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Trade: XRP/USDT/480/VWMA/DCM/5852

Strategy
XRP/USDT/480/VWMA/DCM/5852
Pair
XRP_USDT
Interval
8h
Score
372443
Daily Profit
0.235046
Profit Factor
1.399583
Profitability
50.442478
Streak
99.452572
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-20 21:51
Expiration Time
2025-12-04 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1083060.1543 904351.369 178708.7853 35325565.21 46320919.848 -10995354.638
Total P&L (%) 1083.0602 904.3514 178.7088 35325.5652 46320.9198 -10995.3546
Avg Daily Profit (%) 0.4332 0.3617 0.0715 0.235 0.2459 0
Buy And Hold Return (%) 813.2905 813.2905 813.2905 813.2905 813.2905 813.2905
Max Trade Drawdown -103617 -49506 -93466 -27320800 -14155365 -32419906
Profit Factor 3.1879 4.8369 1.6891 1.3996 2.2293 0.7832
Total Trades 113 56 57 113 56 57
Winning Trades 57 27 30 57 27 30
Losing Trades 56 29 27 56 29 27
Profitability (%) 50.4425 48.2143 52.6316 50.4425 48.2143 52.6316
Ratio Avg Win / Avg Loss 3.132 5.1952 1.5202 1.375 2.3944 0.7049
Largest Winning Trade 352250 352250 50361 39497105 39497105 7804752
Largest Losing Trade -44625 -21582 -44625 -16926266 -9319847 -16926266
Avg Bars in Trades 64 75 53 64 75 53
Avg Bars in Winners 80 96 66 80 96 66
Avg Bars in Losers 47 56 37 47 56 37
Bars Traded 7270 4245 3025 7270 4245 3025
Profit Streak 99.4526 166.7859 99.4526 99.4526 166.7859 99.4526
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45142 -293631 -439239 372443 -167110 -759932

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542384000000,
    "first_datapoint_time": 1547308800000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758394302255,
    "expiration_time": 1764864864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "offset": 43
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 172,
            "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": [
        [
            1083060.1543018853,
            904351.3689925451,
            178708.7853093403,
            35325565.210002586,
            46320919.847964056,
            -10995354.637961484
        ],
        [
            1083.060154,
            904.351369,
            178.708785,
            35325.56521,
            46320.919848,
            -10995.354638
        ],
        [
            0.433167,
            0.361693,
            0.071474,
            0.235046,
            0.245883,
            0
        ],
        [
            813.290537,
            813.290537,
            813.290537,
            813.290537,
            813.290537,
            813.290537
        ],
        [
            -103617,
            -49506,
            -93466,
            -27320800,
            -14155365,
            -32419906
        ],
        [
            3.18791,
            4.836929,
            1.689134,
            1.399583,
            2.22927,
            0.783234
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            50.442478,
            48.214286,
            52.631579,
            50.442478,
            48.214286,
            52.631579
        ],
        [
            3.131982,
            5.19522,
            1.52022,
            1.375028,
            2.394401,
            0.704911
        ],
        [
            352250,
            352250,
            50361,
            39497105,
            39497105,
            7804752
        ],
        [
            -44625,
            -21582,
            -44625,
            -16926266,
            -9319847,
            -16926266
        ],
        [
            64,
            75,
            53,
            64,
            75,
            53
        ],
        [
            80,
            96,
            66,
            80,
            96,
            66
        ],
        [
            47,
            56,
            37,
            47,
            56,
            37
        ],
        [
            7270,
            4245,
            3025,
            7270,
            4245,
            3025
        ],
        [
            99.452572,
            166.785906,
            99.452572,
            99.452572,
            166.785906,
            99.452572
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45142,
            -293631,
            -439239,
            372443,
            -167110,
            -759932
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542384000000,
    "first_datapoint_time": 1547308800000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758394302255,
    "expiration_time": 1764864864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 34,
            "offset": 43
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 172,
            "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)