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Trade: XRP/USDT/720/LINREG/VWMA/4888

Strategy
XRP/USDT/720/LINREG/VWMA/4888
Pair
XRP_USDT
Interval
12h
Score
463500
Daily Profit
0.157986
Profit Factor
2.324234
Profitability
53.333333
Streak
169.303084
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 22:16
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 743587.2124 685254.3403 58332.8721 2836288.0169 5087781.7771 -2251493.7602
Total P&L (%) 743.5872 685.2543 58.3329 2836.288 5087.7818 -2251.4938
Avg Daily Profit (%) 0.2973 0.2739 0.0233 0.1352 0.158 0
Buy And Hold Return (%) 830.3523 830.3523 830.3523 830.3523 830.3523 830.3523
Max Trade Drawdown -128477 -45459 -118599 -4328358 -1862048 -4815357
Profit Factor 2.7965 5.7082 1.2174 1.2716 2.3242 0.6589
Total Trades 61 30 31 61 30 31
Winning Trades 31 16 15 31 16 15
Losing Trades 30 14 16 30 14 16
Profitability (%) 50.8197 53.3333 48.3871 50.8197 53.3333 48.3871
Ratio Avg Win / Avg Loss 2.7062 4.9946 1.2985 1.2306 2.0337 0.7028
Largest Winning Trade 253485 253485 53852 2706687 2706687 1429018
Largest Losing Trade -66511 -39734 -66511 -2208440 -1629377 -2208440
Avg Bars in Trades 79 83 75 79 83 75
Avg Bars in Winners 93 90 96 93 90 96
Avg Bars in Losers 64 75 55 64 75 55
Bars Traded 4840 2498 2342 4840 2498 2342
Profit Streak 80.3031 169.3031 80.3031 80.3031 169.3031 80.3031
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -316502 -147441 -328022 -179886 463500 -580887

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758654986426,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 25,
            "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": [
        [
            743587.2123950113,
            685254.3402623573,
            58332.8721326539,
            2836288.016885477,
            5087781.777088616,
            -2251493.76020314
        ],
        [
            743.587212,
            685.25434,
            58.332872,
            2836.288017,
            5087.781777,
            -2251.49376
        ],
        [
            0.297257,
            0.273937,
            0.023319,
            0.135199,
            0.157986,
            0
        ],
        [
            830.352286,
            830.352286,
            830.352286,
            830.352286,
            830.352286,
            830.352286
        ],
        [
            -128477,
            -45459,
            -118599,
            -4328358,
            -1862048,
            -4815357
        ],
        [
            2.796453,
            5.708165,
            1.217357,
            1.271602,
            2.324234,
            0.658903
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            50.819672,
            53.333333,
            48.387097,
            50.819672,
            53.333333,
            48.387097
        ],
        [
            2.706245,
            4.994644,
            1.298514,
            1.230583,
            2.033705,
            0.70283
        ],
        [
            253485,
            253485,
            53852,
            2706687,
            2706687,
            1429018
        ],
        [
            -66511,
            -39734,
            -66511,
            -2208440,
            -1629377,
            -2208440
        ],
        [
            79,
            83,
            75,
            79,
            83,
            75
        ],
        [
            93,
            90,
            96,
            93,
            90,
            96
        ],
        [
            64,
            75,
            55,
            64,
            75,
            55
        ],
        [
            4840,
            2498,
            2342,
            4840,
            2498,
            2342
        ],
        [
            80.303084,
            169.303084,
            80.303084,
            80.303084,
            169.303084,
            80.303084
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -316502,
            -147441,
            -328022,
            -179886,
            463500,
            -580887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758654986426,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 25,
            "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)