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Trade: XRP/USDT/720/VWMA/DCM/5255

Strategy
XRP/USDT/720/VWMA/DCM/5255
Pair
XRP_USDT
Interval
12h
Score
398034
Daily Profit
0.152061
Profit Factor
1.990161
Profitability
52.631579
Streak
121.963404
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 14:07
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 871394.7651 793932.8293 77461.9358 3589746.4753 4367404.3027 -777657.8274
Total P&L (%) 871.3948 793.9328 77.4619 3589.7465 4367.4043 -777.6578
Avg Daily Profit (%) 0.3485 0.3175 0.031 0.1444 0.1521 0
Buy And Hold Return (%) 944.0116 944.0116 944.0116 944.0116 944.0116 944.0116
Max Trade Drawdown -130239 -95264 -97267 -3976664 -3243277 -2837460
Profit Factor 3.0649 4.4719 1.4007 1.4077 1.9902 0.823
Total Trades 76 38 38 76 38 38
Winning Trades 39 20 19 39 20 19
Losing Trades 37 18 19 37 18 19
Profitability (%) 51.3158 52.6316 50 51.3158 52.6316 50
Ratio Avg Win / Avg Loss 2.9078 4.0247 1.4007 1.3355 1.7911 0.823
Largest Winning Trade 339856 339856 43121 3408545 3408545 769183
Largest Losing Trade -42766 -42766 -41996 -1463781 -1120687 -1463781
Avg Bars in Trades 59 75 42 59 75 42
Avg Bars in Winners 80 93 66 80 93 66
Avg Bars in Losers 37 56 19 37 56 19
Bars Traded 4493 2874 1619 4493 2874 1619
Profit Streak 67.9634 121.9634 0 67.9634 121.9634 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -203664 -148015 -316566 -54559 398034 -580764

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758107238099,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 153,
            "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": [
        [
            871394.7651088693,
            793932.8293459049,
            77461.9357629642,
            3589746.4753189473,
            4367404.302707143,
            -777657.827388197
        ],
        [
            871.394765,
            793.932829,
            77.461936,
            3589.746475,
            4367.404303,
            -777.657827
        ],
        [
            0.348488,
            0.31751,
            0.030979,
            0.144401,
            0.152061,
            0
        ],
        [
            944.011644,
            944.011644,
            944.011644,
            944.011644,
            944.011644,
            944.011644
        ],
        [
            -130239,
            -95264,
            -97267,
            -3976664,
            -3243277,
            -2837460
        ],
        [
            3.064949,
            4.471898,
            1.400694,
            1.407681,
            1.990161,
            0.823038
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            51.315789,
            52.631579,
            50,
            51.315789,
            52.631579,
            50
        ],
        [
            2.907773,
            4.024708,
            1.400694,
            1.335492,
            1.791145,
            0.823038
        ],
        [
            339856,
            339856,
            43121,
            3408545,
            3408545,
            769183
        ],
        [
            -42766,
            -42766,
            -41996,
            -1463781,
            -1120687,
            -1463781
        ],
        [
            59,
            75,
            42,
            59,
            75,
            42
        ],
        [
            80,
            93,
            66,
            80,
            93,
            66
        ],
        [
            37,
            56,
            19,
            37,
            56,
            19
        ],
        [
            4493,
            2874,
            1619,
            4493,
            2874,
            1619
        ],
        [
            67.963404,
            121.963404,
            0,
            67.963404,
            121.963404,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -203664,
            -148015,
            -316566,
            -54559,
            398034,
            -580764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758107238099,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 153,
            "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)