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Trade: XRP/USDT/480/VWAP/DCU/6609

Strategy
XRP/USDT/480/VWAP/DCU/6609
Pair
XRP_USDT
Interval
8h
Score
378180
Daily Profit
0.154043
Profit Factor
1.741715
Profitability
79.411765
Streak
0.000000
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-16 22:56
Expiration Time
2025-11-30 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294387.1349 393314.0842 -98926.9493 -31217786.7532 4595303.8062 -35813090.5594
Total P&L (%) 294.3871 393.3141 -98.9269 -31217.7868 4595.3038 -35813.0906
Avg Daily Profit (%) 0.1177 0.1573 -0.0396 0 0.154 0
Buy And Hold Return (%) 945.8741 945.8741 945.8741 945.8741 945.8741 945.8741
Max Trade Drawdown -314599 -66140 -314599 -43981493 -2698982 -41472402
Profit Factor 1.6952 4.854 0.6922 0.3456 1.7417 0.1372
Total Trades 69 34 35 69 34 35
Winning Trades 60 28 32 58 27 31
Losing Trades 9 6 3 11 7 4
Profitability (%) 86.9565 82.3529 91.4286 84.058 79.4118 88.5714
Ratio Avg Win / Avg Loss 0.2543 1.0401 0.0649 0.0655 0.4516 0.0177
Largest Winning Trade 75846 75846 27427 2372295 2372295 801545
Largest Losing Trade -314599 -51123 -314599 -38517419 -2698982 -38517419
Avg Bars in Trades 101 147 57 101 147 57
Avg Bars in Winners 80 114 50 80 106 57
Avg Bars in Losers 245 302 130 215 303 61
Bars Traded 7021 5009 2012 7021 5009 2012
Profit Streak 0 197.8311 0 67.4977 0 197.4977
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -302620 -147252 -575787 -681935 378180 -575473

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542009600000,
    "first_datapoint_time": 1549555200000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758052605425,
    "expiration_time": 1764520128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 102,
            "offset": 161
        }
    }
}
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": [
        [
            294387.1349139388,
            393314.0842035119,
            -98926.9492895731,
            -31217786.753183506,
            4595303.806215228,
            -35813090.55939874
        ],
        [
            294.387135,
            393.314084,
            -98.926949,
            -31217.786753,
            4595.303806,
            -35813.090559
        ],
        [
            0.117723,
            0.157283,
            -0.03956,
            0,
            0.154043,
            0
        ],
        [
            945.874078,
            945.874078,
            945.874078,
            945.874078,
            945.874078,
            945.874078
        ],
        [
            -314599,
            -66140,
            -314599,
            -43981493,
            -2698982,
            -41472402
        ],
        [
            1.695193,
            4.854015,
            0.692207,
            0.345566,
            1.741715,
            0.137167
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            60,
            28,
            32,
            58,
            27,
            31
        ],
        [
            9,
            6,
            3,
            11,
            7,
            4
        ],
        [
            86.956522,
            82.352941,
            91.428571,
            84.057971,
            79.411765,
            88.571429
        ],
        [
            0.254279,
            1.040146,
            0.064894,
            0.065538,
            0.451556,
            0.017699
        ],
        [
            75846,
            75846,
            27427,
            2372295,
            2372295,
            801545
        ],
        [
            -314599,
            -51123,
            -314599,
            -38517419,
            -2698982,
            -38517419
        ],
        [
            101,
            147,
            57,
            101,
            147,
            57
        ],
        [
            80,
            114,
            50,
            80,
            106,
            57
        ],
        [
            245,
            302,
            130,
            215,
            303,
            61
        ],
        [
            7021,
            5009,
            2012,
            7021,
            5009,
            2012
        ],
        [
            0,
            197.831081,
            0,
            67.497748,
            0,
            197.497748
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -302620,
            -147252,
            -575787,
            -681935,
            378180,
            -575473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542009600000,
    "first_datapoint_time": 1549555200000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758052605425,
    "expiration_time": 1764520128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 102,
            "offset": 161
        }
    }
}

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)