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Trade: XRP/USDT/480/VWMA/MIDPRICE/2500

Strategy
XRP/USDT/480/VWMA/MIDPRICE/2500
Pair
XRP_USDT
Interval
8h
Score
673435
Daily Profit
0.177173
Profit Factor
6.140845
Profitability
60.000000
Streak
63.598478
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-20 01:21
Expiration Time
2025-12-03 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 744013.276 638102.5151 105910.761 6407012.1429 8259600.2789 -1852588.136
Total P&L (%) 744.0133 638.1025 105.9108 6407.0121 8259.6003 -1852.5881
Avg Daily Profit (%) 0.2976 0.2552 0.0424 0.1671 0.1772 0
Buy And Hold Return (%) 940.8894 940.8894 940.8894 940.8894 940.8894 940.8894
Max Trade Drawdown -115280 -70497 -126736 -1744569 -467348 -3081853
Profit Factor 2.6053 5.2082 1.3396 1.9223 6.1408 0.6531
Total Trades 90 45 45 90 45 45
Winning Trades 55 27 28 55 27 28
Losing Trades 35 18 17 35 18 17
Profitability (%) 61.1111 60 62.2222 61.1111 60 62.2222
Ratio Avg Win / Avg Loss 1.6579 3.4721 0.8133 1.2233 4.0939 0.3965
Largest Winning Trade 173103 173103 53542 3687891 3687891 913072
Largest Losing Trade -67467 -50800 -67467 -1591347 -467348 -1591347
Avg Bars in Trades 78 87 70 78 87 70
Avg Bars in Winners 87 78 95 87 78 95
Avg Bars in Losers 65 99 28 65 99 28
Bars Traded 7079 3926 3153 7079 3926 3153
Profit Streak 63.5985 63.5985 63.9318 63.5985 63.5985 63.9318
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148814 -146984 -300822 478530 673435 -578154

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542297600000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758297600000,
    "evaluation_time": 1758320508488,
    "expiration_time": 1764778464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "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": [
        [
            744013.2760378827,
            638102.5150751311,
            105910.7609627517,
            6407012.142915933,
            8259600.278872979,
            -1852588.1359570445
        ],
        [
            744.013276,
            638.102515,
            105.910761,
            6407.012143,
            8259.600279,
            -1852.588136
        ],
        [
            0.297566,
            0.255207,
            0.042359,
            0.167136,
            0.177173,
            0
        ],
        [
            940.889352,
            940.889352,
            940.889352,
            940.889352,
            940.889352,
            940.889352
        ],
        [
            -115280,
            -70497,
            -126736,
            -1744569,
            -467348,
            -3081853
        ],
        [
            2.605307,
            5.208212,
            1.339634,
            1.922304,
            6.140845,
            0.653079
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            61.111111,
            60,
            62.222222,
            61.111111,
            60,
            62.222222
        ],
        [
            1.657923,
            3.472142,
            0.813349,
            1.223284,
            4.093897,
            0.396512
        ],
        [
            173103,
            173103,
            53542,
            3687891,
            3687891,
            913072
        ],
        [
            -67467,
            -50800,
            -67467,
            -1591347,
            -467348,
            -1591347
        ],
        [
            78,
            87,
            70,
            78,
            87,
            70
        ],
        [
            87,
            78,
            95,
            87,
            78,
            95
        ],
        [
            65,
            99,
            28,
            65,
            99,
            28
        ],
        [
            7079,
            3926,
            3153,
            7079,
            3926,
            3153
        ],
        [
            63.598478,
            63.598478,
            63.931811,
            63.598478,
            63.598478,
            63.931811
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148814,
            -146984,
            -300822,
            478530,
            673435,
            -578154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542297600000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758297600000,
    "evaluation_time": 1758320508488,
    "expiration_time": 1764778464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 227,
            "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)