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Trade: XRP/USDT/480/VWMA/DCM/1533

Strategy
XRP/USDT/480/VWMA/DCM/1533
Pair
XRP_USDT
Interval
8h
Score
384671
Daily Profit
0.185658
Profit Factor
1.545380
Profitability
46.062992
Streak
0.000000
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-18 19:31
Expiration Time
2025-12-02 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1012733.6736 907257.19 105476.4836 10237787.2846 9785157.4628 452629.8219
Total P&L (%) 1012.7337 907.2572 105.4765 10237.7873 9785.1575 452.6298
Avg Daily Profit (%) 0.405 0.3628 0.0422 0.1857 0.1839 0.0684
Buy And Hold Return (%) 924.8873 924.8873 924.8873 924.8873 924.8873 924.8873
Max Trade Drawdown -98653 -83582 -63758 -6899574 -3154712 -4308241
Profit Factor 2.288 3.0209 1.3127 1.5454 2.0188 1.0494
Total Trades 254 127 127 254 127 127
Winning Trades 117 52 65 117 52 65
Losing Trades 137 75 62 137 75 62
Profitability (%) 46.063 40.9449 51.1811 46.063 40.9449 51.1811
Ratio Avg Win / Avg Loss 2.6792 4.3571 1.2521 1.8095 2.9118 1.0009
Largest Winning Trade 350780 350780 48587 5713774 5713774 2925364
Largest Losing Trade -27857 -24743 -27857 -1901838 -1448576 -1901838
Avg Bars in Trades 29 30 27 29 30 27
Avg Bars in Winners 40 47 34 40 47 34
Avg Bars in Losers 19 19 20 19 19 20
Bars Traded 7396 3902 3494 7396 3902 3494
Profit Streak 0 30.6886 0 0 30.6886 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122006 -153776 -301970 384671 307369 -433407

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542182400000,
    "first_datapoint_time": 1544688000000,
    "last_datapoint_time": 1758211200000,
    "evaluation_time": 1758213097442,
    "expiration_time": 1764692928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 13
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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": [
        [
            1012733.6735642902,
            907257.1899575695,
            105476.4836067205,
            10237787.284634123,
            9785157.462768534,
            452629.8218655876
        ],
        [
            1012.733674,
            907.25719,
            105.476484,
            10237.787285,
            9785.157463,
            452.629822
        ],
        [
            0.404985,
            0.362806,
            0.042179,
            0.185658,
            0.183864,
            0.068386
        ],
        [
            924.88725,
            924.88725,
            924.88725,
            924.88725,
            924.88725,
            924.88725
        ],
        [
            -98653,
            -83582,
            -63758,
            -6899574,
            -3154712,
            -4308241
        ],
        [
            2.288035,
            3.020915,
            1.312682,
            1.54538,
            2.018847,
            1.049372
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            117,
            52,
            65,
            117,
            52,
            65
        ],
        [
            137,
            75,
            62,
            137,
            75,
            62
        ],
        [
            46.062992,
            40.944882,
            51.181102,
            46.062992,
            40.944882,
            51.181102
        ],
        [
            2.679152,
            4.357089,
            1.252096,
            1.809548,
            2.911799,
            1.00094
        ],
        [
            350780,
            350780,
            48587,
            5713774,
            5713774,
            2925364
        ],
        [
            -27857,
            -24743,
            -27857,
            -1901838,
            -1448576,
            -1901838
        ],
        [
            29,
            30,
            27,
            29,
            30,
            27
        ],
        [
            40,
            47,
            34,
            40,
            47,
            34
        ],
        [
            19,
            19,
            20,
            19,
            19,
            20
        ],
        [
            7396,
            3902,
            3494,
            7396,
            3902,
            3494
        ],
        [
            0,
            30.688628,
            0,
            0,
            30.688628,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122006,
            -153776,
            -301970,
            384671,
            307369,
            -433407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542182400000,
    "first_datapoint_time": 1544688000000,
    "last_datapoint_time": 1758211200000,
    "evaluation_time": 1758213097442,
    "expiration_time": 1764692928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 13
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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)