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Trade: XRP/USDT/720/SSF/MIDPRICE/8691

Strategy
XRP/USDT/720/SSF/MIDPRICE/8691
Pair
XRP_USDT
Interval
12h
Score
537373
Daily Profit
0.194348
Profit Factor
2.636552
Profitability
55.045872
Streak
75.349589
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 23:23
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 995639.4595 861191.2159 134448.2436 12762534.3116 9815463.8895 2947070.4221
Total P&L (%) 995.6395 861.1912 134.4482 12762.5343 9815.4639 2947.0704
Avg Daily Profit (%) 0.398 0.3443 0.0537 0.1943 0.1839 0.1367
Buy And Hold Return (%) 679.0521 679.0521 679.0521 679.0521 679.0521 679.0521
Max Trade Drawdown -113585 -88963 -41782 -1831935 -1477436 -1149695
Profit Factor 2.8615 3.8058 1.5899 2.6366 3.2647 1.8507
Total Trades 109 54 55 109 54 55
Winning Trades 60 30 30 60 30 30
Losing Trades 49 24 25 49 24 25
Profitability (%) 55.0459 55.5556 54.5455 55.0459 55.5556 54.5455
Ratio Avg Win / Avg Loss 2.3369 3.0446 1.3249 2.1532 2.6118 1.5422
Largest Winning Trade 374873 374873 64165 4817580 4817580 1866526
Largest Losing Trade -57556 -57556 -32411 -1149695 -838934 -1149695
Avg Bars in Trades 41 50 33 41 50 33
Avg Bars in Winners 47 52 42 47 52 42
Avg Bars in Losers 34 46 22 34 46 22
Bars Traded 4557 2709 1848 4557 2709 1848
Profit Streak 75.3496 147.3496 75.3496 75.3496 147.3496 75.3496
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3629 -244512 -463974 537373 -164231 -187463

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758659004491,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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": [
        [
            995639.4595437893,
            861191.2158999044,
            134448.2436438851,
            12762534.311565021,
            9815463.88950158,
            2947070.4220634466
        ],
        [
            995.63946,
            861.191216,
            134.448244,
            12762.534312,
            9815.46389,
            2947.070422
        ],
        [
            0.398017,
            0.34427,
            0.053747,
            0.194348,
            0.183926,
            0.136682
        ],
        [
            679.052112,
            679.052112,
            679.052112,
            679.052112,
            679.052112,
            679.052112
        ],
        [
            -113585,
            -88963,
            -41782,
            -1831935,
            -1477436,
            -1149695
        ],
        [
            2.861494,
            3.805766,
            1.589881,
            2.636552,
            3.264692,
            1.850697
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            55.045872,
            55.555556,
            54.545455,
            55.045872,
            55.555556,
            54.545455
        ],
        [
            2.336887,
            3.044613,
            1.324901,
            2.153184,
            2.611753,
            1.542248
        ],
        [
            374873,
            374873,
            64165,
            4817580,
            4817580,
            1866526
        ],
        [
            -57556,
            -57556,
            -32411,
            -1149695,
            -838934,
            -1149695
        ],
        [
            41,
            50,
            33,
            41,
            50,
            33
        ],
        [
            47,
            52,
            42,
            47,
            52,
            42
        ],
        [
            34,
            46,
            22,
            34,
            46,
            22
        ],
        [
            4557,
            2709,
            1848,
            4557,
            2709,
            1848
        ],
        [
            75.349589,
            147.349589,
            75.349589,
            75.349589,
            147.349589,
            75.349589
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3629,
            -244512,
            -463974,
            537373,
            -164231,
            -187463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758659004491,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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)