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Trade: XRP/USDT/240/ALMA/VWMA/2929

Strategy
XRP/USDT/240/ALMA/VWMA/2929
Pair
XRP_USDT
Interval
4h
Score
619926
Daily Profit
0.297459
Profit Factor
3.865844
Profitability
58.015267
Streak
0.000000
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-24 14:48
Expiration Time
2025-12-06 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1081310.4083 830362.9896 250947.4186 167378549.6999 133482851.6425 33895698.0574
Total P&L (%) 1081.3104 830.363 250.9474 167378.5497 133482.8516 33895.6981
Avg Daily Profit (%) 0.4326 0.3322 0.1004 0.2975 0.2884 0.2335
Buy And Hold Return (%) 711.3374 711.3374 711.3374 711.3374 711.3374 711.3374
Max Trade Drawdown -63913 -43130 -48802 -31588004 -23621155 -12632638
Profit Factor 3.4609 4.668 2.1781 3.8658 5.0761 2.3211
Total Trades 131 65 66 131 65 66
Winning Trades 76 40 36 76 40 36
Losing Trades 55 25 30 55 25 30
Profitability (%) 58.0153 61.5385 54.5455 58.0153 61.5385 54.5455
Ratio Avg Win / Avg Loss 2.5046 2.9175 1.8151 2.7977 3.1726 1.9343
Largest Winning Trade 140426 140426 45227 50166357 50166357 19175037
Largest Losing Trade -43130 -43130 -37619 -23621155 -23621155 -5865839
Avg Bars in Trades 111 121 101 111 121 101
Avg Bars in Winners 129 128 130 129 128 130
Avg Bars in Losers 86 110 67 86 110 67
Bars Traded 14604 7884 6720 14604 7884 6720
Profit Streak 0 169.492 0 0 169.492 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 285975 -225746 -344156 619926 -112101 -110847
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1546588800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758714506333,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "offset": 234
        }
    }
}
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": [
        [
            1081310.4082530816,
            830362.9896077707,
            250947.4186453107,
            167378549.69985703,
            133482851.64249541,
            33895698.057361625
        ],
        [
            1081.310408,
            830.36299,
            250.947419,
            167378.5497,
            133482.851642,
            33895.698057
        ],
        [
            0.43264,
            0.332234,
            0.100406,
            0.297459,
            0.288384,
            0.233487
        ],
        [
            711.337442,
            711.337442,
            711.337442,
            711.337442,
            711.337442,
            711.337442
        ],
        [
            -63913,
            -43130,
            -48802,
            -31588004,
            -23621155,
            -12632638
        ],
        [
            3.460949,
            4.668045,
            2.178101,
            3.865844,
            5.076121,
            2.321104
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            76,
            40,
            36,
            76,
            40,
            36
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            58.015267,
            61.538462,
            54.545455,
            58.015267,
            61.538462,
            54.545455
        ],
        [
            2.504634,
            2.917528,
            1.815084,
            2.79765,
            3.172576,
            1.934253
        ],
        [
            140426,
            140426,
            45227,
            50166357,
            50166357,
            19175037
        ],
        [
            -43130,
            -43130,
            -37619,
            -23621155,
            -23621155,
            -5865839
        ],
        [
            111,
            121,
            101,
            111,
            121,
            101
        ],
        [
            129,
            128,
            130,
            129,
            128,
            130
        ],
        [
            86,
            110,
            67,
            86,
            110,
            67
        ],
        [
            14604,
            7884,
            6720,
            14604,
            7884,
            6720
        ],
        [
            0,
            169.491971,
            0,
            0,
            169.491971,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            285975,
            -225746,
            -344156,
            619926,
            -112101,
            -110847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1546588800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758714506333,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "offset": 234
        }
    }
}

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)