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Trade: XRP/USDT/720/VWAP/MIDPOINT/5175

Strategy
XRP/USDT/720/VWAP/MIDPOINT/5175
Pair
XRP_USDT
Interval
12h
Score
454452
Daily Profit
0.158637
Profit Factor
2.591331
Profitability
47.727273
Streak
15.667235
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 19:00
Expiration Time
2025-11-30 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 50199.018 311615.4654 -261416.4475 5164500.3614 1473535.3863 3690964.9752
Total P&L (%) 50.199 311.6155 -261.4164 5164.5004 1473.5354 3690.965
Avg Daily Profit (%) 0.0201 0.1246 -0.1045 0.1586 0.1103 0.1455
Buy And Hold Return (%) 913.6461 913.6461 913.6461 913.6461 913.6461 913.6461
Max Trade Drawdown -338686 -47560 -341571 -1360406 -575957 -1108341
Profit Factor 1.0639 3.2046 0.5941 2.5913 2.5746 2.5981
Total Trades 176 88 88 176 88 88
Winning Trades 144 74 70 84 43 41
Losing Trades 32 14 18 92 45 47
Profitability (%) 81.8182 84.0909 79.5455 47.7273 48.8636 46.5909
Ratio Avg Win / Avg Loss 0.2364 0.6063 0.1528 2.8381 2.6944 2.9783
Largest Winning Trade 67208 67208 42376 3827426 382483 3827426
Largest Losing Trade -338686 -47560 -338686 -1033244 -177483 -1033244
Avg Bars in Trades 26 29 23 26 29 23
Avg Bars in Winners 14 14 14 30 36 23
Avg Bars in Losers 79 109 56 23 24 23
Bars Traded 4689 2637 2052 4689 2637 2052
Profit Streak 15.6672 112.6672 0 15.6672 112.6672 0
Trades During Streak 1 9 0 1 9 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -477583 -182980 -576711 454452 -48828 107681

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1549368000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758038449121,
    "expiration_time": 1764505296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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": [
        [
            50199.017952004,
            311615.4654186152,
            -261416.4474666109,
            5164500.361414956,
            1473535.3862543798,
            3690964.9751605764
        ],
        [
            50.199018,
            311.615465,
            -261.416447,
            5164.500361,
            1473.535386,
            3690.964975
        ],
        [
            0.020076,
            0.124621,
            -0.104546,
            0.158637,
            0.110275,
            0.145485
        ],
        [
            913.64607,
            913.64607,
            913.64607,
            913.64607,
            913.64607,
            913.64607
        ],
        [
            -338686,
            -47560,
            -341571,
            -1360406,
            -575957,
            -1108341
        ],
        [
            1.063912,
            3.204569,
            0.594127,
            2.591331,
            2.574621,
            2.598101
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            144,
            74,
            70,
            84,
            43,
            41
        ],
        [
            32,
            14,
            18,
            92,
            45,
            47
        ],
        [
            81.818182,
            84.090909,
            79.545455,
            47.727273,
            48.863636,
            46.590909
        ],
        [
            0.236425,
            0.60627,
            0.152776,
            2.838124,
            2.694371,
            2.978311
        ],
        [
            67208,
            67208,
            42376,
            3827426,
            382483,
            3827426
        ],
        [
            -338686,
            -47560,
            -338686,
            -1033244,
            -177483,
            -1033244
        ],
        [
            26,
            29,
            23,
            26,
            29,
            23
        ],
        [
            14,
            14,
            14,
            30,
            36,
            23
        ],
        [
            79,
            109,
            56,
            23,
            24,
            23
        ],
        [
            4689,
            2637,
            2052,
            4689,
            2637,
            2052
        ],
        [
            15.667235,
            112.667235,
            0,
            15.667235,
            112.667235,
            0
        ],
        [
            1,
            9,
            0,
            1,
            9,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -477583,
            -182980,
            -576711,
            454452,
            -48828,
            107681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1549368000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758038449121,
    "expiration_time": 1764505296000,
    "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": 171,
            "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)