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Trade: XRP/USDT/720/VWAP/MIDPOINT/2069

Strategy
XRP/USDT/720/VWAP/MIDPOINT/2069
Pair
XRP_USDT
Interval
12h
Score
447961
Daily Profit
0.161747
Profit Factor
2.054241
Profitability
48.795181
Streak
15.025339
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-16 03:36
Expiration Time
2025-11-30 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 101471.9473 320991.5215 -219519.5742 5594094.7504 1548877.9177 4045216.8327
Total P&L (%) 101.4719 320.9915 -219.5196 5594.0948 1548.8779 4045.2168
Avg Daily Profit (%) 0.0406 0.1283 -0.0878 0.1617 0.1121 0.149
Buy And Hold Return (%) 881.7984 881.7984 881.7984 881.7984 881.7984 881.7984
Max Trade Drawdown -273819 -63181 -294107 -2213958 -951406 -1805797
Profit Factor 1.1377 3.3388 0.6341 2.0542 1.94 2.1057
Total Trades 166 83 83 166 83 83
Winning Trades 141 71 70 81 40 41
Losing Trades 25 12 13 85 43 42
Profitability (%) 84.9398 85.5422 84.3373 48.7952 48.1928 49.3976
Ratio Avg Win / Avg Loss 0.2017 0.5643 0.1178 2.1557 2.0855 2.1571
Largest Winning Trade 64006 64006 42376 5185368 1119107 5185368
Largest Losing Trade -273819 -47458 -273819 -1805797 -362746 -1805797
Avg Bars in Trades 28 32 24 28 32 24
Avg Bars in Winners 16 17 14 28 33 24
Avg Bars in Losers 96 116 77 27 30 24
Bars Traded 4689 2662 2027 4689 2662 2027
Profit Streak 15.0253 103.0253 0 15.0253 103.0253 0
Trades During Streak 1 7 0 1 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -368884 -177966 -576243 447961 -47241 300124

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757982989284,
    "expiration_time": 1764463392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "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": [
        [
            101471.9472971444,
            320991.5214666912,
            -219519.5741695467,
            5594094.750444118,
            1548877.9177028274,
            4045216.832741291
        ],
        [
            101.471947,
            320.991521,
            -219.519574,
            5594.09475,
            1548.877918,
            4045.216833
        ],
        [
            0.040573,
            0.128345,
            -0.087773,
            0.161747,
            0.112125,
            0.149033
        ],
        [
            881.798433,
            881.798433,
            881.798433,
            881.798433,
            881.798433,
            881.798433
        ],
        [
            -273819,
            -63181,
            -294107,
            -2213958,
            -951406,
            -1805797
        ],
        [
            1.137651,
            3.33881,
            0.634087,
            2.054241,
            1.939986,
            2.1057
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            141,
            71,
            70,
            81,
            40,
            41
        ],
        [
            25,
            12,
            13,
            85,
            43,
            42
        ],
        [
            84.939759,
            85.542169,
            84.337349,
            48.795181,
            48.192771,
            49.39759
        ],
        [
            0.201711,
            0.564306,
            0.117759,
            2.155685,
            2.085485,
            2.157058
        ],
        [
            64006,
            64006,
            42376,
            5185368,
            1119107,
            5185368
        ],
        [
            -273819,
            -47458,
            -273819,
            -1805797,
            -362746,
            -1805797
        ],
        [
            28,
            32,
            24,
            28,
            32,
            24
        ],
        [
            16,
            17,
            14,
            28,
            33,
            24
        ],
        [
            96,
            116,
            77,
            27,
            30,
            24
        ],
        [
            4689,
            2662,
            2027,
            4689,
            2662,
            2027
        ],
        [
            15.025339,
            103.025339,
            0,
            15.025339,
            103.025339,
            0
        ],
        [
            1,
            7,
            0,
            1,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -368884,
            -177966,
            -576243,
            447961,
            -47241,
            300124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757982989284,
    "expiration_time": 1764463392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "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)