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Trade: XRP/USDT/720/VWMA/MIDPRICE/9110

Strategy
XRP/USDT/720/VWMA/MIDPRICE/9110
Pair
XRP_USDT
Interval
12h
Score
435466
Daily Profit
0.171371
Profit Factor
1.715941
Profitability
53.061224
Streak
84.055676
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-14 16:20
Expiration Time
2025-11-28 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 846726.7878 773417.1295 73309.6583 3526544.1015 7140899.4142 -3614355.3127
Total P&L (%) 846.7268 773.4171 73.3097 3526.5441 7140.8994 -3614.3553
Avg Daily Profit (%) 0.3386 0.3092 0.0293 0.1437 0.1714 0
Buy And Hold Return (%) 832.539 832.539 832.539 832.539 832.539 832.539
Max Trade Drawdown -166613 -57743 -132914 -10107186 -2980202 -9693922
Profit Factor 2.5575 3.602 1.2975 1.1654 1.7159 0.6814
Total Trades 99 49 50 99 49 50
Winning Trades 54 26 28 54 26 28
Losing Trades 45 23 22 45 23 22
Profitability (%) 54.5455 53.0612 56 54.5455 53.0612 56
Ratio Avg Win / Avg Loss 2.1313 3.1864 1.0195 0.9712 1.5179 0.5354
Largest Winning Trade 309300 309300 52371 4012650 4012650 1118274
Largest Losing Trade -67570 -35212 -67570 -7597403 -1449956 -7597403
Avg Bars in Trades 47 59 35 47 59 35
Avg Bars in Winners 52 63 42 52 63 42
Avg Bars in Losers 42 55 27 42 55 27
Bars Traded 4712 2924 1788 4712 2924 1788
Profit Streak 0 84.0557 0 0 84.0557 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145525 -148985 -498710 -42216 435466 -760055

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757856010450,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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": [
        [
            846726.7877611195,
            773417.12949637,
            73309.6582647493,
            3526544.101473792,
            7140899.414182647,
            -3614355.3127088523
        ],
        [
            846.726788,
            773.417129,
            73.309658,
            3526.544101,
            7140.899414,
            -3614.355313
        ],
        [
            0.338555,
            0.309243,
            0.029312,
            0.14368,
            0.171371,
            0
        ],
        [
            832.538955,
            832.538955,
            832.538955,
            832.538955,
            832.538955,
            832.538955
        ],
        [
            -166613,
            -57743,
            -132914,
            -10107186,
            -2980202,
            -9693922
        ],
        [
            2.557504,
            3.602049,
            1.297511,
            1.165412,
            1.715941,
            0.681431
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            54.545455,
            53.061224,
            56,
            54.545455,
            53.061224,
            56
        ],
        [
            2.131253,
            3.186428,
            1.019473,
            0.971177,
            1.517948,
            0.53541
        ],
        [
            309300,
            309300,
            52371,
            4012650,
            4012650,
            1118274
        ],
        [
            -67570,
            -35212,
            -67570,
            -7597403,
            -1449956,
            -7597403
        ],
        [
            47,
            59,
            35,
            47,
            59,
            35
        ],
        [
            52,
            63,
            42,
            52,
            63,
            42
        ],
        [
            42,
            55,
            27,
            42,
            55,
            27
        ],
        [
            4712,
            2924,
            1788,
            4712,
            2924,
            1788
        ],
        [
            0,
            84.055676,
            0,
            0,
            84.055676,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145525,
            -148985,
            -498710,
            -42216,
            435466,
            -760055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757856010450,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 129,
            "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)