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Trade: XRP/USDT/720/VWAP/MIDPOINT/6438

Strategy
XRP/USDT/720/VWAP/MIDPOINT/6438
Pair
XRP_USDT
Interval
12h
Score
498828
Daily Profit
0.171212
Profit Factor
2.205130
Profitability
51.234568
Streak
15.496013
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 14:54
Expiration Time
2025-11-30 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 103551.4531 332432.6873 -228881.2342 7105947.2672 2379718.6984 4726228.5688
Total P&L (%) 103.5515 332.4327 -228.8812 7105.9473 2379.7187 4726.2286
Avg Daily Profit (%) 0.0414 0.1329 -0.0915 0.1712 0.1285 0.1552
Buy And Hold Return (%) 817.0097 817.0097 817.0097 817.0097 817.0097 817.0097
Max Trade Drawdown -302347 -62141 -320255 -2431723 -903209 -2285258
Profit Factor 1.1413 3.701 0.6245 2.2051 2.7031 2.0505
Total Trades 162 81 81 162 81 81
Winning Trades 135 67 68 83 42 41
Losing Trades 27 14 13 79 39 40
Profitability (%) 83.3333 82.716 83.9506 51.2346 51.8519 50.6173
Ratio Avg Win / Avg Loss 0.2283 0.7734 0.1194 2.0989 2.51 2.0005
Largest Winning Trade 75015 75015 42376 6019879 1347148 6019879
Largest Losing Trade -302347 -47694 -302347 -2285258 -263988 -2285258
Avg Bars in Trades 28 33 24 28 33 24
Avg Bars in Winners 16 17 15 28 33 22
Avg Bars in Losers 92 108 74 29 32 27
Bars Traded 4687 2674 2013 4687 2674 2013
Profit Streak 15.496 97.496 0 15.496 97.496 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 -363895 -183306 -587907 498828 -29346 -858

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1758023655494,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 201,
            "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": [
        [
            103551.453068351,
            332432.6873111422,
            -228881.234242791,
            7105947.267177111,
            2379718.698390933,
            4726228.568786174
        ],
        [
            103.551453,
            332.432687,
            -228.881234,
            7105.947267,
            2379.718698,
            4726.228569
        ],
        [
            0.041412,
            0.132946,
            -0.091534,
            0.171212,
            0.128486,
            0.155155
        ],
        [
            817.009685,
            817.009685,
            817.009685,
            817.009685,
            817.009685,
            817.009685
        ],
        [
            -302347,
            -62141,
            -320255,
            -2431723,
            -903209,
            -2285258
        ],
        [
            1.141334,
            3.70104,
            0.624537,
            2.20513,
            2.703051,
            2.050486
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            135,
            67,
            68,
            83,
            42,
            41
        ],
        [
            27,
            14,
            13,
            79,
            39,
            40
        ],
        [
            83.333333,
            82.716049,
            83.950617,
            51.234568,
            51.851852,
            50.617284
        ],
        [
            0.228267,
            0.773352,
            0.119397,
            2.098859,
            2.509975,
            2.000474
        ],
        [
            75015,
            75015,
            42376,
            6019879,
            1347148,
            6019879
        ],
        [
            -302347,
            -47694,
            -302347,
            -2285258,
            -263988,
            -2285258
        ],
        [
            28,
            33,
            24,
            28,
            33,
            24
        ],
        [
            16,
            17,
            15,
            28,
            33,
            22
        ],
        [
            92,
            108,
            74,
            29,
            32,
            27
        ],
        [
            4687,
            2674,
            2013,
            4687,
            2674,
            2013
        ],
        [
            15.496012,
            97.496013,
            0,
            15.496013,
            97.496013,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -363895,
            -183306,
            -587907,
            498828,
            -29346,
            -858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1758023655494,
    "expiration_time": 1764462096000,
    "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": 201,
            "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)