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Trade: XRP/USDT/480/VWMA/KCU/2543

Strategy
XRP/USDT/480/VWMA/KCU/2543
Pair
XRP_USDT
Interval
8h
Score
636031
Daily Profit
0.165417
Profit Factor
13.201620
Profitability
52.631579
Streak
323.990797
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-13 02:46
Expiration Time
2025-11-26 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 703942.7133 599645.3785 104297.3349 6097588.243 6133631.5343 -36043.2913
Total P&L (%) 703.9427 599.6454 104.2973 6097.5882 6133.6315 -36.0433
Avg Daily Profit (%) 0.2815 0.2398 0.0417 0.1652 0.1654 -0.0179
Buy And Hold Return (%) 936.9145 936.9145 936.9145 936.9145 936.9145 936.9145
Max Trade Drawdown -33503 -45660 -25878 -372796 -304118 -565245
Profit Factor 4.2067 5.7461 2.1193 5.3785 13.2016 0.9595
Total Trades 76 38 38 76 38 38
Winning Trades 37 20 17 37 20 17
Losing Trades 39 18 21 39 18 21
Profitability (%) 48.6842 52.6316 44.7368 48.6842 52.6316 44.7368
Ratio Avg Win / Avg Loss 4.434 5.1715 2.618 5.6692 11.8815 1.1853
Largest Winning Trade 329577 329577 36723 4140718 4140718 193723
Largest Losing Trade -26104 -26104 -10170 -372796 -111922 -372796
Avg Bars in Trades 96 171 22 96 171 22
Avg Bars in Winners 136 225 30 136 225 30
Avg Bars in Losers 59 110 15 59 110 15
Bars Traded 7351 6505 846 7351 6505 846
Profit Streak 0 323.9908 0 0 323.9908 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -204119 -147358 -300692 -38804 636031 -580867

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541692800000,
    "first_datapoint_time": 1544716800000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757720804840,
    "expiration_time": 1764173664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            703942.7133462135,
            599645.3784825183,
            104297.3348636953,
            6097588.243023123,
            6133631.534339119,
            -36043.2913159961
        ],
        [
            703.942713,
            599.645378,
            104.297335,
            6097.588243,
            6133.631534,
            -36.043291
        ],
        [
            0.28154,
            0.239826,
            0.041713,
            0.165184,
            0.165417,
            -0.017875
        ],
        [
            936.914545,
            936.914545,
            936.914545,
            936.914545,
            936.914545,
            936.914545
        ],
        [
            -33503,
            -45660,
            -25878,
            -372796,
            -304118,
            -565245
        ],
        [
            4.206657,
            5.746133,
            2.119293,
            5.378489,
            13.20162,
            0.959499
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            48.684211,
            52.631579,
            44.736842,
            48.684211,
            52.631579,
            44.736842
        ],
        [
            4.434044,
            5.17152,
            2.61795,
            5.669218,
            11.881458,
            1.185263
        ],
        [
            329577,
            329577,
            36723,
            4140718,
            4140718,
            193723
        ],
        [
            -26104,
            -26104,
            -10170,
            -372796,
            -111922,
            -372796
        ],
        [
            96,
            171,
            22,
            96,
            171,
            22
        ],
        [
            136,
            225,
            30,
            136,
            225,
            30
        ],
        [
            59,
            110,
            15,
            59,
            110,
            15
        ],
        [
            7351,
            6505,
            846,
            7351,
            6505,
            846
        ],
        [
            0,
            323.990797,
            0,
            0,
            323.990797,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -204119,
            -147358,
            -300692,
            -38804,
            636031,
            -580867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541692800000,
    "first_datapoint_time": 1544716800000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757720804840,
    "expiration_time": 1764173664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)