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Trade: XRP/USDT/720/SWMA/VWMA/6171

Strategy
XRP/USDT/720/SWMA/VWMA/6171
Pair
XRP_USDT
Interval
12h
Score
672449
Daily Profit
0.204570
Profit Factor
9.485629
Profitability
62.068966
Streak
119.385958
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-21 12:15
Expiration Time
2025-12-05 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 902983.8275 754011.3983 148972.4292 17149437.8058 16467964.4251 681473.3808
Total P&L (%) 902.9838 754.0114 148.9724 17149.4378 16467.9644 681.4734
Avg Daily Profit (%) 0.3611 0.3015 0.0596 0.2062 0.2046 0.0823
Buy And Hold Return (%) 843.2925 843.2925 843.2925 843.2925 843.2925 843.2925
Max Trade Drawdown -87082 -22483 -64599 -3263421 -457869 -2905433
Profit Factor 4.5165 8.1978 1.9799 3.9148 9.4856 1.1728
Total Trades 59 29 30 59 29 30
Winning Trades 38 18 20 38 18 20
Losing Trades 21 11 10 21 11 10
Profitability (%) 64.4068 62.069 66.6667 64.4068 62.069 66.6667
Ratio Avg Win / Avg Loss 2.4959 5.0098 0.9899 2.1634 5.7968 0.5864
Largest Winning Trade 340313 340313 45532 9180734 9180734 908839
Largest Losing Trade -64599 -22483 -64599 -2905433 -457869 -2905433
Avg Bars in Trades 80 99 61 80 99 61
Avg Bars in Winners 78 93 66 78 93 66
Avg Bars in Losers 81 108 52 81 108 52
Bars Traded 4721 2873 1848 4721 2873 1848
Profit Streak 119.386 119.386 197.886 119.386 119.386 197.886
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -303181 -146269 -275075 -161190 672449 -277478

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758446146801,
    "expiration_time": 1764894096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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": [
        [
            902983.8275250891,
            754011.3983395683,
            148972.4291855208,
            17149437.80583676,
            16467964.425074857,
            681473.3807619046
        ],
        [
            902.983828,
            754.011398,
            148.972429,
            17149.437806,
            16467.964425,
            681.473381
        ],
        [
            0.361121,
            0.301544,
            0.059577,
            0.206186,
            0.20457,
            0.082258
        ],
        [
            843.292452,
            843.292452,
            843.292452,
            843.292452,
            843.292452,
            843.292452
        ],
        [
            -87082,
            -22483,
            -64599,
            -3263421,
            -457869,
            -2905433
        ],
        [
            4.516462,
            8.197837,
            1.979873,
            3.914765,
            9.485629,
            1.172833
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            64.40678,
            62.068966,
            66.666667,
            64.40678,
            62.068966,
            66.666667
        ],
        [
            2.49594,
            5.009789,
            0.989937,
            2.163423,
            5.796773,
            0.586417
        ],
        [
            340313,
            340313,
            45532,
            9180734,
            9180734,
            908839
        ],
        [
            -64599,
            -22483,
            -64599,
            -2905433,
            -457869,
            -2905433
        ],
        [
            80,
            99,
            61,
            80,
            99,
            61
        ],
        [
            78,
            93,
            66,
            78,
            93,
            66
        ],
        [
            81,
            108,
            52,
            81,
            108,
            52
        ],
        [
            4721,
            2873,
            1848,
            4721,
            2873,
            1848
        ],
        [
            119.385958,
            119.385958,
            197.885958,
            119.385958,
            119.385958,
            197.885958
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -303181,
            -146269,
            -275075,
            -161190,
            672449,
            -277478
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758446146801,
    "expiration_time": 1764894096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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)