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Trade: XRP/USDT/720/VWAP/ALMA/7025

Strategy
XRP/USDT/720/VWAP/ALMA/7025
Pair
XRP_USDT
Interval
12h
Score
427369
Daily Profit
0.153876
Profit Factor
2.167131
Profitability
61.290323
Streak
327.844798
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 23:16
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 -273441.3776 181801.2562 -455242.6338 5992247.0484 1410571.5328 4581675.5156
Total P&L (%) -273.4414 181.8013 -455.2426 5992.247 1410.5715 4581.6755
Avg Daily Profit (%) -0.1093 0.0727 -0.182 0.1644 0.1086 0.1539
Buy And Hold Return (%) 874.3964 874.3964 874.3964 874.3964 874.3964 874.3964
Max Trade Drawdown -557473 -37685 -568028 -3971006 -1193719 -3561444
Profit Factor 0.6431 2.8038 0.3158 2.0769 1.8608 2.1671
Total Trades 63 32 31 63 32 31
Winning Trades 50 26 24 34 15 19
Losing Trades 13 6 7 29 17 12
Profitability (%) 79.3651 81.25 77.4194 53.9683 46.875 61.2903
Ratio Avg Win / Avg Loss 0.1672 0.647 0.0921 1.7715 2.1089 1.3687
Largest Winning Trade 57154 57154 32866 6741611 1065405 6741611
Largest Losing Trade -341585 -37685 -341585 -2377706 -719728 -2377706
Avg Bars in Trades 71 61 81 71 61 81
Avg Bars in Winners 29 21 37 82 73 90
Avg Bars in Losers 235 238 232 58 51 67
Bars Traded 4511 1982 2529 4511 1982 2529
Profit Streak 126.3448 436.8448 126.3448 321.8448 321.8448 327.8448
Trades During Streak 3 7 1 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -726619 -253718 -576697 -137535 -53810 427369

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": 1557403200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758658590578,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "offset": 222
        }
    }
}
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": [
        [
            -273441.3776334608,
            181801.2561796214,
            -455242.6338130822,
            5992247.048402983,
            1410571.5328189097,
            4581675.515584072
        ],
        [
            -273.441378,
            181.801256,
            -455.242634,
            5992.247048,
            1410.571533,
            4581.675516
        ],
        [
            -0.109311,
            0.072677,
            -0.181988,
            0.164421,
            0.108597,
            0.153876
        ],
        [
            874.396365,
            874.396365,
            874.396365,
            874.396365,
            874.396365,
            874.396365
        ],
        [
            -557473,
            -37685,
            -568028,
            -3971006,
            -1193719,
            -3561444
        ],
        [
            0.643114,
            2.803776,
            0.315833,
            2.076909,
            1.86078,
            2.167131
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            50,
            26,
            24,
            34,
            15,
            19
        ],
        [
            13,
            6,
            7,
            29,
            17,
            12
        ],
        [
            79.365079,
            81.25,
            77.419355,
            53.968254,
            46.875,
            61.290323
        ],
        [
            0.16721,
            0.647025,
            0.092118,
            1.771482,
            2.108884,
            1.368715
        ],
        [
            57154,
            57154,
            32866,
            6741611,
            1065405,
            6741611
        ],
        [
            -341585,
            -37685,
            -341585,
            -2377706,
            -719728,
            -2377706
        ],
        [
            71,
            61,
            81,
            71,
            61,
            81
        ],
        [
            29,
            21,
            37,
            82,
            73,
            90
        ],
        [
            235,
            238,
            232,
            58,
            51,
            67
        ],
        [
            4511,
            1982,
            2529,
            4511,
            1982,
            2529
        ],
        [
            126.344798,
            436.844798,
            126.344798,
            321.844798,
            321.844798,
            327.844798
        ],
        [
            3,
            7,
            1,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -726619,
            -253718,
            -576697,
            -137535,
            -53810,
            427369
        ]
    ]
}
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": 1557403200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758658590578,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "offset": 222
        }
    }
}

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)