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Trade: XRP/USDT/720/SSF/PWMA/1714

Strategy
XRP/USDT/720/SSF/PWMA/1714
Pair
XRP_USDT
Interval
12h
Score
522640
Daily Profit
0.246885
Profit Factor
3.417000
Profitability
45.238095
Streak
160.574901
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-26 16:47
Expiration Time
2025-12-08 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 922338.5699 839229.4519 83109.118 2170137.4366 -45345358.0932 47515495.5297
Total P&L (%) 922.3386 839.2295 83.1091 2170.1374 -45345.3581 47515.4955
Avg Daily Profit (%) 0.3689 0.3356 0.0332 0.125 0 0.2469
Buy And Hold Return (%) 820.8731 820.8731 820.8731 820.8731 820.8731 820.8731
Max Trade Drawdown -183308 -77562 -170373 -53916168 -47187590 -9496965
Profit Factor 2.6498 5.3408 1.2272 1.0274 0.237 3.417
Total Trades 84 42 42 84 42 42
Winning Trades 62 30 32 42 23 19
Losing Trades 22 12 10 42 19 23
Profitability (%) 73.8095 71.4286 76.1905 50 54.7619 45.2381
Ratio Avg Win / Avg Loss 0.9402 2.1363 0.3835 1.0274 0.1958 4.1364
Largest Winning Trade 251232 251232 53535 53863819 3324415 53863819
Largest Losing Trade -170373 -45838 -170373 -34740366 -34740366 -2437569
Avg Bars in Trades 55 58 53 55 58 53
Avg Bars in Winners 57 59 55 58 60 56
Avg Bars in Losers 52 55 47 53 56 50
Bars Traded 4688 2447 2241 4688 2447 2241
Profit Streak 160.5749 185.5749 160.5749 160.5749 185.5749 160.5749
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110535 -137373 -311504 -217896 -578732 522640

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1551182400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894471415,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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": [
        [
            922338.5699050364,
            839229.4518654626,
            83109.1180395738,
            2170137.4365550764,
            -45345358.093178205,
            47515495.52973331
        ],
        [
            922.33857,
            839.229452,
            83.109118,
            2170.137437,
            -45345.358093,
            47515.49553
        ],
        [
            0.368862,
            0.335625,
            0.033237,
            0.12495,
            0,
            0.246885
        ],
        [
            820.873081,
            820.873081,
            820.873081,
            820.873081,
            820.873081,
            820.873081
        ],
        [
            -183308,
            -77562,
            -170373,
            -53916168,
            -47187590,
            -9496965
        ],
        [
            2.649769,
            5.340753,
            1.227239,
            1.027439,
            0.237018,
            3.417
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            62,
            30,
            32,
            42,
            23,
            19
        ],
        [
            22,
            12,
            10,
            42,
            19,
            23
        ],
        [
            73.809524,
            71.428571,
            76.190476,
            50,
            54.761905,
            45.238095
        ],
        [
            0.94024,
            2.136301,
            0.383512,
            1.027439,
            0.195797,
            4.136369
        ],
        [
            251232,
            251232,
            53535,
            53863819,
            3324415,
            53863819
        ],
        [
            -170373,
            -45838,
            -170373,
            -34740366,
            -34740366,
            -2437569
        ],
        [
            55,
            58,
            53,
            55,
            58,
            53
        ],
        [
            57,
            59,
            55,
            58,
            60,
            56
        ],
        [
            52,
            55,
            47,
            53,
            56,
            50
        ],
        [
            4688,
            2447,
            2241,
            4688,
            2447,
            2241
        ],
        [
            160.574901,
            185.574901,
            160.574901,
            160.574901,
            185.574901,
            160.574901
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110535,
            -137373,
            -311504,
            -217896,
            -578732,
            522640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1551182400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894471415,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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)