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Trade: XRP/USDT/720/VWMA/MIDPOINT/1417

Strategy
XRP/USDT/720/VWMA/MIDPOINT/1417
Pair
XRP_USDT
Interval
12h
Score
623680
Daily Profit
0.155292
Profit Factor
5.745152
Profitability
58.536585
Streak
453.301782
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-29 22:14
Expiration Time
2025-12-13 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 966090.9081 852069.4305 114021.4777 3674489.6725 4754028.1006 -1079538.4282
Total P&L (%) 966.0909 852.0694 114.0215 3674.4897 4754.0281 -1079.5384
Avg Daily Profit (%) 0.3861 0.3406 0.0456 0.1452 0.1553 0
Buy And Hold Return (%) 911.2864 911.2864 911.2864 911.2864 911.2864 911.2864
Max Trade Drawdown -89392 -34303 -98540 -1459718 -199187 -2004565
Profit Factor 2.9638 5.4363 1.3802 1.8319 5.7452 0.6839
Total Trades 83 41 42 83 41 42
Winning Trades 48 24 24 48 24 24
Losing Trades 35 17 18 35 17 18
Profitability (%) 57.8313 58.5366 57.1429 57.8313 58.5366 57.1429
Ratio Avg Win / Avg Loss 2.1611 3.8507 1.0352 1.3358 4.0695 0.5129
Largest Winning Trade 321411 321411 62452 1667258 1667258 391658
Largest Losing Trade -87713 -34303 -87713 -1411918 -199187 -1411918
Avg Bars in Trades 57 65 48 57 65 48
Avg Bars in Winners 73 78 68 73 78 68
Avg Bars in Losers 34 47 22 34 47 22
Bars Traded 4746 2688 2057 4746 2688 2057
Profit Streak 236.3018 453.3018 236.3018 236.3018 453.3018 236.3018
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130615 -145907 -294923 92717 623680 -578454
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548720000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759173273976,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 133,
            "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": [
        [
            966090.9081314015,
            852069.4304706198,
            114021.4776607817,
            3674489.67246312,
            4754028.100626554,
            -1079538.428163434
        ],
        [
            966.090908,
            852.06943,
            114.021478,
            3674.489672,
            4754.028101,
            -1079.538428
        ],
        [
            0.386127,
            0.340555,
            0.045572,
            0.145223,
            0.155292,
            0
        ],
        [
            911.286365,
            911.286365,
            911.286365,
            911.286365,
            911.286365,
            911.286365
        ],
        [
            -89392,
            -34303,
            -98540,
            -1459718,
            -199187,
            -2004565
        ],
        [
            2.963813,
            5.436346,
            1.380223,
            1.831911,
            5.745152,
            0.683888
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            57.831325,
            58.536585,
            57.142857,
            57.831325,
            58.536585,
            57.142857
        ],
        [
            2.161114,
            3.850745,
            1.035167,
            1.335769,
            4.069483,
            0.512916
        ],
        [
            321411,
            321411,
            62452,
            1667258,
            1667258,
            391658
        ],
        [
            -87713,
            -34303,
            -87713,
            -1411918,
            -199187,
            -1411918
        ],
        [
            57,
            65,
            48,
            57,
            65,
            48
        ],
        [
            73,
            78,
            68,
            73,
            78,
            68
        ],
        [
            34,
            47,
            22,
            34,
            47,
            22
        ],
        [
            4746,
            2688,
            2057,
            4746,
            2688,
            2057
        ],
        [
            236.301782,
            453.301782,
            236.301782,
            236.301782,
            453.301782,
            236.301782
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130615,
            -145907,
            -294923,
            92717,
            623680,
            -578454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548720000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759173273976,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 133,
            "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)