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Trade: XRP/USDT/720/VWMA/MIDPRICE/1365

Strategy
XRP/USDT/720/VWMA/MIDPRICE/1365
Pair
XRP_USDT
Interval
12h
Score
733200
Daily Profit
0.228595
Profit Factor
11.098897
Profitability
66.666667
Streak
435.547085
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 16:07
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 996955.0668 819674.5525 177280.5142 29671416.43 30072009.0519 -400592.622
Total P&L (%) 996.9551 819.6746 177.2805 29671.4164 30072.0091 -400.5926
Avg Daily Profit (%) 0.3987 0.3278 0.0709 0.2281 0.2286 0
Buy And Hold Return (%) 986.4965 986.4965 986.4965 986.4965 986.4965 986.4965
Max Trade Drawdown -95822 -67474 -101813 -3394264 -1600683 -3394264
Profit Factor 3.7784 6.8994 1.8062 3.5371 11.0989 0.954
Total Trades 78 39 39 78 39 39
Winning Trades 49 26 23 49 26 23
Losing Trades 29 13 16 29 13 16
Profitability (%) 62.8205 66.6667 58.9744 62.8205 66.6667 58.9744
Ratio Avg Win / Avg Loss 2.2362 3.4497 1.2565 2.0934 5.5494 0.6637
Largest Winning Trade 358808 358808 48830 14630380 14630380 1719529
Largest Losing Trade -67495 -40710 -67495 -3394264 -902758 -3394264
Avg Bars in Trades 58 66 51 58 66 51
Avg Bars in Winners 71 67 76 71 67 76
Avg Bars in Losers 37 64 15 37 64 15
Bars Traded 4593 2588 2005 4593 2588 2005
Profit Streak 58.5471 435.5471 0 58.5471 435.5471 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -182121 -144563 -260554 -21277 733200 -579594

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": 1548806400000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757768868167,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "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": [
        [
            996955.0667522587,
            819674.5525334497,
            177280.5142188092,
            29671416.42995249,
            30072009.051943544,
            -400592.6219910556
        ],
        [
            996.955067,
            819.674553,
            177.280514,
            29671.41643,
            30072.009052,
            -400.592622
        ],
        [
            0.398702,
            0.327804,
            0.070898,
            0.228059,
            0.228595,
            0
        ],
        [
            986.496513,
            986.496513,
            986.496513,
            986.496513,
            986.496513,
            986.496513
        ],
        [
            -95822,
            -67474,
            -101813,
            -3394264,
            -1600683,
            -3394264
        ],
        [
            3.778361,
            6.899381,
            1.806238,
            3.537075,
            11.098897,
            0.954047
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            62.820513,
            66.666667,
            58.974359,
            62.820513,
            66.666667,
            58.974359
        ],
        [
            2.236173,
            3.449691,
            1.256514,
            2.093371,
            5.549448,
            0.663685
        ],
        [
            358808,
            358808,
            48830,
            14630380,
            14630380,
            1719529
        ],
        [
            -67495,
            -40710,
            -67495,
            -3394264,
            -902758,
            -3394264
        ],
        [
            58,
            66,
            51,
            58,
            66,
            51
        ],
        [
            71,
            67,
            76,
            71,
            67,
            76
        ],
        [
            37,
            64,
            15,
            37,
            64,
            15
        ],
        [
            4593,
            2588,
            2005,
            4593,
            2588,
            2005
        ],
        [
            58.547085,
            435.547085,
            0,
            58.547085,
            435.547085,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -182121,
            -144563,
            -260554,
            -21277,
            733200,
            -579594
        ]
    ]
}
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": 1548806400000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757768868167,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "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)