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Trade: XRP/USDT/480/SWMA/VWMA/3793

Strategy
XRP/USDT/480/SWMA/VWMA/3793
Pair
XRP_USDT
Interval
8h
Score
762523
Daily Profit
0.299265
Profit Factor
11.659136
Profitability
68.965517
Streak
347.665651
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-19 18:58
Expiration Time
2025-12-03 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1208914.5397 943954.5071 264960.0326 183972420.6396 175614092.831 8358327.8086
Total P&L (%) 1208.9145 943.9545 264.96 183972.4206 175614.0928 8358.3278
Avg Daily Profit (%) 0.4835 0.3775 0.106 0.3011 0.2993 0.1776
Buy And Hold Return (%) 856.022 856.022 856.022 856.022 856.022 856.022
Max Trade Drawdown -89963 -22495 -67467 -51364271 -5026532 -46337738
Profit Factor 7.2102 11.369 3.5568 3.6949 11.6591 1.1614
Total Trades 59 29 30 59 29 30
Winning Trades 42 20 22 42 20 22
Losing Trades 17 9 8 17 9 8
Profitability (%) 71.1864 68.9655 73.3333 71.1864 68.9655 73.3333
Ratio Avg Win / Avg Loss 2.9184 5.1161 1.2934 1.4955 5.2466 0.4223
Largest Winning Trade 373183 373183 43969 84848142 84848142 15177323
Largest Losing Trade -67467 -22495 -67467 -46337738 -5026532 -46337738
Avg Bars in Trades 120 146 94 120 146 94
Avg Bars in Winners 122 140 104 122 140 104
Avg Bars in Losers 115 159 64 115 159 64
Bars Traded 7083 4257 2826 7083 4257 2826
Profit Streak 0 347.6657 0 0 347.6657 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -195287 -111969 -208688 -162124 762523 -33850

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542268800000,
    "first_datapoint_time": 1548028800000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758297512277,
    "expiration_time": 1764749664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "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": [
        [
            1208914.5397029195,
            943954.5071215951,
            264960.0325813248,
            183972420.6396108,
            175614092.83100525,
            8358327.808605561
        ],
        [
            1208.91454,
            943.954507,
            264.960033,
            183972.42064,
            175614.092831,
            8358.327809
        ],
        [
            0.483502,
            0.377532,
            0.10597,
            0.301129,
            0.299265,
            0.177644
        ],
        [
            856.021973,
            856.021973,
            856.021973,
            856.021973,
            856.021973,
            856.021973
        ],
        [
            -89963,
            -22495,
            -67467,
            -51364271,
            -5026532,
            -46337738
        ],
        [
            7.210236,
            11.369006,
            3.556822,
            3.69486,
            11.659136,
            1.161381
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            17,
            9,
            8,
            17,
            9,
            8
        ],
        [
            71.186441,
            68.965517,
            73.333333,
            71.186441,
            68.965517,
            73.333333
        ],
        [
            2.918429,
            5.116053,
            1.29339,
            1.495539,
            5.246611,
            0.42232
        ],
        [
            373183,
            373183,
            43969,
            84848142,
            84848142,
            15177323
        ],
        [
            -67467,
            -22495,
            -67467,
            -46337738,
            -5026532,
            -46337738
        ],
        [
            120,
            146,
            94,
            120,
            146,
            94
        ],
        [
            122,
            140,
            104,
            122,
            140,
            104
        ],
        [
            115,
            159,
            64,
            115,
            159,
            64
        ],
        [
            7083,
            4257,
            2826,
            7083,
            4257,
            2826
        ],
        [
            0,
            347.665651,
            0,
            0,
            347.665651,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -195287,
            -111969,
            -208688,
            -162124,
            762523,
            -33850
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542268800000,
    "first_datapoint_time": 1548028800000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758297512277,
    "expiration_time": 1764749664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 201,
            "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)