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Trade: XRP/USDT/720/VWAP/MIDPOINT/6933

Strategy
XRP/USDT/720/VWAP/MIDPOINT/6933
Pair
XRP_USDT
Interval
12h
Score
454673
Daily Profit
0.155202
Profit Factor
2.585939
Profitability
48.170732
Streak
11.366972
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 11:48
Expiration Time
2025-11-26 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -692.443 299167.2245 -299859.6675 4731816.3953 1495175.8173 3236640.5781
Total P&L (%) -0.6924 299.1672 -299.8597 4731.8164 1495.1758 3236.6406
Avg Daily Profit (%) -0.0003 0.1196 -0.1199 0.1552 0.1108 0.1404
Buy And Hold Return (%) 864.0915 864.0915 864.0915 864.0915 864.0915 864.0915
Max Trade Drawdown -339420 -49976 -379726 -1249221 -504331 -948323
Profit Factor 0.9992 2.9188 0.5612 2.5859 2.8758 2.4803
Total Trades 164 82 82 164 82 82
Winning Trades 135 68 67 79 40 39
Losing Trades 29 14 15 85 42 43
Profitability (%) 82.3171 82.9268 81.7073 48.1707 48.7805 47.561
Ratio Avg Win / Avg Loss 0.2146 0.6009 0.1256 2.7823 3.0196 2.7347
Largest Winning Trade 67208 67208 42376 3380370 566682 3380370
Largest Losing Trade -339420 -47158 -339420 -948323 -172919 -948323
Avg Bars in Trades 28 31 25 28 31 25
Avg Bars in Winners 15 16 14 33 39 27
Avg Bars in Losers 90 106 75 23 23 24
Bars Traded 4696 2581 2115 4696 2581 2115
Profit Streak 11.367 426.367 0 11.367 306.367 0
Trades During Streak 1 14 0 1 9 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574614 -194751 -580625 454673 -51283 -8077

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757666906389,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 155,
            "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": [
        [
            -692.443004355,
            299167.2244538692,
            -299859.667458224,
            4731816.395316815,
            1495175.817263481,
            3236640.578053334
        ],
        [
            -0.692443,
            299.167224,
            -299.859667,
            4731.816395,
            1495.175817,
            3236.640578
        ],
        [
            -0.000277,
            0.119643,
            -0.11992,
            0.155202,
            0.110822,
            0.140372
        ],
        [
            864.091541,
            864.091541,
            864.091541,
            864.091541,
            864.091541,
            864.091541
        ],
        [
            -339420,
            -49976,
            -379726,
            -1249221,
            -504331,
            -948323
        ],
        [
            0.999175,
            2.91876,
            0.561175,
            2.585939,
            2.875814,
            2.480267
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            135,
            68,
            67,
            79,
            40,
            39
        ],
        [
            29,
            14,
            15,
            85,
            42,
            43
        ],
        [
            82.317073,
            82.926829,
            81.707317,
            48.170732,
            48.780488,
            47.560976
        ],
        [
            0.214638,
            0.600921,
            0.125636,
            2.782339,
            3.019605,
            2.734653
        ],
        [
            67208,
            67208,
            42376,
            3380370,
            566682,
            3380370
        ],
        [
            -339420,
            -47158,
            -339420,
            -948323,
            -172919,
            -948323
        ],
        [
            28,
            31,
            25,
            28,
            31,
            25
        ],
        [
            15,
            16,
            14,
            33,
            39,
            27
        ],
        [
            90,
            106,
            75,
            23,
            23,
            24
        ],
        [
            4696,
            2581,
            2115,
            4696,
            2581,
            2115
        ],
        [
            11.366972,
            426.366972,
            0,
            11.366972,
            306.366972,
            0
        ],
        [
            1,
            14,
            0,
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            0
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            -574614,
            -194751,
            -580625,
            454673,
            -51283,
            -8077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757666906389,
    "expiration_time": 1764116496000,
    "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": 155,
            "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)