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Trade: XRP/USDT/720/VWMA/MIDPOINT/5909

Strategy
XRP/USDT/720/VWMA/MIDPOINT/5909
Pair
XRP_USDT
Interval
12h
Score
800987
Daily Profit
0.361020
Profit Factor
65.431314
Profitability
79.310345
Streak
112.965187
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 02:09
Expiration Time
2025-11-30 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1414122.0374 1071220.718 342901.3194 927382120.2654 819203826.0945 108178294.1709
Total P&L (%) 1414.122 1071.2207 342.9013 927382.1203 819203.8261 108178.2942
Avg Daily Profit (%) 0.5655 0.4284 0.1371 0.366 0.361 0.2798
Buy And Hold Return (%) 915.8815 915.8815 915.8815 915.8815 915.8815 915.8815
Max Trade Drawdown -72367 -45489 -72367 -17762125 -5359097 -12472374
Profit Factor 8.6968 16.9895 3.9375 27.5591 65.4313 5.8722
Total Trades 58 29 29 58 29 29
Winning Trades 48 23 25 48 23 25
Losing Trades 10 6 4 10 6 4
Profitability (%) 82.7586 79.3103 86.2069 82.7586 79.3103 86.2069
Ratio Avg Win / Avg Loss 1.8118 4.4321 0.63 5.7415 17.069 0.9395
Largest Winning Trade 369108 369108 58586 402185692 402185692 32344039
Largest Losing Trade -72367 -39077 -72367 -12472374 -5289750 -12472374
Avg Bars in Trades 79 87 70 79 87 70
Avg Bars in Winners 80 83 78 80 83 78
Avg Bars in Losers 72 104 25 72 104 25
Bars Traded 4600 2544 2056 4600 2544 2056
Profit Streak 112.9652 112.9652 554.4652 112.9652 112.9652 554.4652
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164623 -90185 -165713 -156399 800987 725955

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1549368000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758064192159,
    "expiration_time": 1764505296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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": [
        [
            1414122.0374105123,
            1071220.717968902,
            342901.3194416099,
            927382120.2653913,
            819203826.094525,
            108178294.17086637
        ],
        [
            1414.122037,
            1071.220718,
            342.901319,
            927382.120265,
            819203.826095,
            108178.294171
        ],
        [
            0.565536,
            0.428403,
            0.137133,
            0.365997,
            0.36102,
            0.279826
        ],
        [
            915.881489,
            915.881489,
            915.881489,
            915.881489,
            915.881489,
            915.881489
        ],
        [
            -72367,
            -45489,
            -72367,
            -17762125,
            -5359097,
            -12472374
        ],
        [
            8.696805,
            16.989543,
            3.937474,
            27.559144,
            65.431314,
            5.872184
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            10,
            6,
            4,
            10,
            6,
            4
        ],
        [
            82.758621,
            79.310345,
            86.206897,
            82.758621,
            79.310345,
            86.206897
        ],
        [
            1.811834,
            4.432055,
            0.629996,
            5.741488,
            17.069038,
            0.939549
        ],
        [
            369108,
            369108,
            58586,
            402185692,
            402185692,
            32344039
        ],
        [
            -72367,
            -39077,
            -72367,
            -12472374,
            -5289750,
            -12472374
        ],
        [
            79,
            87,
            70,
            79,
            87,
            70
        ],
        [
            80,
            83,
            78,
            80,
            83,
            78
        ],
        [
            72,
            104,
            25,
            72,
            104,
            25
        ],
        [
            4600,
            2544,
            2056,
            4600,
            2544,
            2056
        ],
        [
            112.965187,
            112.965187,
            554.465187,
            112.965187,
            112.965187,
            554.465187
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164623,
            -90185,
            -165713,
            -156399,
            800987,
            725955
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1549368000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758064192159,
    "expiration_time": 1764505296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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)