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Trade: XRP/USDT/720/VWMA/MIDPOINT/1773

Strategy
XRP/USDT/720/VWMA/MIDPOINT/1773
Pair
XRP_USDT
Interval
12h
Score
531666
Daily Profit
0.285317
Profit Factor
1.973784
Profitability
54.014599
Streak
79.230951
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 08:32
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1276378.1561 1037177.7949 239200.3612 124065696.8349 133677085.3384 -9611388.5034
Total P&L (%) 1276.3782 1037.1778 239.2004 124065.6968 133677.0853 -9611.3885
Avg Daily Profit (%) 0.5104 0.4148 0.0957 0.2853 0.2883 0
Buy And Hold Return (%) 696.5713 696.5713 696.5713 696.5713 696.5713 696.5713
Max Trade Drawdown -91275 -62357 -61400 -51378474 -16923920 -56979044
Profit Factor 3.3287 4.1841 2.0757 1.9738 3.6487 0.8751
Total Trades 137 68 69 137 68 69
Winning Trades 74 33 41 74 33 41
Losing Trades 63 35 28 63 35 28
Profitability (%) 54.0146 48.5294 59.4203 54.0146 48.5294 59.4203
Ratio Avg Win / Avg Loss 2.8339 4.4377 1.4176 1.6804 3.8698 0.5976
Largest Winning Trade 339819 339819 52001 92472123 92472123 12871632
Largest Losing Trade -39444 -32814 -39444 -47208528 -10884863 -47208528
Avg Bars in Trades 34 40 28 34 40 28
Avg Bars in Winners 43 52 36 43 52 36
Avg Bars in Losers 24 29 17 24 29 17
Bars Traded 4750 2759 1991 4750 2759 1991
Profit Streak 79.231 79.231 189.731 79.231 79.231 189.731
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406839 -106054 -327023 531666 -93875 -679600

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757395954160,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "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": [
        [
            1276378.1560985416,
            1037177.7949095748,
            239200.3611889671,
            124065696.83494315,
            133677085.33838385,
            -9611388.503440712
        ],
        [
            1276.378156,
            1037.177795,
            239.200361,
            124065.696835,
            133677.085338,
            -9611.388503
        ],
        [
            0.510449,
            0.414788,
            0.095661,
            0.285317,
            0.288308,
            0
        ],
        [
            696.571336,
            696.571336,
            696.571336,
            696.571336,
            696.571336,
            696.571336
        ],
        [
            -91275,
            -62357,
            -61400,
            -51378474,
            -16923920,
            -56979044
        ],
        [
            3.328724,
            4.184075,
            2.075721,
            1.973784,
            3.648686,
            0.875074
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            54.014599,
            48.529412,
            59.42029,
            54.014599,
            48.529412,
            59.42029
        ],
        [
            2.833914,
            4.437656,
            1.417566,
            1.680383,
            3.869819,
            0.597611
        ],
        [
            339819,
            339819,
            52001,
            92472123,
            92472123,
            12871632
        ],
        [
            -39444,
            -32814,
            -39444,
            -47208528,
            -10884863,
            -47208528
        ],
        [
            34,
            40,
            28,
            34,
            40,
            28
        ],
        [
            43,
            52,
            36,
            43,
            52,
            36
        ],
        [
            24,
            29,
            17,
            24,
            29,
            17
        ],
        [
            4750,
            2759,
            1991,
            4750,
            2759,
            1991
        ],
        [
            79.230951,
            79.230951,
            189.730951,
            79.230951,
            79.230951,
            189.730951
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406839,
            -106054,
            -327023,
            531666,
            -93875,
            -679600
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757395954160,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 101,
            "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)