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Trade: XRP/USDT/720/SSF/VWMA/7164

Strategy
XRP/USDT/720/SSF/VWMA/7164
Pair
XRP_USDT
Interval
12h
Score
506371
Daily Profit
0.157070
Profit Factor
3.219178
Profitability
50.000000
Streak
165.431193
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 01:20
Expiration Time
2025-12-03 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 750479.0853 676927.0147 73552.0706 3161078.8837 4962504.1083 -1801425.2247
Total P&L (%) 750.4791 676.927 73.5521 3161.0789 4962.5041 -1801.4252
Avg Daily Profit (%) 0.3001 0.2707 0.0294 0.1395 0.1571 0
Buy And Hold Return (%) 832.4106 832.4106 832.4106 832.4106 832.4106 832.4106
Max Trade Drawdown -125811 -38021 -106126 -4711122 -749230 -4725667
Profit Factor 3.2191 5.2093 1.4147 1.4305 3.2192 0.6472
Total Trades 65 32 33 65 32 33
Winning Trades 34 16 18 34 16 18
Losing Trades 31 16 15 31 16 15
Profitability (%) 52.3077 50 54.5455 52.3077 50 54.5455
Ratio Avg Win / Avg Loss 2.9351 5.2093 1.1789 1.3043 3.2192 0.5394
Largest Winning Trade 307485 307485 48545 2493266 2493266 874993
Largest Losing Trade -71582 -38021 -71582 -3929342 -749230 -3929342
Avg Bars in Trades 72 99 46 72 99 46
Avg Bars in Winners 76 104 52 76 104 52
Avg Bars in Losers 68 93 40 68 93 40
Bars Traded 4720 3171 1549 4720 3171 1549
Profit Streak 162.9312 165.4312 162.9312 162.9312 165.4312 162.9312
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -285049 -148252 -317048 -142288 506371 -579247

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1547553600000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758320455079,
    "expiration_time": 1764764496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "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": [
        [
            750479.0853153169,
            676927.0147247242,
            73552.0705905927,
            3161078.8836753247,
            4962504.108347434,
            -1801425.2246721087
        ],
        [
            750.479085,
            676.927015,
            73.552071,
            3161.078884,
            4962.504108,
            -1801.425225
        ],
        [
            0.300132,
            0.270717,
            0.029415,
            0.139455,
            0.15707,
            0
        ],
        [
            832.410575,
            832.410575,
            832.410575,
            832.410575,
            832.410575,
            832.410575
        ],
        [
            -125811,
            -38021,
            -106126,
            -4711122,
            -749230,
            -4725667
        ],
        [
            3.219127,
            5.209282,
            1.414684,
            1.430509,
            3.219178,
            0.647227
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            52.307692,
            50,
            54.545455,
            52.307692,
            50,
            54.545455
        ],
        [
            2.935086,
            5.209282,
            1.178903,
            1.304287,
            3.219178,
            0.539356
        ],
        [
            307485,
            307485,
            48545,
            2493266,
            2493266,
            874993
        ],
        [
            -71582,
            -38021,
            -71582,
            -3929342,
            -749230,
            -3929342
        ],
        [
            72,
            99,
            46,
            72,
            99,
            46
        ],
        [
            76,
            104,
            52,
            76,
            104,
            52
        ],
        [
            68,
            93,
            40,
            68,
            93,
            40
        ],
        [
            4720,
            3171,
            1549,
            4720,
            3171,
            1549
        ],
        [
            162.931193,
            165.431193,
            162.931193,
            162.931193,
            165.431193,
            162.931193
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -285049,
            -148252,
            -317048,
            -142288,
            506371,
            -579247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1547553600000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758320455079,
    "expiration_time": 1764764496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 215,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "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)