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Trade: XRP/USDT/480/WMA/VWMA/6220

Strategy
XRP/USDT/480/WMA/VWMA/6220
Pair
XRP_USDT
Interval
8h
Score
585316
Daily Profit
0.164048
Profit Factor
4.990802
Profitability
51.724138
Streak
142.999609
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 18:59
Expiration Time
2025-12-07 10:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 825074.9392 714057.1629 111017.7764 6555492.5884 5930935.5828 624557.0056
Total P&L (%) 825.0749 714.0572 111.0178 6555.4926 5930.9356 624.557
Avg Daily Profit (%) 0.3299 0.2855 0.0444 0.168 0.164 0.0792
Buy And Hold Return (%) 773.7707 773.7707 773.7707 773.7707 773.7707 773.7707
Max Trade Drawdown -83311 -79635 -52979 -1293977 -785005 -544567
Profit Factor 3.2281 4.1037 1.7916 3.8261 4.9908 1.7493
Total Trades 59 29 30 59 29 30
Winning Trades 33 15 18 33 15 18
Losing Trades 26 14 12 26 14 12
Profitability (%) 55.9322 51.7241 60 55.9322 51.7241 60
Ratio Avg Win / Avg Loss 2.5434 3.8301 1.1944 3.0145 4.6581 1.1662
Largest Winning Trade 296923 296923 41250 4147380 4147380 614266
Largest Losing Trade -41967 -41967 -37866 -785005 -785005 -461033
Avg Bars in Trades 115 145 86 115 145 86
Avg Bars in Winners 98 112 86 98 112 86
Avg Bars in Losers 136 180 86 136 180 86
Bars Traded 6804 4210 2594 6804 4210 2594
Profit Streak 107.6663 142.9996 107.6663 107.6663 142.9996 107.6663
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -307604 -149131 -295301 -163074 585316 -248531

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1758614400000,
    "evaluation_time": 1758643166216,
    "expiration_time": 1765096992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "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": [
        [
            825074.9392481163,
            714057.1628612634,
            111017.7763868528,
            6555492.588356556,
            5930935.582782524,
            624557.0055740329
        ],
        [
            825.074939,
            714.057163,
            111.017776,
            6555.492588,
            5930.935583,
            624.557006
        ],
        [
            0.329898,
            0.285509,
            0.044389,
            0.167995,
            0.164048,
            0.079215
        ],
        [
            773.770692,
            773.770692,
            773.770692,
            773.770692,
            773.770692,
            773.770692
        ],
        [
            -83311,
            -79635,
            -52979,
            -1293977,
            -785005,
            -544567
        ],
        [
            3.228099,
            4.103717,
            1.791632,
            3.826097,
            4.990802,
            1.74934
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            55.932203,
            51.724138,
            60,
            55.932203,
            51.724138,
            60
        ],
        [
            2.543351,
            3.830136,
            1.194421,
            3.014501,
            4.658082,
            1.166227
        ],
        [
            296923,
            296923,
            41250,
            4147380,
            4147380,
            614266
        ],
        [
            -41967,
            -41967,
            -37866,
            -785005,
            -785005,
            -461033
        ],
        [
            115,
            145,
            86,
            115,
            145,
            86
        ],
        [
            98,
            112,
            86,
            98,
            112,
            86
        ],
        [
            136,
            180,
            86,
            136,
            180,
            86
        ],
        [
            6804,
            4210,
            2594,
            6804,
            4210,
            2594
        ],
        [
            107.666276,
            142.999609,
            107.666276,
            107.666276,
            142.999609,
            107.666276
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -307604,
            -149131,
            -295301,
            -163074,
            585316,
            -248531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1758614400000,
    "evaluation_time": 1758643166216,
    "expiration_time": 1765096992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "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)