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Trade: XRP/USDT/720/VWMA/MIDPRICE/3852

Strategy
XRP/USDT/720/VWMA/MIDPRICE/3852
Pair
XRP_USDT
Interval
12h
Score
538564
Daily Profit
0.221581
Profit Factor
2.581457
Profitability
51.428571
Streak
132.384877
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 12:14
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1061639.73 902634.6947 159005.0353 25228280.5201 21083133.6158 4145146.9043
Total P&L (%) 1061.6397 902.6347 159.005 25228.2805 21083.1336 4145.1469
Avg Daily Profit (%) 0.4246 0.361 0.0636 0.2216 0.2144 0.15
Buy And Hold Return (%) 763.5931 763.5931 763.5931 763.5931 763.5931 763.5931
Max Trade Drawdown -87582 -70657 -42945 -4698042 -3376339 -2957516
Profit Factor 3.0761 4.1256 1.7144 2.5815 3.2904 1.6143
Total Trades 105 52 53 105 52 53
Winning Trades 54 26 28 54 26 28
Losing Trades 51 26 25 51 26 25
Profitability (%) 51.4286 50 52.8302 51.4286 50 52.8302
Ratio Avg Win / Avg Loss 2.9052 4.1256 1.5307 2.438 3.2904 1.4414
Largest Winning Trade 328308 328308 49461 11668749 11668749 2420857
Largest Losing Trade -41426 -37440 -41426 -2590118 -2590118 -1480803
Avg Bars in Trades 45 53 36 45 53 36
Avg Bars in Winners 59 66 53 59 66 53
Avg Bars in Losers 29 40 17 29 40 17
Bars Traded 4730 2782 1948 4730 2782 1948
Profit Streak 132.3849 132.3849 132.8849 132.3849 132.3849 132.8849
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26694 -272047 -449278 538564 -165035 -170221

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758532453398,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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": [
        [
            1061639.7299880057,
            902634.6947351015,
            159005.0352529046,
            25228280.520104367,
            21083133.615815826,
            4145146.9042885453
        ],
        [
            1061.63973,
            902.634695,
            159.005035,
            25228.28052,
            21083.133616,
            4145.146904
        ],
        [
            0.424571,
            0.360982,
            0.063589,
            0.221581,
            0.214418,
            0.150017
        ],
        [
            763.593083,
            763.593083,
            763.593083,
            763.593083,
            763.593083,
            763.593083
        ],
        [
            -87582,
            -70657,
            -42945,
            -4698042,
            -3376339,
            -2957516
        ],
        [
            3.076074,
            4.125574,
            1.714376,
            2.581457,
            3.290385,
            1.614323
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            51.428571,
            50,
            52.830189,
            51.428571,
            50,
            52.830189
        ],
        [
            2.905181,
            4.125574,
            1.530693,
            2.438042,
            3.290385,
            1.44136
        ],
        [
            328308,
            328308,
            49461,
            11668749,
            11668749,
            2420857
        ],
        [
            -41426,
            -37440,
            -41426,
            -2590118,
            -2590118,
            -1480803
        ],
        [
            45,
            53,
            36,
            45,
            53,
            36
        ],
        [
            59,
            66,
            53,
            59,
            66,
            53
        ],
        [
            29,
            40,
            17,
            29,
            40,
            17
        ],
        [
            4730,
            2782,
            1948,
            4730,
            2782,
            1948
        ],
        [
            132.384877,
            132.384877,
            132.884877,
            132.384877,
            132.384877,
            132.884877
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26694,
            -272047,
            -449278,
            538564,
            -165035,
            -170221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758532453398,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 112,
            "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)