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Trade: XRP/USDT/720/VWAP/MIDPOINT/6288

Strategy
XRP/USDT/720/VWAP/MIDPOINT/6288
Pair
XRP_USDT
Interval
12h
Score
427463
Daily Profit
0.154149
Profit Factor
2.054547
Profitability
49.375000
Streak
10.665626
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 18:58
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66070.7427 312720.0941 -246649.3513 4606437.8005 1603975.8816 3002461.919
Total P&L (%) 66.0707 312.7201 -246.6494 4606.4378 1603.9759 3002.4619
Avg Daily Profit (%) 0.0264 0.1251 -0.0986 0.1541 0.1135 0.1375
Buy And Hold Return (%) 885.5177 885.5177 885.5177 885.5177 885.5177 885.5177
Max Trade Drawdown -300664 -68151 -333358 -1752131 -612718 -1492576
Profit Factor 1.0884 3.3666 0.5989 2.0545 2.413 1.9287
Total Trades 160 80 80 160 80 80
Winning Trades 133 67 66 79 40 39
Losing Trades 27 13 14 81 40 41
Profitability (%) 83.125 83.75 82.5 49.375 50 48.75
Ratio Avg Win / Avg Loss 0.221 0.6532 0.127 2.1066 2.413 2.0276
Largest Winning Trade 69120 69120 42376 4086123 1014839 4086123
Largest Losing Trade -300664 -50948 -300664 -1492576 -186872 -1492576
Avg Bars in Trades 29 33 25 29 33 25
Avg Bars in Winners 15 15 14 28 31 25
Avg Bars in Losers 98 125 73 30 34 25
Bars Traded 4689 2672 2017 4689 2672 2017
Profit Streak 10.6656 94.6656 0 10.6656 94.6656 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -442029 -201618 -595548 427463 -62629 -27880

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757606310056,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 197,
            "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": [
        [
            66070.7427363381,
            312720.0940851758,
            -246649.3513488377,
            4606437.800510471,
            1603975.8815536266,
            3002461.918956843
        ],
        [
            66.070743,
            312.720094,
            -246.649351,
            4606.437801,
            1603.975882,
            3002.461919
        ],
        [
            0.026423,
            0.125063,
            -0.09864,
            0.154149,
            0.113464,
            0.137458
        ],
        [
            885.517741,
            885.517741,
            885.517741,
            885.517741,
            885.517741,
            885.517741
        ],
        [
            -300664,
            -68151,
            -333358,
            -1752131,
            -612718,
            -1492576
        ],
        [
            1.088439,
            3.366647,
            0.598907,
            2.054547,
            2.412964,
            1.928698
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            133,
            67,
            66,
            79,
            40,
            39
        ],
        [
            27,
            13,
            14,
            81,
            40,
            41
        ],
        [
            83.125,
            83.75,
            82.5,
            49.375,
            50,
            48.75
        ],
        [
            0.220961,
            0.65323,
            0.127041,
            2.106561,
            2.412964,
            2.027605
        ],
        [
            69120,
            69120,
            42376,
            4086123,
            1014839,
            4086123
        ],
        [
            -300664,
            -50948,
            -300664,
            -1492576,
            -186872,
            -1492576
        ],
        [
            29,
            33,
            25,
            29,
            33,
            25
        ],
        [
            15,
            15,
            14,
            28,
            31,
            25
        ],
        [
            98,
            125,
            73,
            30,
            34,
            25
        ],
        [
            4689,
            2672,
            2017,
            4689,
            2672,
            2017
        ],
        [
            10.665626,
            94.665626,
            0,
            10.665626,
            94.665626,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -442029,
            -201618,
            -595548,
            427463,
            -62629,
            -27880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757606310056,
    "expiration_time": 1764073296000,
    "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": 197,
            "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)