← Back to list  ·  Browse strategies →

Trade: XRP/USDT/480/VWMA/MIDPRICE/9097

Strategy
XRP/USDT/480/VWMA/MIDPRICE/9097
Pair
XRP_USDT
Interval
8h
Score
778240
Daily Profit
0.299314
Profit Factor
13.921361
Profitability
71.794872
Streak
432.567724
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-10 16:37
Expiration Time
2025-11-24 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1173843.7384 913855.3908 259988.3476 203902958.7927 175828673.0396 28074285.7531
Total P&L (%) 1173.8437 913.8554 259.9883 203902.9588 175828.673 28074.2858
Avg Daily Profit (%) 0.4695 0.3655 0.104 0.3053 0.2993 0.2259
Buy And Hold Return (%) 825.2893 825.2893 825.2893 825.2893 825.2893 825.2893
Max Trade Drawdown -79668 -76890 -60979 -10460711 -7969469 -3903110
Profit Factor 5.124 7.1092 2.9251 9.729 13.9214 3.8789
Total Trades 78 39 39 78 39 39
Winning Trades 54 28 26 54 28 26
Losing Trades 24 11 13 24 11 13
Profitability (%) 69.2308 71.7949 66.6667 69.2308 71.7949 66.6667
Ratio Avg Win / Avg Loss 2.2773 2.7929 1.4626 4.324 5.4691 1.9395
Largest Winning Trade 325803 325803 47351 81940101 81940101 19400533
Largest Losing Trade -60979 -44726 -60979 -3832564 -2560017 -3832564
Avg Bars in Trades 88 103 74 88 103 74
Avg Bars in Winners 101 97 107 101 97 107
Avg Bars in Losers 59 120 8 59 120 8
Bars Traded 6937 4048 2889 6937 4048 2889
Profit Streak 430.2344 432.5677 430.2344 430.2344 432.5677 430.2344
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50750 -110207 -211947 -17129 778240 675056

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541491200000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757511451318,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "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": [
        [
            1173843.7384272309,
            913855.3908466601,
            259988.3475805707,
            203902958.7927146,
            175828673.03961462,
            28074285.753099944
        ],
        [
            1173.843738,
            913.855391,
            259.988348,
            203902.958793,
            175828.67304,
            28074.285753
        ],
        [
            0.469476,
            0.365494,
            0.103982,
            0.305254,
            0.299314,
            0.225865
        ],
        [
            825.289307,
            825.289307,
            825.289307,
            825.289307,
            825.289307,
            825.289307
        ],
        [
            -79668,
            -76890,
            -60979,
            -10460711,
            -7969469,
            -3903110
        ],
        [
            5.124033,
            7.109211,
            2.925149,
            9.729009,
            13.921361,
            3.878931
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            69.230769,
            71.794872,
            66.666667,
            69.230769,
            71.794872,
            66.666667
        ],
        [
            2.277348,
            2.792905,
            1.462574,
            4.324004,
            5.469106,
            1.939466
        ],
        [
            325803,
            325803,
            47351,
            81940101,
            81940101,
            19400533
        ],
        [
            -60979,
            -44726,
            -60979,
            -3832564,
            -2560017,
            -3832564
        ],
        [
            88,
            103,
            74,
            88,
            103,
            74
        ],
        [
            101,
            97,
            107,
            101,
            97,
            107
        ],
        [
            59,
            120,
            8,
            59,
            120,
            8
        ],
        [
            6937,
            4048,
            2889,
            6937,
            4048,
            2889
        ],
        [
            430.23439,
            432.567723,
            430.23439,
            430.23439,
            432.567724,
            430.23439
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50750,
            -110207,
            -211947,
            -17129,
            778240,
            675056
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541491200000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757511451318,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 216,
            "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)