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Trade: XRP/USDT/720/VWAP/BBM/5648

Strategy
XRP/USDT/720/VWAP/BBM/5648
Pair
XRP_USDT
Interval
12h
Score
405716
Daily Profit
0.154464
Profit Factor
2.388330
Profitability
43.636364
Streak
19.574292
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 04:46
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -136451.7834 232010.5244 -368462.3078 4643595.563 1503482.2218 3140113.3411
Total P&L (%) -136.4518 232.0105 -368.4623 4643.5956 1503.4822 3140.1133
Avg Daily Profit (%) -0.0546 0.0928 -0.1474 0.1545 0.111 0.1392
Buy And Hold Return (%) 871.3775 871.3775 871.3775 871.3775 871.3775 871.3775
Max Trade Drawdown -334092 -54409 -422586 -1448648 -527300 -1448648
Profit Factor 0.8447 2.2123 0.4641 2.3883 2.5309 2.3291
Total Trades 165 82 83 165 82 83
Winning Trades 134 66 68 72 37 35
Losing Trades 31 16 15 93 45 48
Profitability (%) 81.2121 80.4878 81.9277 43.6364 45.122 42.1687
Ratio Avg Win / Avg Loss 0.1954 0.5363 0.1024 3.0849 3.0781 3.1942
Largest Winning Trade 71221 71221 28082 3376131 443048 3376131
Largest Losing Trade -334092 -50721 -334092 -1448648 -220471 -1448648
Avg Bars in Trades 29 29 28 29 29 28
Avg Bars in Winners 14 13 15 34 41 26
Avg Bars in Losers 93 98 87 25 20 29
Bars Traded 4800 2448 2352 4800 2448 2352
Profit Streak 19.5743 143.0743 19.5743 19.5743 143.0743 19.5743
Trades During Streak 4 8 2 4 8 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573833 -231895 -575413 405716 -52813 -6967

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758160018845,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 135,
            "offset": 0,
            "std": 4.9396
        }
    }
}
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": [
        [
            -136451.783405279,
            232010.5243555083,
            -368462.3077607872,
            4643595.562986949,
            1503482.2218381735,
            3140113.341148777
        ],
        [
            -136.451783,
            232.010524,
            -368.462308,
            4643.595563,
            1503.482222,
            3140.113341
        ],
        [
            -0.05457,
            0.092786,
            -0.147355,
            0.154464,
            0.11103,
            0.139197
        ],
        [
            871.377516,
            871.377516,
            871.377516,
            871.377516,
            871.377516,
            871.377516
        ],
        [
            -334092,
            -54409,
            -422586,
            -1448648,
            -527300,
            -1448648
        ],
        [
            0.844749,
            2.212268,
            0.464077,
            2.38833,
            2.530885,
            2.329073
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            134,
            66,
            68,
            72,
            37,
            35
        ],
        [
            31,
            16,
            15,
            93,
            45,
            48
        ],
        [
            81.212121,
            80.487805,
            81.927711,
            43.636364,
            45.121951,
            42.168675
        ],
        [
            0.195427,
            0.536308,
            0.10237,
            3.084927,
            3.078104,
            3.194157
        ],
        [
            71221,
            71221,
            28082,
            3376131,
            443048,
            3376131
        ],
        [
            -334092,
            -50721,
            -334092,
            -1448648,
            -220471,
            -1448648
        ],
        [
            29,
            29,
            28,
            29,
            29,
            28
        ],
        [
            14,
            13,
            15,
            34,
            41,
            26
        ],
        [
            93,
            98,
            87,
            25,
            20,
            29
        ],
        [
            4800,
            2448,
            2352,
            4800,
            2448,
            2352
        ],
        [
            19.574292,
            143.074292,
            19.574292,
            19.574292,
            143.074292,
            19.574292
        ],
        [
            4,
            8,
            2,
            4,
            8,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573833,
            -231895,
            -575413,
            405716,
            -52813,
            -6967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758160018845,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 135,
            "offset": 0,
            "std": 4.9396
        }
    }
}

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)