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Trade: XRP/USDT/720/VWAP/MIDPOINT/7393

Strategy
XRP/USDT/720/VWAP/MIDPOINT/7393
Pair
XRP_USDT
Interval
12h
Score
446542
Daily Profit
0.165198
Profit Factor
2.710377
Profitability
44.512195
Streak
15.513456
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-16 15:19
Expiration Time
2025-11-30 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 22747.3277 307219.1578 -284471.8302 6106587.4217 1678281.4581 4428305.9636
Total P&L (%) 22.7473 307.2192 -284.4718 6106.5874 1678.2815 4428.306
Avg Daily Profit (%) 0.0091 0.1228 -0.1137 0.1652 0.1152 0.1526
Buy And Hold Return (%) 889.9425 889.9425 889.9425 889.9425 889.9425 889.9425
Max Trade Drawdown -339181 -48475 -360774 -1558452 -689399 -1218144
Profit Factor 1.0281 3.0739 0.5707 2.7104 2.6271 2.7442
Total Trades 164 82 82 164 82 82
Winning Trades 137 69 68 73 37 36
Losing Trades 27 13 14 91 45 46
Profitability (%) 83.5366 84.1463 82.9268 44.5122 45.122 43.9024
Ratio Avg Win / Avg Loss 0.2026 0.5791 0.1175 3.3787 3.1951 3.5065
Largest Winning Trade 67208 67208 42376 4564634 639193 4564634
Largest Losing Trade -339181 -48329 -339181 -1218144 -212992 -1218144
Avg Bars in Trades 28 32 25 28 32 25
Avg Bars in Winners 16 18 14 34 39 28
Avg Bars in Losers 89 105 75 24 25 22
Bars Traded 4690 2633 2057 4690 2633 2057
Profit Streak 15.5135 430.5135 0 15.5135 310.5135 0
Trades During Streak 1 15 0 1 10 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -531562 -190060 -580507 446542 -46358 178648

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1549022400000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758025162593,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "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": [
        [
            22747.327651811,
            307219.1578257648,
            -284471.8301739537,
            6106587.421665002,
            1678281.458091471,
            4428305.96357353
        ],
        [
            22.747328,
            307.219158,
            -284.47183,
            6106.587422,
            1678.281458,
            4428.305964
        ],
        [
            0.009095,
            0.122839,
            -0.113743,
            0.165198,
            0.11515,
            0.152573
        ],
        [
            889.942529,
            889.942529,
            889.942529,
            889.942529,
            889.942529,
            889.942529
        ],
        [
            -339181,
            -48475,
            -360774,
            -1558452,
            -689399,
            -1218144
        ],
        [
            1.028054,
            3.07385,
            0.570733,
            2.710377,
            2.627114,
            2.744203
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            137,
            69,
            68,
            73,
            37,
            36
        ],
        [
            27,
            13,
            14,
            91,
            45,
            46
        ],
        [
            83.536585,
            84.146341,
            82.926829,
            44.512195,
            45.121951,
            43.902439
        ],
        [
            0.202609,
            0.579131,
            0.117504,
            3.378689,
            3.195138,
            3.506482
        ],
        [
            67208,
            67208,
            42376,
            4564634,
            639193,
            4564634
        ],
        [
            -339181,
            -48329,
            -339181,
            -1218144,
            -212992,
            -1218144
        ],
        [
            28,
            32,
            25,
            28,
            32,
            25
        ],
        [
            16,
            18,
            14,
            34,
            39,
            28
        ],
        [
            89,
            105,
            75,
            24,
            25,
            22
        ],
        [
            4690,
            2633,
            2057,
            4690,
            2633,
            2057
        ],
        [
            15.513456,
            430.513456,
            0,
            15.513456,
            310.513456,
            0
        ],
        [
            1,
            15,
            0,
            1,
            10,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -531562,
            -190060,
            -580507,
            446542,
            -46358,
            178648
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1549022400000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758025162593,
    "expiration_time": 1764506592000,
    "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": 164,
            "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)