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Trade: XRP/USDT/480/SWMA/VWMA/5797

Strategy
XRP/USDT/480/SWMA/VWMA/5797
Pair
XRP_USDT
Interval
8h
Score
339309
Daily Profit
0.208203
Profit Factor
1.441253
Profitability
50.420168
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 23:08
Expiration Time
2025-11-29 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1012232.7938 868016.0437 144216.7501 18033793.6832 20748972.8881 -2715179.2049
Total P&L (%) 1012.2328 868.016 144.2168 18033.7937 20748.9729 -2715.1792
Avg Daily Profit (%) 0.4048 0.3472 0.0577 0.2082 0.2138 0
Buy And Hold Return (%) 754.9896 754.9896 754.9896 754.9896 754.9896 754.9896
Max Trade Drawdown -75154 -44988 -67949 -11901964 -6214084 -8515036
Profit Factor 2.8429 3.6125 1.6646 1.4413 1.846 0.8339
Total Trades 119 59 60 119 59 60
Winning Trades 60 29 31 60 29 31
Losing Trades 59 30 29 59 30 29
Profitability (%) 50.4202 49.1525 51.6667 50.4202 49.1525 51.6667
Ratio Avg Win / Avg Loss 2.7955 3.737 1.5572 1.4172 1.9096 0.7801
Largest Winning Trade 337030 337030 52475 17672592 17672592 1430278
Largest Losing Trade -27065 -27065 -26616 -4826814 -4826814 -2712077
Avg Bars in Trades 61 76 46 61 76 46
Avg Bars in Winners 79 103 56 79 103 56
Avg Bars in Losers 42 50 35 42 50 35
Bars Traded 7283 4510 2773 7283 4510 2773
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 -44188 -280139 -447490 339309 -165351 -749742

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1545436800000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757966916851,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "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": [
        [
            1012232.7938364286,
            868016.0437444239,
            144216.7500920049,
            18033793.683166474,
            20748972.88806569,
            -2715179.204899215
        ],
        [
            1012.232794,
            868.016044,
            144.21675,
            18033.793683,
            20748.972888,
            -2715.179205
        ],
        [
            0.40484,
            0.347161,
            0.057679,
            0.208203,
            0.213796,
            0
        ],
        [
            754.98956,
            754.98956,
            754.98956,
            754.98956,
            754.98956,
            754.98956
        ],
        [
            -75154,
            -44988,
            -67949,
            -11901964,
            -6214084,
            -8515036
        ],
        [
            2.84293,
            3.612453,
            1.664621,
            1.441253,
            1.845983,
            0.833863
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            50.420168,
            49.152542,
            51.666667,
            50.420168,
            49.152542,
            51.666667
        ],
        [
            2.795548,
            3.73702,
            1.557226,
            1.417232,
            1.909638,
            0.780065
        ],
        [
            337030,
            337030,
            52475,
            17672592,
            17672592,
            1430278
        ],
        [
            -27065,
            -27065,
            -26616,
            -4826814,
            -4826814,
            -2712077
        ],
        [
            61,
            76,
            46,
            61,
            76,
            46
        ],
        [
            79,
            103,
            56,
            79,
            103,
            56
        ],
        [
            42,
            50,
            35,
            42,
            50,
            35
        ],
        [
            7283,
            4510,
            2773,
            7283,
            4510,
            2773
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44188,
            -280139,
            -447490,
            339309,
            -165351,
            -749742
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1545436800000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757966916851,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "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)