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Trade: XRP/USDT/480/VWMA/MIDPRICE/7390

Strategy
XRP/USDT/480/VWMA/MIDPRICE/7390
Pair
XRP_USDT
Interval
8h
Score
543647
Daily Profit
0.177885
Profit Factor
2.895354
Profitability
53.333333
Streak
407.487931
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-12 14:42
Expiration Time
2025-11-26 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 829531.2954 711120.6607 118410.6347 7683580.9836 8409354.6379 -725773.6543
Total P&L (%) 829.5313 711.1207 118.4106 7683.581 8409.3546 -725.7737
Avg Daily Profit (%) 0.3318 0.2844 0.0474 0.1743 0.1779 0
Buy And Hold Return (%) 874.5597 874.5597 874.5597 874.5597 874.5597 874.5597
Max Trade Drawdown -143340 -47909 -100060 -5901697 -2347165 -4763003
Profit Factor 3.4218 5.7938 1.6098 1.6567 2.8954 0.9001
Total Trades 60 30 30 60 30 30
Winning Trades 35 16 19 35 16 19
Losing Trades 25 14 11 25 14 11
Profitability (%) 58.3333 53.3333 63.3333 58.3333 53.3333 63.3333
Ratio Avg Win / Avg Loss 2.4442 5.0696 0.932 1.1834 2.5334 0.5211
Largest Winning Trade 290680 290680 54134 4518895 4518895 870325
Largest Losing Trade -60990 -32572 -60990 -1644720 -925650 -1644720
Avg Bars in Trades 112 140 84 112 140 84
Avg Bars in Winners 137 182 100 137 182 100
Avg Bars in Losers 77 92 57 77 92 57
Bars Traded 6747 4215 2532 6747 4215 2532
Profit Streak 178.4879 407.4879 178.4879 178.4879 407.4879 178.4879
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321133 -146917 -292905 -161218 543647 -578512

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1757664000000,
    "evaluation_time": 1757677357217,
    "expiration_time": 1764144864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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": [
        [
            829531.2953825279,
            711120.660720799,
            118410.6346617287,
            7683580.983616546,
            8409354.637922728,
            -725773.6543061825
        ],
        [
            829.531295,
            711.120661,
            118.410635,
            7683.580984,
            8409.354638,
            -725.773654
        ],
        [
            0.331769,
            0.284411,
            0.047358,
            0.174313,
            0.177885,
            0
        ],
        [
            874.559749,
            874.559749,
            874.559749,
            874.559749,
            874.559749,
            874.559749
        ],
        [
            -143340,
            -47909,
            -100060,
            -5901697,
            -2347165,
            -4763003
        ],
        [
            3.421813,
            5.79379,
            1.609789,
            1.656719,
            2.895354,
            0.900074
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            58.333333,
            53.333333,
            63.333333,
            58.333333,
            53.333333,
            63.333333
        ],
        [
            2.444152,
            5.069566,
            0.931983,
            1.183371,
            2.533435,
            0.521096
        ],
        [
            290680,
            290680,
            54134,
            4518895,
            4518895,
            870325
        ],
        [
            -60990,
            -32572,
            -60990,
            -1644720,
            -925650,
            -1644720
        ],
        [
            112,
            140,
            84,
            112,
            140,
            84
        ],
        [
            137,
            182,
            100,
            137,
            182,
            100
        ],
        [
            77,
            92,
            57,
            77,
            92,
            57
        ],
        [
            6747,
            4215,
            2532,
            6747,
            4215,
            2532
        ],
        [
            178.487931,
            407.487931,
            178.487931,
            178.487931,
            407.487931,
            178.487931
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321133,
            -146917,
            -292905,
            -161218,
            543647,
            -578512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1757664000000,
    "evaluation_time": 1757677357217,
    "expiration_time": 1764144864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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)