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Trade: XRP/USDT/720/VWMA/MIDPOINT/1979

Strategy
XRP/USDT/720/VWMA/MIDPOINT/1979
Pair
XRP_USDT
Interval
12h
Score
572140
Daily Profit
0.273878
Profit Factor
2.480956
Profitability
56.410256
Streak
109.617969
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 17:49
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1221735.2861 1004922.3892 216812.8969 93251337.1287 84362415.8224 8888921.3063
Total P&L (%) 1221.7353 1004.9224 216.8129 93251.3371 84362.4158 8888.9213
Avg Daily Profit (%) 0.4886 0.4019 0.0867 0.2739 0.2699 0.1801
Buy And Hold Return (%) 739.8468 739.8468 739.8468 739.8468 739.8468 739.8468
Max Trade Drawdown -78442 -57207 -59848 -21051925 -9332116 -26563209
Profit Factor 3.5196 4.342 2.1771 2.481 3.7746 1.273
Total Trades 117 58 59 117 58 59
Winning Trades 66 32 34 66 32 34
Losing Trades 51 26 25 51 26 25
Profitability (%) 56.4103 55.1724 57.6271 56.4103 55.1724 57.6271
Ratio Avg Win / Avg Loss 2.7197 3.5278 1.6008 1.9171 3.0668 0.936
Largest Winning Trade 329578 329578 63291 47544104 47544104 9738550
Largest Losing Trade -44437 -44437 -33971 -21051925 -6255306 -21051925
Avg Bars in Trades 40 46 34 40 46 34
Avg Bars in Winners 48 52 43 48 52 43
Avg Bars in Losers 30 39 21 30 39 21
Bars Traded 4748 2715 2033 4748 2715 2033
Profit Streak 109.618 109.618 227.118 109.618 109.618 227.118
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377843 -216058 -413142 572140 -163291 -168191

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1546473600000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757515792540,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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": [
        [
            1221735.2861442915,
            1004922.389212643,
            216812.8969316483,
            93251337.12868805,
            84362415.8223579,
            8888921.306330152
        ],
        [
            1221.735286,
            1004.922389,
            216.812897,
            93251.337129,
            84362.415822,
            8888.921306
        ],
        [
            0.488596,
            0.401889,
            0.086708,
            0.273878,
            0.269865,
            0.180069
        ],
        [
            739.846808,
            739.846808,
            739.846808,
            739.846808,
            739.846808,
            739.846808
        ],
        [
            -78442,
            -57207,
            -59848,
            -21051925,
            -9332116,
            -26563209
        ],
        [
            3.519605,
            4.341956,
            2.177099,
            2.480956,
            3.774566,
            1.27299
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            56.410256,
            55.172414,
            57.627119,
            56.410256,
            55.172414,
            57.627119
        ],
        [
            2.719695,
            3.527839,
            1.600808,
            1.917102,
            3.066835,
            0.936022
        ],
        [
            329578,
            329578,
            63291,
            47544104,
            47544104,
            9738550
        ],
        [
            -44437,
            -44437,
            -33971,
            -21051925,
            -6255306,
            -21051925
        ],
        [
            40,
            46,
            34,
            40,
            46,
            34
        ],
        [
            48,
            52,
            43,
            48,
            52,
            43
        ],
        [
            30,
            39,
            21,
            30,
            39,
            21
        ],
        [
            4748,
            2715,
            2033,
            4748,
            2715,
            2033
        ],
        [
            109.617969,
            109.617969,
            227.117969,
            109.617969,
            109.617969,
            227.117969
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377843,
            -216058,
            -413142,
            572140,
            -163291,
            -168191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1546473600000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757515792540,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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)