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Trade: XRP/USDT/480/VWMA/DCM/5092

Strategy
XRP/USDT/480/VWMA/DCM/5092
Pair
XRP_USDT
Interval
8h
Score
664528
Daily Profit
0.203870
Profit Factor
5.917733
Profitability
54.285714
Streak
444.693571
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-22 11:38
Expiration Time
2025-12-06 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 959179.6489 816302.7751 142876.8738 16513450.0804 16186448.9802 327001.1003
Total P&L (%) 959.1796 816.3028 142.8769 16513.4501 16186.449 327.0011
Avg Daily Profit (%) 0.3836 0.3264 0.0571 0.2047 0.2039 0.0581
Buy And Hold Return (%) 867.8295 867.8295 867.8295 867.8295 867.8295 867.8295
Max Trade Drawdown -83182 -67023 -70622 -3074409 -2514299 -2609416
Profit Factor 3.9169 7.3385 1.7142 2.7446 5.9177 1.053
Total Trades 70 35 35 70 35 35
Winning Trades 43 19 24 43 19 24
Losing Trades 27 16 11 27 16 11
Profitability (%) 61.4286 54.2857 68.5714 61.4286 54.2857 68.5714
Ratio Avg Win / Avg Loss 2.4594 6.1798 0.7857 1.7234 4.9834 0.4826
Largest Winning Trade 345444 345444 55478 7441751 7441751 959967
Largest Losing Trade -68010 -19709 -68010 -2413544 -679311 -2413544
Avg Bars in Trades 99 121 76 99 121 76
Avg Bars in Winners 115 141 94 115 141 94
Avg Bars in Losers 73 97 38 73 97 38
Bars Traded 6931 4253 2678 6931 4253 2678
Profit Streak 418.3602 444.6936 418.3602 418.3602 444.6936 418.3602
Trades During Streak 7 5 3 7 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -212026 -146210 -278196 -82290 664528 -441359

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1758528000000,
    "evaluation_time": 1758530324549,
    "expiration_time": 1765009728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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": [
        [
            959179.6488826063,
            816302.7751119235,
            142876.8737706828,
            16513450.080431912,
            16186448.980150923,
            327001.1002809895
        ],
        [
            959.179649,
            816.302775,
            142.876874,
            16513.45008,
            16186.44898,
            327.0011
        ],
        [
            0.383569,
            0.326434,
            0.057135,
            0.204666,
            0.20387,
            0.058066
        ],
        [
            867.829524,
            867.829524,
            867.829524,
            867.829524,
            867.829524,
            867.829524
        ],
        [
            -83182,
            -67023,
            -70622,
            -3074409,
            -2514299,
            -2609416
        ],
        [
            3.9169,
            7.338486,
            1.714205,
            2.744601,
            5.917733,
            1.052964
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            61.428571,
            54.285714,
            68.571429,
            61.428571,
            54.285714,
            68.571429
        ],
        [
            2.459449,
            6.179778,
            0.785677,
            1.723354,
            4.983354,
            0.482609
        ],
        [
            345444,
            345444,
            55478,
            7441751,
            7441751,
            959967
        ],
        [
            -68010,
            -19709,
            -68010,
            -2413544,
            -679311,
            -2413544
        ],
        [
            99,
            121,
            76,
            99,
            121,
            76
        ],
        [
            115,
            141,
            94,
            115,
            141,
            94
        ],
        [
            73,
            97,
            38,
            73,
            97,
            38
        ],
        [
            6931,
            4253,
            2678,
            6931,
            4253,
            2678
        ],
        [
            418.360238,
            444.693571,
            418.360238,
            418.360238,
            444.693571,
            418.360238
        ],
        [
            7,
            5,
            3,
            7,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -212026,
            -146210,
            -278196,
            -82290,
            664528,
            -441359
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1758528000000,
    "evaluation_time": 1758530324549,
    "expiration_time": 1765009728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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)