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Trade: XRP/USDT/360/SSF/MIDPOINT/7816

Strategy
XRP/USDT/360/SSF/MIDPOINT/7816
Pair
XRP_USDT
Interval
6h
Score
634672
Daily Profit
0.286585
Profit Factor
3.574853
Profitability
61.363636
Streak
139.706998
Best Strategy
Training Data Length
2504.250000
Evaluation Time
2025-10-04 07:58
Expiration Time
2025-12-18 05:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1089974.2378 857298.485 232675.7529 111774076.4183 129434302.9346 -17660226.5163
Total P&L (%) 1089.9742 857.2985 232.6758 111774.0764 129434.3029 -17660.2265
Avg Daily Profit (%) 0.4353 0.3423 0.0929 0.2807 0.2866 0
Buy And Hold Return (%) 837.1024 837.1024 837.1024 837.1024 837.1024 837.1024
Max Trade Drawdown -65038 -36175 -72861 -63236941 -19735671 -65319597
Profit Factor 4.4259 6.538 2.4244 1.8853 3.5749 0.7676
Total Trades 88 44 44 88 44 44
Winning Trades 52 27 25 52 27 25
Losing Trades 36 17 19 36 17 19
Profitability (%) 59.0909 61.3636 56.8182 59.0909 61.3636 56.8182
Ratio Avg Win / Avg Loss 3.0641 4.1165 1.8425 1.3052 2.2508 0.5834
Largest Winning Trade 308074 308074 42897 100075396 100075396 13142625
Largest Losing Trade -37382 -24216 -37382 -49553456 -10158303 -49553456
Avg Bars in Trades 109 134 83 109 134 83
Avg Bars in Winners 130 152 106 130 152 106
Avg Bars in Losers 78 106 53 78 106 53
Bars Traded 9600 5918 3682 9600 5918 3682
Profit Streak 139.707 139.707 144.707 139.707 139.707 144.707
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51610 -138387 -228178 502556 634672 -578873
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10017,
    "evaluation_days": 2504.25,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759553884599,
    "expiration_time": 1766027016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 210,
            "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": [
        [
            1089974.2378244526,
            857298.484958391,
            232675.7528660614,
            111774076.41827239,
            129434302.93458739,
            -17660226.51631497
        ],
        [
            1089.974238,
            857.298485,
            232.675753,
            111774.076418,
            129434.302935,
            -17660.226516
        ],
        [
            0.43525,
            0.342337,
            0.092912,
            0.280715,
            0.286585,
            0
        ],
        [
            837.10243,
            837.10243,
            837.10243,
            837.10243,
            837.10243,
            837.10243
        ],
        [
            -65038,
            -36175,
            -72861,
            -63236941,
            -19735671,
            -65319597
        ],
        [
            4.425891,
            6.537955,
            2.424367,
            1.885279,
            3.574853,
            0.767598
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            59.090909,
            61.363636,
            56.818182,
            59.090909,
            61.363636,
            56.818182
        ],
        [
            3.064078,
            4.11649,
            1.842519,
            1.305193,
            2.250833,
            0.583374
        ],
        [
            308074,
            308074,
            42897,
            100075396,
            100075396,
            13142625
        ],
        [
            -37382,
            -24216,
            -37382,
            -49553456,
            -10158303,
            -49553456
        ],
        [
            109,
            134,
            83,
            109,
            134,
            83
        ],
        [
            130,
            152,
            106,
            130,
            152,
            106
        ],
        [
            78,
            106,
            53,
            78,
            106,
            53
        ],
        [
            9600,
            5918,
            3682,
            9600,
            5918,
            3682
        ],
        [
            139.706998,
            139.706998,
            144.706998,
            139.706998,
            139.706998,
            144.706998
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51610,
            -138387,
            -228178,
            502556,
            634672,
            -578873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10017,
    "evaluation_days": 2504.25,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759553884599,
    "expiration_time": 1766027016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 210,
            "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)