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Trade: XRP/USDT/480/VWMA/DCM/3381

Strategy
XRP/USDT/480/VWMA/DCM/3381
Pair
XRP_USDT
Interval
8h
Score
360452
Daily Profit
0.170761
Profit Factor
1.688183
Profitability
45.833333
Streak
81.527845
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-11 23:40
Expiration Time
2025-11-25 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 816098.2414 740445.2136 75653.0278 4723783.4784 7023191.272 -2299407.7936
Total P&L (%) 816.0982 740.4452 75.653 4723.7835 7023.1913 -2299.4078
Avg Daily Profit (%) 0.3264 0.2961 0.0303 0.1551 0.1708 0
Buy And Hold Return (%) 828.7518 828.7518 828.7518 828.7518 828.7518 828.7518
Max Trade Drawdown -107326 -61360 -111513 -5472004 -2850585 -6173921
Profit Factor 2.6614 3.7047 1.3479 1.2593 1.6882 0.713
Total Trades 96 48 48 96 48 48
Winning Trades 44 22 22 44 22 22
Losing Trades 52 26 26 52 26 26
Profitability (%) 45.8333 45.8333 45.8333 45.8333 45.8333 45.8333
Ratio Avg Win / Avg Loss 3.1452 4.3783 1.593 1.4882 1.9951 0.8427
Largest Winning Trade 310611 310611 54134 6754158 6754158 926555
Largest Losing Trade -40933 -31870 -40933 -2417788 -2417788 -1828040
Avg Bars in Trades 72 90 53 72 90 53
Avg Bars in Winners 96 114 78 96 114 78
Avg Bars in Losers 51 71 32 51 71 32
Bars Traded 6934 4364 2570 6934 4364 2570
Profit Streak 69.5278 81.5278 0 69.5278 81.5278 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152389 -151047 -318285 209389 360452 -582309

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541606400000,
    "first_datapoint_time": 1547136000000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757623205825,
    "expiration_time": 1764087264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 193,
            "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": [
        [
            816098.2413551429,
            740445.2135986187,
            75653.0277565239,
            4723783.478392581,
            7023191.272029937,
            -2299407.793637357
        ],
        [
            816.098241,
            740.445214,
            75.653028,
            4723.783478,
            7023.191272,
            -2299.407794
        ],
        [
            0.326396,
            0.296139,
            0.030257,
            0.155146,
            0.170761,
            0
        ],
        [
            828.751848,
            828.751848,
            828.751848,
            828.751848,
            828.751848,
            828.751848
        ],
        [
            -107326,
            -61360,
            -111513,
            -5472004,
            -2850585,
            -6173921
        ],
        [
            2.661356,
            3.704684,
            1.347894,
            1.259288,
            1.688183,
            0.713037
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            45.833333,
            45.833333,
            45.833333,
            45.833333,
            45.833333,
            45.833333
        ],
        [
            3.145239,
            4.378263,
            1.592966,
            1.488249,
            1.995126,
            0.84268
        ],
        [
            310611,
            310611,
            54134,
            6754158,
            6754158,
            926555
        ],
        [
            -40933,
            -31870,
            -40933,
            -2417788,
            -2417788,
            -1828040
        ],
        [
            72,
            90,
            53,
            72,
            90,
            53
        ],
        [
            96,
            114,
            78,
            96,
            114,
            78
        ],
        [
            51,
            71,
            32,
            51,
            71,
            32
        ],
        [
            6934,
            4364,
            2570,
            6934,
            4364,
            2570
        ],
        [
            69.527845,
            81.527845,
            0,
            69.527845,
            81.527845,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152389,
            -151047,
            -318285,
            209389,
            360452,
            -582309
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541606400000,
    "first_datapoint_time": 1547136000000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757623205825,
    "expiration_time": 1764087264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 193,
            "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)