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Trade: XRP/USDT/360/SSF/VWMA/7661

Strategy
XRP/USDT/360/SSF/VWMA/7661
Pair
XRP_USDT
Interval
6h
Score
649144
Daily Profit
0.208214
Profit Factor
4.409391
Profitability
65.625000
Streak
134.034352
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-18 15:49
Expiration Time
2025-12-02 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 772276.8107 671266.1442 101010.6665 2204560.3152 18035548.9294 -15830988.6142
Total P&L (%) 772.2768 671.2661 101.0107 2204.5603 18035.5489 -15830.9886
Avg Daily Profit (%) 0.3089 0.2685 0.0404 0.1256 0.2082 0
Buy And Hold Return (%) 755.7292 755.7292 755.7292 755.7292 755.7292 755.7292
Max Trade Drawdown -119482 -74523 -109529 -19322168 -1715308 -19917072
Profit Factor 2.8915 4.6098 1.4543 1.0806 4.4094 0.2829
Total Trades 65 32 33 65 32 33
Winning Trades 42 21 21 42 21 21
Losing Trades 23 11 12 23 11 12
Profitability (%) 64.6154 65.625 63.6364 64.6154 65.625 63.6364
Ratio Avg Win / Avg Loss 1.5835 2.4147 0.8311 0.5917 2.3097 0.1616
Largest Winning Trade 154289 154289 62634 12469245 12469245 1481395
Largest Losing Trade -91923 -47035 -91923 -18891177 -1715308 -18891177
Avg Bars in Trades 145 166 124 145 166 124
Avg Bars in Winners 130 129 130 130 129 130
Avg Bars in Losers 173 237 114 173 237 114
Bars Traded 9447 5326 4121 9447 5326 4121
Profit Streak 100.5344 134.0344 100.5344 100.5344 134.0344 100.5344
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -277623 -147083 -303053 -294880 649144 -578474
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542175200000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758199768032,
    "expiration_time": 1764677448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "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": [
        [
            772276.8106861115,
            671266.1441529464,
            101010.6665331652,
            2204560.315188611,
            18035548.929429993,
            -15830988.614241388
        ],
        [
            772.276811,
            671.266144,
            101.010667,
            2204.560315,
            18035.548929,
            -15830.988614
        ],
        [
            0.30888,
            0.26848,
            0.0404,
            0.125565,
            0.208214,
            0
        ],
        [
            755.729167,
            755.729167,
            755.729167,
            755.729167,
            755.729167,
            755.729167
        ],
        [
            -119482,
            -74523,
            -109529,
            -19322168,
            -1715308,
            -19917072
        ],
        [
            2.891542,
            4.609849,
            1.454338,
            1.080559,
            4.409391,
            0.282878
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            64.615385,
            65.625,
            63.636364,
            64.615385,
            65.625,
            63.636364
        ],
        [
            1.583463,
            2.414683,
            0.83105,
            0.591735,
            2.309681,
            0.161645
        ],
        [
            154289,
            154289,
            62634,
            12469245,
            12469245,
            1481395
        ],
        [
            -91923,
            -47035,
            -91923,
            -18891177,
            -1715308,
            -18891177
        ],
        [
            145,
            166,
            124,
            145,
            166,
            124
        ],
        [
            130,
            129,
            130,
            130,
            129,
            130
        ],
        [
            173,
            237,
            114,
            173,
            237,
            114
        ],
        [
            9447,
            5326,
            4121,
            9447,
            5326,
            4121
        ],
        [
            100.534352,
            134.034352,
            100.534352,
            100.534352,
            134.034352,
            100.534352
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -277623,
            -147083,
            -303053,
            -294880,
            649144,
            -578474
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542175200000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758199768032,
    "expiration_time": 1764677448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "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)