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Trade: XRP/USDT/480/WMA/VWMA/9885

Strategy
XRP/USDT/480/WMA/VWMA/9885
Pair
XRP_USDT
Interval
8h
Score
516901
Daily Profit
0.151646
Profit Factor
4.473711
Profitability
57.575758
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-20 11:11
Expiration Time
2025-12-04 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 697543.3658 634323.7542 63219.6116 3996104.8862 4320271.1508 -324166.2646
Total P&L (%) 697.5434 634.3238 63.2196 3996.1049 4320.2712 -324.1663
Avg Daily Profit (%) 0.279 0.2537 0.0253 0.1486 0.1516 0
Buy And Hold Return (%) 926.3787 926.3787 926.3787 926.3787 926.3787 926.3787
Max Trade Drawdown -101564 -49894 -84881 -1351897 -569832 -1331721
Profit Factor 3.2762 5.478 1.3836 2.3189 4.4737 0.8185
Total Trades 67 33 34 67 33 34
Winning Trades 40 19 21 40 19 21
Losing Trades 27 14 13 27 14 13
Profitability (%) 59.7015 57.5758 61.7647 59.7015 57.5758 61.7647
Ratio Avg Win / Avg Loss 2.2114 4.0364 0.8565 1.5652 3.2964 0.5067
Largest Winning Trade 314632 314632 43103 3734216 3734216 287122
Largest Losing Trade -64782 -25223 -64782 -784988 -327097 -784988
Avg Bars in Trades 85 117 55 85 117 55
Avg Bars in Winners 86 111 63 86 111 63
Avg Bars in Losers 85 125 42 85 125 42
Bars Traded 5754 3862 1892 5754 3862 1892
Profit Streak 134.6746 0 209.008 134.6746 0 209.008
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -269975 -148178 -323842 -110962 516901 -578678

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542355200000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758355888207,
    "expiration_time": 1764836064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "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": [
        [
            697543.3657593242,
            634323.7541577811,
            63219.6116015433,
            3996104.886177208,
            4320271.15078171,
            -324166.2646045024
        ],
        [
            697.543366,
            634.323754,
            63.219612,
            3996.104886,
            4320.271151,
            -324.166265
        ],
        [
            0.278981,
            0.253696,
            0.025285,
            0.148596,
            0.151646,
            0
        ],
        [
            926.378733,
            926.378733,
            926.378733,
            926.378733,
            926.378733,
            926.378733
        ],
        [
            -101564,
            -49894,
            -84881,
            -1351897,
            -569832,
            -1331721
        ],
        [
            3.27621,
            5.478036,
            1.38362,
            2.318882,
            4.473711,
            0.818518
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            59.701493,
            57.575758,
            61.764706,
            59.701493,
            57.575758,
            61.764706
        ],
        [
            2.211442,
            4.036447,
            0.856527,
            1.565245,
            3.296419,
            0.506701
        ],
        [
            314632,
            314632,
            43103,
            3734216,
            3734216,
            287122
        ],
        [
            -64782,
            -25223,
            -64782,
            -784988,
            -327097,
            -784988
        ],
        [
            85,
            117,
            55,
            85,
            117,
            55
        ],
        [
            86,
            111,
            63,
            86,
            111,
            63
        ],
        [
            85,
            125,
            42,
            85,
            125,
            42
        ],
        [
            5754,
            3862,
            1892,
            5754,
            3862,
            1892
        ],
        [
            134.674632,
            0,
            209.007965,
            134.674632,
            0,
            209.007965
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -269975,
            -148178,
            -323842,
            -110962,
            516901,
            -578678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542355200000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758355888207,
    "expiration_time": 1764836064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "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)