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Trade: XRP/USDT/720/VWAP/T3/4863

Strategy
XRP/USDT/720/VWAP/T3/4863
Pair
XRP_USDT
Interval
12h
Score
467672
Daily Profit
0.173911
Profit Factor
3.205957
Profitability
46.721311
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 10:21
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166549.6525 323376.0974 -156826.445 7608212.5036 1559046.9749 6049165.5287
Total P&L (%) 166.5497 323.3761 -156.8264 7608.2125 1559.047 6049.1655
Avg Daily Profit (%) 0.0666 0.1293 -0.0627 0.1739 0.1124 0.1649
Buy And Hold Return (%) 843.6634 843.6634 843.6634 843.6634 843.6634 843.6634
Max Trade Drawdown -273819 -69652 -273819 -2636435 -1144544 -1635876
Profit Factor 1.2876 3.7966 0.6616 3.206 1.955 4.3303
Total Trades 122 61 61 122 61 61
Winning Trades 97 51 46 57 26 31
Losing Trades 25 10 15 65 35 30
Profitability (%) 79.5082 83.6066 75.4098 46.7213 42.623 50.8197
Ratio Avg Win / Avg Loss 0.3319 0.7444 0.2157 3.6559 2.6317 4.1906
Largest Winning Trade 75999 75999 37710 5653659 1217166 5653659
Largest Losing Trade -273819 -48601 -273819 -770468 -267795 -770468
Avg Bars in Trades 37 38 36 37 38 36
Avg Bars in Winners 18 21 15 41 44 38
Avg Bars in Losers 110 123 102 34 33 34
Bars Traded 4579 2343 2236 4579 2343 2236
Profit Streak 0 0 195.3065 0 0 321.8065
Trades During Streak 0 0 4 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -267006 -339456 -737778 467672 -211547 -145146

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757316083090,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.60218
        }
    }
}
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": [
        [
            166549.6524599122,
            323376.097445066,
            -156826.4449851539,
            7608212.503566411,
            1559046.9748545736,
            6049165.528711838
        ],
        [
            166.549652,
            323.376097,
            -156.826445,
            7608.212504,
            1559.046975,
            6049.165529
        ],
        [
            0.066607,
            0.129325,
            -0.062718,
            0.173911,
            0.112394,
            0.164859
        ],
        [
            843.66335,
            843.66335,
            843.66335,
            843.66335,
            843.66335,
            843.66335
        ],
        [
            -273819,
            -69652,
            -273819,
            -2636435,
            -1144544,
            -1635876
        ],
        [
            1.287596,
            3.796586,
            0.661631,
            3.205957,
            1.954978,
            4.330319
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            97,
            51,
            46,
            57,
            26,
            31
        ],
        [
            25,
            10,
            15,
            65,
            35,
            30
        ],
        [
            79.508197,
            83.606557,
            75.409836,
            46.721311,
            42.622951,
            50.819672
        ],
        [
            0.331855,
            0.744429,
            0.215749,
            3.655915,
            2.631701,
            4.190632
        ],
        [
            75999,
            75999,
            37710,
            5653659,
            1217166,
            5653659
        ],
        [
            -273819,
            -48601,
            -273819,
            -770468,
            -267795,
            -770468
        ],
        [
            37,
            38,
            36,
            37,
            38,
            36
        ],
        [
            18,
            21,
            15,
            41,
            44,
            38
        ],
        [
            110,
            123,
            102,
            34,
            33,
            34
        ],
        [
            4579,
            2343,
            2236,
            4579,
            2343,
            2236
        ],
        [
            0,
            0,
            195.306517,
            0,
            0,
            321.806517
        ],
        [
            0,
            0,
            4,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -267006,
            -339456,
            -737778,
            467672,
            -211547,
            -145146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757316083090,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 169,
            "offset": 0,
            "a": 0.60218
        }
    }
}

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)