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Trade: XRP/USDT/720/VWAP/MIDPOINT/5173

Strategy
XRP/USDT/720/VWAP/MIDPOINT/5173
Pair
XRP_USDT
Interval
12h
Score
301604
Daily Profit
0.149457
Profit Factor
1.849196
Profitability
46.103896
Streak
17.075212
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 04:48
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 88097.7729 305689.4772 -217591.7043 4086252.5539 661449.9535 3424802.6004
Total P&L (%) 88.0978 305.6895 -217.5917 4086.2526 661.45 3424.8026
Avg Daily Profit (%) 0.0352 0.1223 -0.087 0.1495 0.0812 0.1426
Buy And Hold Return (%) 931.8359 931.8359 931.8359 931.8359 931.8359 931.8359
Max Trade Drawdown -271792 -59957 -284016 -2385356 -942229 -1687115
Profit Factor 1.1267 3.4739 0.6193 1.8492 1.4425 2.0324
Total Trades 154 77 77 154 77 77
Winning Trades 129 65 64 71 34 37
Losing Trades 25 12 13 83 43 40
Profitability (%) 83.7662 84.4156 83.1169 46.1039 44.1558 48.0519
Ratio Avg Win / Avg Loss 0.2184 0.6413 0.1258 2.1617 1.8244 2.1972
Largest Winning Trade 67933 67933 42376 5507343 493731 5507343
Largest Losing Trade -271792 -47694 -271792 -1327607 -247782 -1327607
Avg Bars in Trades 30 34 25 30 34 25
Avg Bars in Winners 16 17 16 32 40 25
Avg Bars in Losers 100 128 74 28 30 26
Bars Traded 4684 2683 2001 4684 2683 2001
Profit Streak 17.0752 94.0752 0 17.0752 94.0752 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -388484 -227636 -617988 301604 -290598 -43383

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": 1551052800000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758160098303,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 207,
            "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": [
        [
            88097.7728516248,
            305689.4771668963,
            -217591.7043152716,
            4086252.5539041082,
            661449.953520542,
            3424802.6003835667
        ],
        [
            88.097773,
            305.689477,
            -217.591704,
            4086.252554,
            661.449954,
            3424.8026
        ],
        [
            0.035232,
            0.122251,
            -0.087019,
            0.149457,
            0.081219,
            0.142569
        ],
        [
            931.835892,
            931.835892,
            931.835892,
            931.835892,
            931.835892,
            931.835892
        ],
        [
            -271792,
            -59957,
            -284016,
            -2385356,
            -942229,
            -1687115
        ],
        [
            1.126734,
            3.473895,
            0.619311,
            1.849196,
            1.442526,
            2.03244
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            129,
            65,
            64,
            71,
            34,
            37
        ],
        [
            25,
            12,
            13,
            83,
            43,
            40
        ],
        [
            83.766234,
            84.415584,
            83.116883,
            46.103896,
            44.155844,
            48.051948
        ],
        [
            0.218359,
            0.641334,
            0.125797,
            2.161737,
            1.824371,
            2.197233
        ],
        [
            67933,
            67933,
            42376,
            5507343,
            493731,
            5507343
        ],
        [
            -271792,
            -47694,
            -271792,
            -1327607,
            -247782,
            -1327607
        ],
        [
            30,
            34,
            25,
            30,
            34,
            25
        ],
        [
            16,
            17,
            16,
            32,
            40,
            25
        ],
        [
            100,
            128,
            74,
            28,
            30,
            26
        ],
        [
            4684,
            2683,
            2001,
            4684,
            2683,
            2001
        ],
        [
            17.075212,
            94.075212,
            0,
            17.075212,
            94.075212,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -388484,
            -227636,
            -617988,
            301604,
            -290598,
            -43383
        ]
    ]
}
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": 1551052800000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758160098303,
    "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": "midpoint",
        "factors": {
            "length": 207,
            "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)