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Trade: XRP/USDT/360/SSF/MIDPOINT/2409

Strategy
XRP/USDT/360/SSF/MIDPOINT/2409
Pair
XRP_USDT
Interval
6h
Score
374736
Daily Profit
0.156318
Profit Factor
1.416787
Profitability
49.626866
Streak
6.469636
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-30 08:16
Expiration Time
2025-12-14 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 910951.642 823580.7596 87370.8824 4866451.6632 5938773.7611 -1072322.098
Total P&L (%) 910.9516 823.5808 87.3709 4866.4517 5938.7738 -1072.3221
Avg Daily Profit (%) 0.3643 0.3294 0.0349 0.1563 0.1642 0
Buy And Hold Return (%) 688.1838 688.1838 688.1838 688.1838 688.1838 688.1838
Max Trade Drawdown -170667 -113300 -88839 -3343882 -2185667 -2074412
Profit Factor 1.9747 2.5174 1.223 1.4168 2.0543 0.8226
Total Trades 268 134 134 268 134 134
Winning Trades 133 60 73 133 60 73
Losing Trades 135 74 61 135 74 61
Profitability (%) 49.6269 44.7761 54.4776 49.6269 44.7761 54.4776
Ratio Avg Win / Avg Loss 2.0044 3.1048 1.022 1.4381 2.5337 0.6873
Largest Winning Trade 370595 370595 59649 4446328 4446328 855329
Largest Losing Trade -30571 -28579 -30571 -1919527 -896620 -1919527
Avg Bars in Trades 36 46 26 36 46 26
Avg Bars in Winners 48 67 34 48 67 34
Avg Bars in Losers 24 30 18 24 30 18
Bars Traded 9870 6288 3582 9870 6288 3582
Profit Streak 6.4696 0 17.4696 6.4696 0 17.4696
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49928 -92856 -311150 374736 338617 -579550
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1545372000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759209376585,
    "expiration_time": 1765671048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 103,
            "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": [
        [
            910951.6420162971,
            823580.7595858015,
            87370.8824304957,
            4866451.663160092,
            5938773.761135022,
            -1072322.0979749279
        ],
        [
            910.951642,
            823.58076,
            87.370882,
            4866.451663,
            5938.773761,
            -1072.322098
        ],
        [
            0.364344,
            0.329399,
            0.034945,
            0.156318,
            0.16415,
            0
        ],
        [
            688.183807,
            688.183807,
            688.183807,
            688.183807,
            688.183807,
            688.183807
        ],
        [
            -170667,
            -113300,
            -88839,
            -3343882,
            -2185667,
            -2074412
        ],
        [
            1.974737,
            2.517374,
            1.223002,
            1.416787,
            2.05432,
            0.822561
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            133,
            60,
            73,
            133,
            60,
            73
        ],
        [
            135,
            74,
            61,
            135,
            74,
            61
        ],
        [
            49.626866,
            44.776119,
            54.477612,
            49.626866,
            44.776119,
            54.477612
        ],
        [
            2.004433,
            3.104761,
            1.021961,
            1.438092,
            2.533662,
            0.687345
        ],
        [
            370595,
            370595,
            59649,
            4446328,
            4446328,
            855329
        ],
        [
            -30571,
            -28579,
            -30571,
            -1919527,
            -896620,
            -1919527
        ],
        [
            36,
            46,
            26,
            36,
            46,
            26
        ],
        [
            48,
            67,
            34,
            48,
            67,
            34
        ],
        [
            24,
            30,
            18,
            24,
            30,
            18
        ],
        [
            9870,
            6288,
            3582,
            9870,
            6288,
            3582
        ],
        [
            6.469636,
            0,
            17.469636,
            6.469636,
            0,
            17.469636
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49928,
            -92856,
            -311150,
            374736,
            338617,
            -579550
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1545372000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759209376585,
    "expiration_time": 1765671048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 103,
            "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)