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Trade: XRP/USDT/480/VWMA/DCM/3830

Strategy
XRP/USDT/480/VWMA/DCM/3830
Pair
XRP_USDT
Interval
8h
Score
542609
Daily Profit
0.174607
Profit Factor
3.163841
Profitability
54.545455
Streak
81.091225
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-11 13:11
Expiration Time
2025-11-25 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 833794.1172 729238.7192 104555.398 6880516.1837 7745561.5808 -865045.3971
Total P&L (%) 833.7941 729.2387 104.5554 6880.5162 7745.5616 -865.0454
Avg Daily Profit (%) 0.3334 0.2916 0.0418 0.1699 0.1746 0
Buy And Hold Return (%) 849.9796 849.9796 849.9796 849.9796 849.9796 849.9796
Max Trade Drawdown -94308 -55602 -67684 -2441828 -1159016 -1891874
Profit Factor 2.843 4.5248 1.4258 1.819 3.1638 0.8206
Total Trades 88 44 44 88 44 44
Winning Trades 50 24 26 50 24 26
Losing Trades 38 20 18 38 20 18
Profitability (%) 56.8182 54.5455 59.0909 56.8182 54.5455 59.0909
Ratio Avg Win / Avg Loss 2.1606 3.7706 0.9871 1.3824 2.6365 0.5681
Largest Winning Trade 298754 298754 55205 4021259 4021259 1001840
Largest Losing Trade -67684 -28070 -67684 -1123497 -763792 -1123497
Avg Bars in Trades 78 97 60 78 97 60
Avg Bars in Winners 99 123 78 99 123 78
Avg Bars in Losers 51 66 33 51 66 33
Bars Traded 6933 4289 2644 6933 4289 2644
Profit Streak 70.4246 81.0912 0 70.4246 81.0912 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 -149495 -148305 -302413 424707 542609 -579541

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1547424000000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757585481826,
    "expiration_time": 1764059328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "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": [
        [
            833794.1171538098,
            729238.7191808037,
            104555.3979730062,
            6880516.183654573,
            7745561.580774916,
            -865045.3971203449
        ],
        [
            833.794117,
            729.238719,
            104.555398,
            6880.516184,
            7745.561581,
            -865.045397
        ],
        [
            0.333428,
            0.291617,
            0.041811,
            0.169927,
            0.174607,
            0
        ],
        [
            849.979603,
            849.979603,
            849.979603,
            849.979603,
            849.979603,
            849.979603
        ],
        [
            -94308,
            -55602,
            -67684,
            -2441828,
            -1159016,
            -1891874
        ],
        [
            2.842957,
            4.524772,
            1.425832,
            1.818994,
            3.163841,
            0.820591
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            56.818182,
            54.545455,
            59.090909,
            56.818182,
            54.545455,
            59.090909
        ],
        [
            2.160648,
            3.770644,
            0.987114,
            1.382435,
            2.636534,
            0.568102
        ],
        [
            298754,
            298754,
            55205,
            4021259,
            4021259,
            1001840
        ],
        [
            -67684,
            -28070,
            -67684,
            -1123497,
            -763792,
            -1123497
        ],
        [
            78,
            97,
            60,
            78,
            97,
            60
        ],
        [
            99,
            123,
            78,
            99,
            123,
            78
        ],
        [
            51,
            66,
            33,
            51,
            66,
            33
        ],
        [
            6933,
            4289,
            2644,
            6933,
            4289,
            2644
        ],
        [
            70.424558,
            81.091225,
            0,
            70.424558,
            81.091225,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149495,
            -148305,
            -302413,
            424707,
            542609,
            -579541
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1547424000000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757585481826,
    "expiration_time": 1764059328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "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)