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Trade: XRP/USDT/480/VWMA/DCM/4044

Strategy
XRP/USDT/480/VWMA/DCM/4044
Pair
XRP_USDT
Interval
8h
Score
652537
Daily Profit
0.174910
Profit Factor
4.149535
Profitability
63.414634
Streak
437.866267
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 23:47
Expiration Time
2025-11-29 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 847474.7444 731307.5173 116167.2271 9210198.8332 7800402.9813 1409795.8519
Total P&L (%) 847.4747 731.3075 116.1672 9210.1988 7800.403 1409.7959
Avg Daily Profit (%) 0.3389 0.2925 0.0465 0.1815 0.1749 0.1086
Buy And Hold Return (%) 789.7783 789.7783 789.7783 789.7783 789.7783 789.7783
Max Trade Drawdown -93605 -84338 -44625 -1463245 -1309098 -1064276
Profit Factor 3.0748 4.6439 1.5591 2.9091 4.1495 1.6005
Total Trades 83 41 42 83 41 42
Winning Trades 50 26 24 50 26 24
Losing Trades 33 15 18 33 15 18
Profitability (%) 60.241 63.4146 57.1429 60.241 63.4146 57.1429
Ratio Avg Win / Avg Loss 2.0294 2.6792 1.1694 1.92 2.394 1.2004
Largest Winning Trade 327851 327851 39686 4334260 4334260 715403
Largest Losing Trade -44625 -41521 -44625 -913661 -496498 -913661
Avg Bars in Trades 85 102 69 85 102 69
Avg Bars in Winners 97 110 83 97 110 83
Avg Bars in Losers 66 86 50 66 86 50
Bars Traded 7096 4182 2914 7096 4182 2914
Profit Streak 195.5329 437.8663 195.5329 195.5329 437.8663 195.5329
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -126236 -146284 -293023 545328 652537 -52012

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1547107200000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757969245503,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "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": [
        [
            847474.7444455037,
            731307.5172972358,
            116167.2271482676,
            9210198.833197402,
            7800402.981304092,
            1409795.851893309
        ],
        [
            847.474744,
            731.307517,
            116.167227,
            9210.198833,
            7800.402981,
            1409.795852
        ],
        [
            0.338945,
            0.292484,
            0.046461,
            0.181488,
            0.17491,
            0.108627
        ],
        [
            789.778307,
            789.778307,
            789.778307,
            789.778307,
            789.778307,
            789.778307
        ],
        [
            -93605,
            -84338,
            -44625,
            -1463245,
            -1309098,
            -1064276
        ],
        [
            3.07483,
            4.643865,
            1.559143,
            2.909081,
            4.149535,
            1.600493
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            60.240964,
            63.414634,
            57.142857,
            60.240964,
            63.414634,
            57.142857
        ],
        [
            2.029388,
            2.679153,
            1.169357,
            1.919993,
            2.393962,
            1.20037
        ],
        [
            327851,
            327851,
            39686,
            4334260,
            4334260,
            715403
        ],
        [
            -44625,
            -41521,
            -44625,
            -913661,
            -496498,
            -913661
        ],
        [
            85,
            102,
            69,
            85,
            102,
            69
        ],
        [
            97,
            110,
            83,
            97,
            110,
            83
        ],
        [
            66,
            86,
            50,
            66,
            86,
            50
        ],
        [
            7096,
            4182,
            2914,
            7096,
            4182,
            2914
        ],
        [
            195.532934,
            437.866267,
            195.532934,
            195.532934,
            437.866267,
            195.532934
        ],
        [
            4,
            4,
            2,
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            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126236,
            -146284,
            -293023,
            545328,
            652537,
            -52012
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1547107200000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757969245503,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "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)