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Trade: XRP/USDT/480/VWAP/MIDPOINT/6442

Strategy
XRP/USDT/480/VWAP/MIDPOINT/6442
Pair
XRP_USDT
Interval
8h
Score
649925
Daily Profit
0.224539
Profit Factor
4.161756
Profitability
61.855670
Streak
183.854390
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-12 15:30
Expiration Time
2025-11-26 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 930994.6489 754457.7626 176536.8863 29163550.3404 27157794.1359 2005756.2045
Total P&L (%) 930.9946 754.4578 176.5369 29163.5503 27157.7941 2005.7562
Avg Daily Profit (%) 0.3723 0.3017 0.0706 0.2274 0.2245 0.1219
Buy And Hold Return (%) 863.4766 863.4766 863.4766 863.4766 863.4766 863.4766
Max Trade Drawdown -70358 -74274 -91305 -4602015 -2259541 -6097270
Profit Factor 2.5187 3.9174 1.4981 2.2145 4.1618 1.13
Total Trades 195 97 98 195 97 98
Winning Trades 114 60 54 114 60 54
Losing Trades 81 37 44 81 37 44
Profitability (%) 58.4615 61.8557 55.102 58.4615 61.8557 55.102
Ratio Avg Win / Avg Loss 1.7896 2.4157 1.2207 1.5734 2.5664 0.9208
Largest Winning Trade 150291 150291 50971 10783733 10783733 3303077
Largest Losing Trade -70358 -37310 -70358 -4602015 -1824094 -4602015
Avg Bars in Trades 36 41 30 36 41 30
Avg Bars in Winners 44 47 41 44 47 41
Avg Bars in Losers 24 32 17 24 32 17
Bars Traded 7074 4054 3020 7074 4054 3020
Profit Streak 182.8544 183.8544 182.8544 182.8544 183.8544 182.8544
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123528 -147243 -261396 579465 649925 -111925

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1548230400000,
    "last_datapoint_time": 1757664000000,
    "evaluation_time": 1757680219304,
    "expiration_time": 1764144864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 30
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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": [
        [
            930994.6488933376,
            754457.7626097468,
            176536.8862835906,
            29163550.340404347,
            27157794.135856017,
            2005756.2045483263
        ],
        [
            930.994649,
            754.457763,
            176.536886,
            29163.55034,
            27157.794136,
            2005.756205
        ],
        [
            0.372349,
            0.301743,
            0.070605,
            0.227385,
            0.224539,
            0.121949
        ],
        [
            863.47655,
            863.47655,
            863.47655,
            863.47655,
            863.47655,
            863.47655
        ],
        [
            -70358,
            -74274,
            -91305,
            -4602015,
            -2259541,
            -6097270
        ],
        [
            2.518684,
            3.917382,
            1.498101,
            2.214454,
            4.161756,
            1.130039
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            114,
            60,
            54,
            114,
            60,
            54
        ],
        [
            81,
            37,
            44,
            81,
            37,
            44
        ],
        [
            58.461538,
            61.85567,
            55.102041,
            58.461538,
            61.85567,
            55.102041
        ],
        [
            1.789591,
            2.415719,
            1.220675,
            1.573428,
            2.566416,
            0.920773
        ],
        [
            150291,
            150291,
            50971,
            10783733,
            10783733,
            3303077
        ],
        [
            -70358,
            -37310,
            -70358,
            -4602015,
            -1824094,
            -4602015
        ],
        [
            36,
            41,
            30,
            36,
            41,
            30
        ],
        [
            44,
            47,
            41,
            44,
            47,
            41
        ],
        [
            24,
            32,
            17,
            24,
            32,
            17
        ],
        [
            7074,
            4054,
            3020,
            7074,
            4054,
            3020
        ],
        [
            182.85439,
            183.85439,
            182.85439,
            182.85439,
            183.85439,
            182.85439
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123528,
            -147243,
            -261396,
            579465,
            649925,
            -111925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1548230400000,
    "last_datapoint_time": 1757664000000,
    "evaluation_time": 1757680219304,
    "expiration_time": 1764144864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 30
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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)