -302493,
            -23290,
            555651,
            -578569
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1546502400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757914077879,
    "expiration_time": 1764375264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "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)