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Trade: XRP/USDT/240/BBL/VWMA/3361

Strategy
XRP/USDT/240/BBL/VWMA/3361
Pair
XRP_USDT
Interval
4h
Score
622626
Daily Profit
0.150546
Profit Factor
4.170521
Profitability
66.666667
Streak
131.350307
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-12 03:24
Expiration Time
2025-11-26 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 738298.1709 657514.1812 80783.9897 2502626.3724 4194036.7865 -1691410.4141
Total P&L (%) 738.2982 657.5142 80.784 2502.6264 4194.0368 -1691.4104
Avg Daily Profit (%) 0.2954 0.2631 0.0323 0.1305 0.1505 0
Buy And Hold Return (%) 782.7318 782.7318 782.7318 782.7318 782.7318 782.7318
Max Trade Drawdown -129750 -87907 -83612 -3021146 -509742 -3122353
Profit Factor 2.5793 3.5399 1.3873 1.5229 4.1705 0.5116
Total Trades 85 42 43 85 42 43
Winning Trades 59 28 31 59 28 31
Losing Trades 26 14 12 26 14 12
Profitability (%) 69.4118 66.6667 72.093 69.4118 66.6667 72.093
Ratio Avg Win / Avg Loss 1.1367 1.7699 0.537 0.6711 2.0853 0.198
Largest Winning Trade 154319 154319 28592 2260762 2260762 325067
Largest Losing Trade -80039 -53798 -80039 -2982075 -373639 -2982075
Avg Bars in Trades 169 290 51 169 290 51
Avg Bars in Winners 137 227 56 137 227 56
Avg Bars in Losers 242 418 36 242 418 36
Bars Traded 14409 12213 2196 14409 12213 2196
Profit Streak 115.3503 131.3503 115.3503 115.3503 131.3503 115.3503
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148707 -146888 -312664 -17157 622626 -576905
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541620800000,
    "first_datapoint_time": 1545249600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757636666486,
    "expiration_time": 1764113472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 4.44577
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 138
        }
    }
}
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": [
        [
            738298.1709480603,
            657514.1812449573,
            80783.9897031031,
            2502626.372402445,
            4194036.786497077,
            -1691410.4140946323
        ],
        [
            738.298171,
            657.514181,
            80.78399,
            2502.626372,
            4194.036786,
            -1691.410414
        ],
        [
            0.295398,
            0.263076,
            0.032322,
            0.130484,
            0.150546,
            0
        ],
        [
            782.731809,
            782.731809,
            782.731809,
            782.731809,
            782.731809,
            782.731809
        ],
        [
            -129750,
            -87907,
            -83612,
            -3021146,
            -509742,
            -3122353
        ],
        [
            2.579326,
            3.53987,
            1.387268,
            1.522891,
            4.170521,
            0.51162
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            69.411765,
            66.666667,
            72.093023,
            69.411765,
            66.666667,
            72.093023
        ],
        [
            1.136652,
            1.769935,
            0.537007,
            0.671104,
            2.08526,
            0.198047
        ],
        [
            154319,
            154319,
            28592,
            2260762,
            2260762,
            325067
        ],
        [
            -80039,
            -53798,
            -80039,
            -2982075,
            -373639,
            -2982075
        ],
        [
            169,
            290,
            51,
            169,
            290,
            51
        ],
        [
            137,
            227,
            56,
            137,
            227,
            56
        ],
        [
            242,
            418,
            36,
            242,
            418,
            36
        ],
        [
            14409,
            12213,
            2196,
            14409,
            12213,
            2196
        ],
        [
            115.350306,
            131.350306,
            115.350306,
            115.350307,
            131.350307,
            115.350307
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148707,
            -146888,
            -312664,
            -17157,
            622626,
            -576905
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541620800000,
    "first_datapoint_time": 1545249600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757636666486,
    "expiration_time": 1764113472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 4.44577
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 138
        }
    }
}

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)