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Trade: XRP/USDT/720/VWMA/EMA/2576

Strategy
XRP/USDT/720/VWMA/EMA/2576
Pair
XRP_USDT
Interval
12h
Score
520640
Daily Profit
0.158848
Profit Factor
3.272906
Profitability
68.965517
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 16:23
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375359.9379 420243.0635 -44883.1255 -21526254.3785 5192292.2286 -26718546.6071
Total P&L (%) 375.3599 420.2431 -44.8831 -21526.2544 5192.2922 -26718.5466
Avg Daily Profit (%) 0.1501 0.1681 -0.018 0 0.1588 0
Buy And Hold Return (%) 888.9619 888.9619 888.9619 888.9619 888.9619 888.9619
Max Trade Drawdown -257141 -68353 -257141 -33026242 -1761290 -31264951
Profit Factor 1.8873 6.1826 0.8687 0.3646 3.2729 0.1542
Total Trades 58 29 29 58 29 29
Winning Trades 46 22 24 43 20 23
Losing Trades 12 7 5 15 9 6
Profitability (%) 79.3103 75.8621 82.7586 74.1379 68.9655 79.3103
Ratio Avg Win / Avg Loss 0.4923 1.9672 0.181 0.1272 1.4728 0.0402
Largest Winning Trade 91669 91669 38029 2414594 2414594 1396999
Largest Losing Trade -257141 -39355 -257141 -29828394 -1406644 -29828394
Avg Bars in Trades 78 77 79 78 77 79
Avg Bars in Winners 58 61 54 56 58 55
Avg Bars in Losers 156 126 198 140 120 169
Bars Traded 4553 2251 2302 4553 2251 2302
Profit Streak 185.5577 530.5577 185.5577 0 0 0
Trades During Streak 3 7 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -332120 -145200 -576089 -757148 520640 -577033

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1550707200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757769787613,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 31,
            "offset": 177
        }
    }
}
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": [
        [
            375359.9379330453,
            420243.0634595995,
            -44883.1255265542,
            -21526254.37849291,
            5192292.22857921,
            -26718546.60707212
        ],
        [
            375.359938,
            420.243063,
            -44.883126,
            -21526.254378,
            5192.292229,
            -26718.546607
        ],
        [
            0.150114,
            0.168064,
            -0.01795,
            0,
            0.158848,
            0
        ],
        [
            888.961851,
            888.961851,
            888.961851,
            888.961851,
            888.961851,
            888.961851
        ],
        [
            -257141,
            -68353,
            -257141,
            -33026242,
            -1761290,
            -31264951
        ],
        [
            1.887272,
            6.182605,
            0.868748,
            0.364552,
            3.272906,
            0.154243
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            46,
            22,
            24,
            43,
            20,
            23
        ],
        [
            12,
            7,
            5,
            15,
            9,
            6
        ],
        [
            79.310345,
            75.862069,
            82.758621,
            74.137931,
            68.965517,
            79.310345
        ],
        [
            0.492332,
            1.967193,
            0.180989,
            0.127169,
            1.472807,
            0.040237
        ],
        [
            91669,
            91669,
            38029,
            2414594,
            2414594,
            1396999
        ],
        [
            -257141,
            -39355,
            -257141,
            -29828394,
            -1406644,
            -29828394
        ],
        [
            78,
            77,
            79,
            78,
            77,
            79
        ],
        [
            58,
            61,
            54,
            56,
            58,
            55
        ],
        [
            156,
            126,
            198,
            140,
            120,
            169
        ],
        [
            4553,
            2251,
            2302,
            4553,
            2251,
            2302
        ],
        [
            185.557727,
            530.557727,
            185.557727,
            0,
            0,
            0
        ],
        [
            3,
            7,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -332120,
            -145200,
            -576089,
            -757148,
            520640,
            -577033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1550707200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757769787613,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 31,
            "offset": 177
        }
    }
}

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)