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Trade: XRP/USDT/720/SSF/VWMA/2351

Strategy
XRP/USDT/720/SSF/VWMA/2351
Pair
XRP_USDT
Interval
12h
Score
593008
Daily Profit
0.217977
Profit Factor
3.683735
Profitability
56.756757
Streak
137.616901
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 05:48
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 957074.4158 845394.1907 111680.2251 8640343.4142 23049959.3896 -14409615.9753
Total P&L (%) 957.0744 845.3942 111.6802 8640.3434 23049.9594 -14409.616
Avg Daily Profit (%) 0.3828 0.3381 0.0447 0.1789 0.218 0
Buy And Hold Return (%) 723.9278 723.9278 723.9278 723.9278 723.9278 723.9278
Max Trade Drawdown -100627 -74111 -96506 -17706327 -3117742 -18744593
Profit Factor 3.2895 5.0116 1.5388 1.2587 3.6837 0.4193
Total Trades 74 37 37 74 37 37
Winning Trades 45 21 24 45 21 24
Losing Trades 29 16 13 29 16 13
Profitability (%) 60.8108 56.7568 64.8649 60.8108 56.7568 64.8649
Ratio Avg Win / Avg Loss 2.1199 3.8184 0.8335 0.8111 2.8067 0.2271
Largest Winning Trade 265755 265755 64266 15354028 15354028 2773595
Largest Losing Trade -63057 -54457 -63057 -14941245 -2097944 -14941245
Avg Bars in Trades 65 76 53 65 76 53
Avg Bars in Winners 59 61 56 59 61 56
Avg Bars in Losers 74 96 47 74 96 47
Bars Traded 4813 2838 1975 4813 2838 1975
Profit Streak 103.1169 137.6169 103.1169 103.1169 137.6169 103.1169
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115833 -95104 -296663 -60118 593008 -578284

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1546819200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758336500274,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "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": [
        [
            957074.4158268177,
            845394.1906917687,
            111680.2251350494,
            8640343.414245393,
            23049959.389555916,
            -14409615.975310525
        ],
        [
            957.074416,
            845.394191,
            111.680225,
            8640.343414,
            23049.95939,
            -14409.615975
        ],
        [
            0.382753,
            0.33809,
            0.044663,
            0.178946,
            0.217977,
            0
        ],
        [
            723.927765,
            723.927765,
            723.927765,
            723.927765,
            723.927765,
            723.927765
        ],
        [
            -100627,
            -74111,
            -96506,
            -17706327,
            -3117742,
            -18744593
        ],
        [
            3.289508,
            5.011596,
            1.538767,
            1.258654,
            3.683735,
            0.419348
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            60.810811,
            56.756757,
            64.864865,
            60.810811,
            56.756757,
            64.864865
        ],
        [
            2.119905,
            3.818359,
            0.833499,
            0.811133,
            2.806656,
            0.227147
        ],
        [
            265755,
            265755,
            64266,
            15354028,
            15354028,
            2773595
        ],
        [
            -63057,
            -54457,
            -63057,
            -14941245,
            -2097944,
            -14941245
        ],
        [
            65,
            76,
            53,
            65,
            76,
            53
        ],
        [
            59,
            61,
            56,
            59,
            61,
            56
        ],
        [
            74,
            96,
            47,
            74,
            96,
            47
        ],
        [
            4813,
            2838,
            1975,
            4813,
            2838,
            1975
        ],
        [
            103.116901,
            137.616901,
            103.116901,
            103.116901,
            137.616901,
            103.116901
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115833,
            -95104,
            -296663,
            -60118,
            593008,
            -578284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1546819200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758336500274,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 105,
            "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)