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Trade: XRP/USDT/720/HMA/VWMA/4563

Strategy
XRP/USDT/720/HMA/VWMA/4563
Pair
XRP_USDT
Interval
12h
Score
606364
Daily Profit
0.310220
Profit Factor
2.851081
Profitability
55.652174
Streak
140.418779
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 01:03
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1259579.173 990783.5186 268795.6544 230550229.4706 180270543.4297 50279686.0409
Total P&L (%) 1259.5792 990.7835 268.7957 230550.2295 180270.5434 50279.686
Avg Daily Profit (%) 0.5038 0.3963 0.1075 0.3102 0.3004 0.2492
Buy And Hold Return (%) 686.2312 686.2312 686.2312 686.2312 686.2312 686.2312
Max Trade Drawdown -40540 -60089 -30883 -65324386 -50145994 -15178391
Profit Factor 3.9718 5.3614 2.3667 2.8511 3.1906 2.1899
Total Trades 115 57 58 115 57 58
Winning Trades 64 28 36 64 28 36
Losing Trades 51 29 22 51 29 22
Profitability (%) 55.6522 49.1228 62.069 55.6522 49.1228 62.069
Ratio Avg Win / Avg Loss 3.165 5.5528 1.4463 2.272 3.3045 1.3383
Largest Winning Trade 368779 368779 49887 104310587 104310587 24548362
Largest Losing Trade -28335 -21901 -28335 -39779225 -39779225 -11630209
Avg Bars in Trades 42 46 37 42 46 37
Avg Bars in Winners 54 60 49 54 60 49
Avg Bars in Losers 26 34 17 26 34 17
Bars Traded 4855 2677 2178 4855 2677 2178
Profit Streak 140.4188 158.4188 140.4188 140.4188 158.4188 140.4188
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435997 -189361 -389359 606364 -164438 -166016

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757282582516,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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": [
        [
            1259579.172988945,
            990783.5185638072,
            268795.654425138,
            230550229.4706072,
            180270543.4296931,
            50279686.04091407
        ],
        [
            1259.579173,
            990.783519,
            268.795654,
            230550.229471,
            180270.54343,
            50279.686041
        ],
        [
            0.503832,
            0.396313,
            0.107518,
            0.31022,
            0.300354,
            0.249197
        ],
        [
            686.231186,
            686.231186,
            686.231186,
            686.231186,
            686.231186,
            686.231186
        ],
        [
            -40540,
            -60089,
            -30883,
            -65324386,
            -50145994,
            -15178391
        ],
        [
            3.971812,
            5.361369,
            2.366737,
            2.851081,
            3.190598,
            2.189879
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            55.652174,
            49.122807,
            62.068966,
            55.652174,
            49.122807,
            62.068966
        ],
        [
            3.165037,
            5.552847,
            1.446339,
            2.271955,
            3.304548,
            1.33826
        ],
        [
            368779,
            368779,
            49887,
            104310587,
            104310587,
            24548362
        ],
        [
            -28335,
            -21901,
            -28335,
            -39779225,
            -39779225,
            -11630209
        ],
        [
            42,
            46,
            37,
            42,
            46,
            37
        ],
        [
            54,
            60,
            49,
            54,
            60,
            49
        ],
        [
            26,
            34,
            17,
            26,
            34,
            17
        ],
        [
            4855,
            2677,
            2178,
            4855,
            2677,
            2178
        ],
        [
            140.418779,
            158.418779,
            140.418779,
            140.418779,
            158.418779,
            140.418779
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435997,
            -189361,
            -389359,
            606364,
            -164438,
            -166016
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757282582516,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 27,
            "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)