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Trade: XRP/USDT/480/WMA/VWMA/9838

Strategy
XRP/USDT/480/WMA/VWMA/9838
Pair
XRP_USDT
Interval
8h
Score
571093
Daily Profit
0.166557
Profit Factor
4.422343
Profitability
51.515152
Streak
134.007395
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-15 19:10
Expiration Time
2025-11-29 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 793522.3045 687391.8212 106130.4833 5617648.79 6317180.4607 -699531.6707
Total P&L (%) 793.5223 687.3918 106.1305 5617.6488 6317.1805 -699.5317
Avg Daily Profit (%) 0.3173 0.2749 0.0424 0.1619 0.1666 0
Buy And Hold Return (%) 741.0168 741.0168 741.0168 741.0168 741.0168 741.0168
Max Trade Drawdown -73068 -72377 -48259 -2980336 -981263 -1999072
Profit Factor 3.0319 3.9333 1.6794 2.3542 4.4223 0.6962
Total Trades 67 33 34 67 33 34
Winning Trades 39 17 22 39 17 22
Losing Trades 28 16 12 28 16 12
Profitability (%) 58.209 51.5152 64.7059 58.209 51.5152 64.7059
Ratio Avg Win / Avg Loss 2.1767 3.702 0.9161 1.6902 4.1622 0.3797
Largest Winning Trade 289728 289728 40095 4994069 4994069 526556
Largest Losing Trade -43400 -43400 -36153 -1100794 -774733 -1100794
Avg Bars in Trades 101 128 75 101 128 75
Avg Bars in Winners 101 127 81 101 127 81
Avg Bars in Losers 101 129 65 101 129 65
Bars Traded 6801 4224 2577 6801 4224 2577
Profit Streak 99.0074 134.0074 99.0074 99.0074 134.0074 99.0074
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -247878 -149346 -299143 -106781 571093 -578328

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541923200000,
    "first_datapoint_time": 1546963200000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757952638933,
    "expiration_time": 1764433728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "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": [
        [
            793522.3045491294,
            687391.8212471751,
            106130.4833019546,
            5617648.789979855,
            6317180.460665231,
            -699531.6706853774
        ],
        [
            793.522305,
            687.391821,
            106.130483,
            5617.64879,
            6317.180461,
            -699.531671
        ],
        [
            0.317324,
            0.274883,
            0.042441,
            0.161933,
            0.166557,
            0
        ],
        [
            741.016827,
            741.016827,
            741.016827,
            741.016827,
            741.016827,
            741.016827
        ],
        [
            -73068,
            -72377,
            -48259,
            -2980336,
            -981263,
            -1999072
        ],
        [
            3.031867,
            3.933348,
            1.679446,
            2.354182,
            4.422343,
            0.696187
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            58.208955,
            51.515152,
            64.705882,
            58.208955,
            51.515152,
            64.705882
        ],
        [
            2.176725,
            3.701975,
            0.916061,
            1.690182,
            4.162205,
            0.379738
        ],
        [
            289728,
            289728,
            40095,
            4994069,
            4994069,
            526556
        ],
        [
            -43400,
            -43400,
            -36153,
            -1100794,
            -774733,
            -1100794
        ],
        [
            101,
            128,
            75,
            101,
            128,
            75
        ],
        [
            101,
            127,
            81,
            101,
            127,
            81
        ],
        [
            101,
            129,
            65,
            101,
            129,
            65
        ],
        [
            6801,
            4224,
            2577,
            6801,
            4224,
            2577
        ],
        [
            99.007395,
            134.007395,
            99.007395,
            99.007395,
            134.007395,
            99.007395
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -247878,
            -149346,
            -299143,
            -106781,
            571093,
            -578328
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541923200000,
    "first_datapoint_time": 1546963200000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757952638933,
    "expiration_time": 1764433728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "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)