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Trade: XRP/USDT/720/VWMA/DCM/9800

Strategy
XRP/USDT/720/VWMA/DCM/9800
Pair
XRP_USDT
Interval
12h
Score
759066
Daily Profit
0.231687
Profit Factor
13.535290
Profitability
72.222222
Streak
523.669681
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 07:04
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 988678.7547 811970.6886 176708.066 30930473.2406 32491021.487 -1560548.2464
Total P&L (%) 988.6788 811.9707 176.7081 30930.4732 32491.0215 -1560.5482
Avg Daily Profit (%) 0.3954 0.3247 0.0707 0.2297 0.2317 0
Buy And Hold Return (%) 873.5063 873.5063 873.5063 873.5063 873.5063 873.5063
Max Trade Drawdown -80368 -69385 -96610 -3945903 -1213878 -3945903
Profit Factor 3.9317 8.0499 1.7958 3.4751 13.5353 0.8424
Total Trades 72 36 36 72 36 36
Winning Trades 49 26 23 49 26 23
Losing Trades 23 10 13 23 10 13
Profitability (%) 68.0556 72.2222 63.8889 68.0556 72.2222 63.8889
Ratio Avg Win / Avg Loss 1.8455 3.0961 1.015 1.6312 5.2059 0.4762
Largest Winning Trade 360771 360771 48830 16856680 16856680 1730228
Largest Losing Trade -65206 -40912 -65206 -3945903 -926753 -3945903
Avg Bars in Trades 63 70 56 63 70 56
Avg Bars in Winners 75 72 78 75 72 78
Avg Bars in Losers 39 67 18 39 67 18
Bars Traded 4592 2554 2038 4592 2554 2038
Profit Streak 64.1697 523.6697 0 64.1697 523.6697 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -188638 -143897 -260265 -65661 759066 -578979

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1549713600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758254660406,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "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": [
        [
            988678.7546898783,
            811970.6886400451,
            176708.0660498333,
            30930473.240615476,
            32491021.486978583,
            -1560548.2463631113
        ],
        [
            988.678755,
            811.970689,
            176.708066,
            30930.473241,
            32491.021487,
            -1560.548246
        ],
        [
            0.395392,
            0.324723,
            0.070669,
            0.22972,
            0.231687,
            0
        ],
        [
            873.506327,
            873.506327,
            873.506327,
            873.506327,
            873.506327,
            873.506327
        ],
        [
            -80368,
            -69385,
            -96610,
            -3945903,
            -1213878,
            -3945903
        ],
        [
            3.931709,
            8.049918,
            1.795761,
            3.47511,
            13.53529,
            0.842443
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            68.055556,
            72.222222,
            63.888889,
            68.055556,
            72.222222,
            63.888889
        ],
        [
            1.845496,
            3.096122,
            1.014995,
            1.631174,
            5.205881,
            0.476163
        ],
        [
            360771,
            360771,
            48830,
            16856680,
            16856680,
            1730228
        ],
        [
            -65206,
            -40912,
            -65206,
            -3945903,
            -926753,
            -3945903
        ],
        [
            63,
            70,
            56,
            63,
            70,
            56
        ],
        [
            75,
            72,
            78,
            75,
            72,
            78
        ],
        [
            39,
            67,
            18,
            39,
            67,
            18
        ],
        [
            4592,
            2554,
            2038,
            4592,
            2554,
            2038
        ],
        [
            64.16968,
            523.669681,
            0,
            64.169681,
            523.669681,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -188638,
            -143897,
            -260265,
            -65661,
            759066,
            -578979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1549713600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758254660406,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "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)