← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XRP/USDT/720/VWAP/MIDPOINT/6285

Strategy
XRP/USDT/720/VWAP/MIDPOINT/6285
Pair
XRP_USDT
Interval
12h
Score
444259
Daily Profit
0.162510
Profit Factor
2.197981
Profitability
48.214286
Streak
17.707319
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 19:58
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82661.6811 313351.3013 -230689.6201 5698952.9862 1574282.0438 4124670.9425
Total P&L (%) 82.6617 313.3513 -230.6896 5698.953 1574.282 4124.6709
Avg Daily Profit (%) 0.0331 0.1253 -0.0923 0.1625 0.1128 0.1498
Buy And Hold Return (%) 931.7072 931.7072 931.7072 931.7072 931.7072 931.7072
Max Trade Drawdown -273819 -62760 -305324 -2055819 -904602 -1386582
Profit Factor 1.111 3.1918 0.6165 2.198 1.9464 2.3333
Total Trades 168 84 84 168 84 84
Winning Trades 137 70 67 81 40 41
Losing Trades 31 14 17 87 44 43
Profitability (%) 81.5476 83.3333 79.7619 48.2143 47.619 48.8095
Ratio Avg Win / Avg Loss 0.2514 0.6384 0.1564 2.3608 2.141 2.4471
Largest Winning Trade 65205 65205 42376 4887357 1054790 4887357
Largest Losing Trade -273819 -47096 -273819 -1138139 -313786 -1138139
Avg Bars in Trades 27 31 24 27 31 24
Avg Bars in Winners 16 17 15 29 35 23
Avg Bars in Losers 78 102 58 26 28 24
Bars Traded 4689 2654 2034 4689 2654 2034
Profit Streak 17.7073 73.2073 0 17.7073 73.2073 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -408521 -183047 -576693 444259 -47592 340580

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1549843200000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758214712377,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 178,
            "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": [
        [
            82661.6811443602,
            313351.301261888,
            -230689.6201175274,
            5698952.986223555,
            1574282.0437569926,
            4124670.9424665626
        ],
        [
            82.661681,
            313.351301,
            -230.68962,
            5698.952986,
            1574.282044,
            4124.670942
        ],
        [
            0.033058,
            0.125315,
            -0.092257,
            0.16251,
            0.11276,
            0.149823
        ],
        [
            931.707156,
            931.707156,
            931.707156,
            931.707156,
            931.707156,
            931.707156
        ],
        [
            -273819,
            -62760,
            -305324,
            -2055819,
            -904602,
            -1386582
        ],
        [
            1.111034,
            3.191795,
            0.61648,
            2.197981,
            1.946381,
            2.333268
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            137,
            70,
            67,
            81,
            40,
            41
        ],
        [
            31,
            14,
            17,
            87,
            44,
            43
        ],
        [
            81.547619,
            83.333333,
            79.761905,
            48.214286,
            47.619048,
            48.809524
        ],
        [
            0.251402,
            0.638359,
            0.15642,
            2.360795,
            2.141019,
            2.447086
        ],
        [
            65205,
            65205,
            42376,
            4887357,
            1054790,
            4887357
        ],
        [
            -273819,
            -47096,
            -273819,
            -1138139,
            -313786,
            -1138139
        ],
        [
            27,
            31,
            24,
            27,
            31,
            24
        ],
        [
            16,
            17,
            15,
            29,
            35,
            23
        ],
        [
            78,
            102,
            58,
            26,
            28,
            24
        ],
        [
            4689,
            2654,
            2034,
            4689,
            2654,
            2034
        ],
        [
            17.707319,
            73.207319,
            0,
            17.707319,
            73.207319,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -408521,
            -183047,
            -576693,
            444259,
            -47592,
            340580
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1549843200000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758214712377,
    "expiration_time": 1764678096000,
    "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": 178,
            "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)