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Trade: XRP/USDT/480/VWMA/MIDPOINT/7867

Strategy
XRP/USDT/480/VWMA/MIDPOINT/7867
Pair
XRP_USDT
Interval
8h
Score
361842
Daily Profit
0.167206
Profit Factor
1.362599
Profitability
53.594771
Streak
62.232168
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-22 00:34
Expiration Time
2025-12-05 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878551.5329 777720.8415 100830.6913 6418312.0271 7956821.2697 -1538509.2426
Total P&L (%) 878.5515 777.7208 100.8307 6418.312 7956.8213 -1538.5092
Avg Daily Profit (%) 0.3514 0.311 0.0403 0.1672 0.1757 0
Buy And Hold Return (%) 702.8759 702.8759 702.8759 702.8759 702.8759 702.8759
Max Trade Drawdown -174458 -113991 -78962 -6225555 -4318799 -3447149
Profit Factor 2.2233 2.9857 1.3088 1.3626 1.794 0.7997
Total Trades 153 76 77 153 76 77
Winning Trades 82 43 39 82 43 39
Losing Trades 71 33 38 71 33 38
Profitability (%) 53.5948 56.5789 50.6494 53.5948 56.5789 50.6494
Ratio Avg Win / Avg Loss 1.9251 2.2913 1.2752 1.1798 1.3768 0.7792
Largest Winning Trade 308377 308377 45421 4758390 4758390 1062455
Largest Losing Trade -50777 -50777 -41027 -3200352 -3200352 -984495
Avg Bars in Trades 47 54 40 47 54 40
Avg Bars in Winners 55 56 54 55 56 54
Avg Bars in Losers 37 51 25 37 51 25
Bars Traded 7253 4159 3094 7253 4159 3094
Profit Streak 62.2322 0 62.5655 62.2322 0 62.5655
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -72629 -166287 -345991 361842 -38205 -622092

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542470400000,
    "first_datapoint_time": 1546012800000,
    "last_datapoint_time": 1758470400000,
    "evaluation_time": 1758490459307,
    "expiration_time": 1764951264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 124,
            "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": [
        [
            878551.5328543857,
            777720.8415056485,
            100830.691348737,
            6418312.027089019,
            7956821.269682877,
            -1538509.2425938577
        ],
        [
            878.551533,
            777.720842,
            100.830691,
            6418.312027,
            7956.82127,
            -1538.509243
        ],
        [
            0.351374,
            0.311047,
            0.040327,
            0.167206,
            0.175695,
            0
        ],
        [
            702.875909,
            702.875909,
            702.875909,
            702.875909,
            702.875909,
            702.875909
        ],
        [
            -174458,
            -113991,
            -78962,
            -6225555,
            -4318799,
            -3447149
        ],
        [
            2.223305,
            2.985694,
            1.308807,
            1.362599,
            1.794025,
            0.799672
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            53.594771,
            56.578947,
            50.649351,
            53.594771,
            56.578947,
            50.649351
        ],
        [
            1.925057,
            2.291347,
            1.275248,
            1.179812,
            1.37681,
            0.779168
        ],
        [
            308377,
            308377,
            45421,
            4758390,
            4758390,
            1062455
        ],
        [
            -50777,
            -50777,
            -41027,
            -3200352,
            -3200352,
            -984495
        ],
        [
            47,
            54,
            40,
            47,
            54,
            40
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            37,
            51,
            25,
            37,
            51,
            25
        ],
        [
            7253,
            4159,
            3094,
            7253,
            4159,
            3094
        ],
        [
            62.232168,
            0,
            62.565501,
            62.232168,
            0,
            62.565501
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72629,
            -166287,
            -345991,
            361842,
            -38205,
            -622092
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542470400000,
    "first_datapoint_time": 1546012800000,
    "last_datapoint_time": 1758470400000,
    "evaluation_time": 1758490459307,
    "expiration_time": 1764951264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 124,
            "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)