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Trade: XRP/USDT/5/VWAP/BBU/9927

Strategy
XRP/USDT/5/VWAP/BBU/9927
Pair
XRP_USDT
Interval
5m
Score
304147
Daily Profit
0.797763
Profit Factor
1.670094
Profitability
45.180723
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-14 14:11
Expiration Time
2025-11-28 13:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 75467.7631 59741.3261 15726.437 99329.6962 72871.3707 26458.3254
Total P&L (%) 75.4678 59.7413 15.7264 99.3297 72.8714 26.4583
Avg Daily Profit (%) 0.8693 0.6882 0.1812 0.7978 0.6325 0.2708
Buy And Hold Return (%) 42.1026 42.1026 42.1026 42.1026 42.1026 42.1026
Max Trade Drawdown -15237 -12034 -6781 -31254 -24703 -8761
Profit Factor 1.8455 1.9535 1.5913 1.6701 1.6928 1.6146
Total Trades 166 83 83 166 83 83
Winning Trades 75 37 38 75 37 38
Losing Trades 91 46 45 91 46 45
Profitability (%) 45.1807 44.5783 45.7831 45.1807 44.5783 45.7831
Ratio Avg Win / Avg Loss 2.2393 2.4286 1.8844 2.0264 2.1046 1.912
Largest Winning Trade 19812 19812 5057 22172 22172 10175
Largest Losing Trade -5678 -5678 -2096 -6805 -6805 -3058
Avg Bars in Trades 148 259 36 148 259 36
Avg Bars in Winners 232 425 44 232 425 44
Avg Bars in Losers 78 126 29 78 126 29
Bars Traded 24593 21537 3057 24593 21537 3057
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 183169 -24321 -158983 304147 52375 -158136

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750348200000,
    "first_datapoint_time": 1750359000000,
    "last_datapoint_time": 1757847900000,
    "evaluation_time": 1757848275875,
    "expiration_time": 1764327900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 2.19439
        }
    }
}
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": [
        [
            75467.7631064176,
            59741.3261363027,
            15726.4369701149,
            99329.6961921028,
            72871.3707455131,
            26458.3254465897
        ],
        [
            75.467763,
            59.741326,
            15.726437,
            99.329696,
            72.871371,
            26.458325
        ],
        [
            0.869344,
            0.688185,
            0.181159,
            0.797763,
            0.632539,
            0.270776
        ],
        [
            42.102595,
            42.102595,
            42.102595,
            42.102595,
            42.102595,
            42.102595
        ],
        [
            -15237,
            -12034,
            -6781,
            -31254,
            -24703,
            -8761
        ],
        [
            1.845538,
            1.953477,
            1.591267,
            1.670094,
            1.692827,
            1.614558
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            45.180723,
            44.578313,
            45.783133,
            45.180723,
            44.578313,
            45.783133
        ],
        [
            2.239253,
            2.428647,
            1.884395,
            2.026381,
            2.104595,
            1.911976
        ],
        [
            19812,
            19812,
            5057,
            22172,
            22172,
            10175
        ],
        [
            -5678,
            -5678,
            -2096,
            -6805,
            -6805,
            -3058
        ],
        [
            148,
            259,
            36,
            148,
            259,
            36
        ],
        [
            232,
            425,
            44,
            232,
            425,
            44
        ],
        [
            78,
            126,
            29,
            78,
            126,
            29
        ],
        [
            24593,
            21537,
            3057,
            24593,
            21537,
            3057
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            183169,
            -24321,
            -158983,
            304147,
            52375,
            -158136
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750348200000,
    "first_datapoint_time": 1750359000000,
    "last_datapoint_time": 1757847900000,
    "evaluation_time": 1757848275875,
    "expiration_time": 1764327900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 37,
            "offset": 0,
            "std": 2.19439
        }
    }
}

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)