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Trade: XRP/USDT/720/VWMA/DCM/4796

Strategy
XRP/USDT/720/VWMA/DCM/4796
Pair
XRP_USDT
Interval
12h
Score
744269
Daily Profit
0.257125
Profit Factor
9.637110
Profitability
66.666667
Streak
436.498039
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 14:57
Expiration Time
2025-11-28 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1046894.6933 841585.6614 205309.0318 67736870.5722 61372150.347 6364720.2252
Total P&L (%) 1046.8947 841.5857 205.309 67736.8706 61372.1503 6364.7202
Avg Daily Profit (%) 0.4187 0.3366 0.0821 0.2611 0.2571 0.1669
Buy And Hold Return (%) 865.6566 865.6566 865.6566 865.6566 865.6566 865.6566
Max Trade Drawdown -86905 -80872 -75762 -5309674 -3649852 -3274331
Profit Factor 4.1368 6.2349 2.1869 5.0636 9.6371 1.6655
Total Trades 90 45 45 90 45 45
Winning Trades 58 30 28 58 30 28
Losing Trades 32 15 17 32 15 17
Profitability (%) 64.4444 66.6667 62.2222 64.4444 66.6667 62.2222
Ratio Avg Win / Avg Loss 2.2824 3.1175 1.3278 2.7937 4.8186 1.0112
Largest Winning Trade 335945 335945 48830 24396815 24396815 6855191
Largest Losing Trade -60990 -45211 -60990 -2963279 -1856570 -2963279
Avg Bars in Trades 51 59 43 51 59 43
Avg Bars in Winners 62 58 66 62 58 66
Avg Bars in Losers 31 61 4 31 61 4
Bars Traded 4624 2675 1949 4624 2675 1949
Profit Streak 59.998 436.498 0 59.998 436.498 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 -80622 -144424 -244407 696670 744269 412147

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757851030607,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 144,
            "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": [
        [
            1046894.693274129,
            841585.6614368819,
            205309.031837247,
            67736870.57217585,
            61372150.34696913,
            6364720.225206722
        ],
        [
            1046.894693,
            841.585661,
            205.309032,
            67736.870572,
            61372.150347,
            6364.720225
        ],
        [
            0.418674,
            0.336567,
            0.082107,
            0.261076,
            0.257125,
            0.166864
        ],
        [
            865.656566,
            865.656566,
            865.656566,
            865.656566,
            865.656566,
            865.656566
        ],
        [
            -86905,
            -80872,
            -75762,
            -5309674,
            -3649852,
            -3274331
        ],
        [
            4.136811,
            6.234928,
            2.186885,
            5.063636,
            9.63711,
            1.665529
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            64.444444,
            66.666667,
            62.222222,
            64.444444,
            66.666667,
            62.222222
        ],
        [
            2.282378,
            3.117464,
            1.327752,
            2.79373,
            4.818555,
            1.011214
        ],
        [
            335945,
            335945,
            48830,
            24396815,
            24396815,
            6855191
        ],
        [
            -60990,
            -45211,
            -60990,
            -2963279,
            -1856570,
            -2963279
        ],
        [
            51,
            59,
            43,
            51,
            59,
            43
        ],
        [
            62,
            58,
            66,
            62,
            58,
            66
        ],
        [
            31,
            61,
            4,
            31,
            61,
            4
        ],
        [
            4624,
            2675,
            1949,
            4624,
            2675,
            1949
        ],
        [
            59.998039,
            436.498039,
            0,
            59.998039,
            436.498039,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80622,
            -144424,
            -244407,
            696670,
            744269,
            412147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757851030607,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 144,
            "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)