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Trade: XRP/USDT/480/VWMA/MIDPOINT/8437

Strategy
XRP/USDT/480/VWMA/MIDPOINT/8437
Pair
XRP_USDT
Interval
8h
Score
747900
Daily Profit
0.270117
Profit Factor
15.968669
Profitability
67.647059
Streak
418.879290
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-24 08:06
Expiration Time
2025-12-08 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1218913.9802 993879.9946 225033.9856 110147682.3459 85163924.9929 24983757.353
Total P&L (%) 1218.914 993.88 225.034 110147.6823 85163.925 24983.7574
Avg Daily Profit (%) 0.4872 0.3973 0.09 0.2804 0.2701 0.2211
Buy And Hold Return (%) 802.5782 802.5782 802.5782 802.5782 802.5782 802.5782
Max Trade Drawdown -62420 -22762 -80535 -3736062 -3249230 -2481419
Profit Factor 5.0686 11.0692 2.1202 10.0846 15.9687 4.8824
Total Trades 69 34 35 69 34 35
Winning Trades 44 23 21 44 23 21
Losing Trades 25 11 14 25 11 14
Profitability (%) 63.7681 67.6471 60 63.7681 67.6471 60
Ratio Avg Win / Avg Loss 2.8799 5.294 1.4135 5.7299 7.6372 3.2549
Largest Winning Trade 375695 375695 63600 46093593 46093593 10028017
Largest Losing Trade -62420 -21344 -62420 -3249230 -3249230 -1511902
Avg Bars in Trades 103 111 95 103 111 95
Avg Bars in Winners 127 128 126 127 128 126
Avg Bars in Losers 60 75 48 60 75 48
Bars Traded 7117 3786 3331 7117 3786 3331
Profit Streak 418.8793 418.8793 420.2126 418.8793 418.8793 420.2126
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94560 -69759 -233079 -85548 747900 668561

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549123200000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758690370700,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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": [
        [
            1218913.9802217896,
            993879.9946471704,
            225033.9855746189,
            110147682.34586206,
            85163924.99290058,
            24983757.352961473
        ],
        [
            1218.91398,
            993.879995,
            225.033986,
            110147.682346,
            85163.924993,
            24983.757353
        ],
        [
            0.48724,
            0.397287,
            0.089954,
            0.280418,
            0.270117,
            0.221089
        ],
        [
            802.57815,
            802.57815,
            802.57815,
            802.57815,
            802.57815,
            802.57815
        ],
        [
            -62420,
            -22762,
            -80535,
            -3736062,
            -3249230,
            -2481419
        ],
        [
            5.068622,
            11.069185,
            2.12022,
            10.084638,
            15.968669,
            4.882401
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            63.768116,
            67.647059,
            60,
            63.768116,
            67.647059,
            60
        ],
        [
            2.879899,
            5.293958,
            1.41348,
            5.729908,
            7.637189,
            3.254934
        ],
        [
            375695,
            375695,
            63600,
            46093593,
            46093593,
            10028017
        ],
        [
            -62420,
            -21344,
            -62420,
            -3249230,
            -3249230,
            -1511902
        ],
        [
            103,
            111,
            95,
            103,
            111,
            95
        ],
        [
            127,
            128,
            126,
            127,
            128,
            126
        ],
        [
            60,
            75,
            48,
            60,
            75,
            48
        ],
        [
            7117,
            3786,
            3331,
            7117,
            3786,
            3331
        ],
        [
            418.87929,
            418.87929,
            420.212624,
            418.87929,
            418.87929,
            420.212624
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94560,
            -69759,
            -233079,
            -85548,
            747900,
            668561
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549123200000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758690370700,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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)