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Trade: XRP/USDT/480/SSF/MIDPOINT/6293

Strategy
XRP/USDT/480/SSF/MIDPOINT/6293
Pair
XRP_USDT
Interval
8h
Score
725797
Daily Profit
0.160440
Profit Factor
8.707879
Profitability
76.315789
Streak
136.869654
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-29 07:52
Expiration Time
2025-12-13 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 578918.9419 517225.6913 61693.2506 2009589.8823 5411296.517 -3401706.6346
Total P&L (%) 578.9189 517.2257 61.6933 2009.5899 5411.2965 -3401.7066
Avg Daily Profit (%) 0.2315 0.2068 0.0247 0.122 0.1604 0
Buy And Hold Return (%) 855.8755 855.8755 855.8755 855.8755 855.8755 855.8755
Max Trade Drawdown -85114 -73269 -99381 -3760605 -398923 -4405700
Profit Factor 2.432 5.1636 1.2203 1.3133 8.7079 0.4045
Total Trades 77 38 39 77 38 39
Winning Trades 51 29 22 51 29 22
Losing Trades 26 9 17 26 9 17
Profitability (%) 66.2338 76.3158 56.4103 66.2338 76.3158 56.4103
Ratio Avg Win / Avg Loss 1.2399 1.6025 0.943 0.6695 2.7024 0.3126
Largest Winning Trade 106765 106765 51945 2597461 2597461 383196
Largest Losing Trade -70480 -47271 -70480 -3546920 -234312 -3546920
Avg Bars in Trades 92 102 82 92 102 82
Avg Bars in Winners 86 61 119 86 61 119
Avg Bars in Losers 102 233 33 102 233 33
Bars Traded 7100 3893 3207 7100 3893 3207
Profit Streak 73.8697 136.8697 73.8697 73.8697 136.8697 73.8697
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -196877 -145382 -326355 -78737 725797 -579368
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1550217600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759121538090,
    "expiration_time": 1765586592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 91,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 250,
            "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": [
        [
            578918.9418572935,
            517225.6912952414,
            61693.2505620522,
            2009589.8823109264,
            5411296.5169584565,
            -3401706.6346475277
        ],
        [
            578.918942,
            517.225691,
            61.693251,
            2009.589882,
            5411.296517,
            -3401.706635
        ],
        [
            0.231475,
            0.206808,
            0.024667,
            0.121989,
            0.16044,
            0
        ],
        [
            855.875476,
            855.875476,
            855.875476,
            855.875476,
            855.875476,
            855.875476
        ],
        [
            -85114,
            -73269,
            -99381,
            -3760605,
            -398923,
            -4405700
        ],
        [
            2.43202,
            5.163618,
            1.2203,
            1.313303,
            8.707879,
            0.404479
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            26,
            9,
            17,
            26,
            9,
            17
        ],
        [
            66.233766,
            76.315789,
            56.410256,
            66.233766,
            76.315789,
            56.410256
        ],
        [
            1.239854,
            1.602502,
            0.942959,
            0.669527,
            2.702445,
            0.312552
        ],
        [
            106765,
            106765,
            51945,
            2597461,
            2597461,
            383196
        ],
        [
            -70480,
            -47271,
            -70480,
            -3546920,
            -234312,
            -3546920
        ],
        [
            92,
            102,
            82,
            92,
            102,
            82
        ],
        [
            86,
            61,
            119,
            86,
            61,
            119
        ],
        [
            102,
            233,
            33,
            102,
            233,
            33
        ],
        [
            7100,
            3893,
            3207,
            7100,
            3893,
            3207
        ],
        [
            73.869654,
            136.869654,
            73.869654,
            73.869654,
            136.869654,
            73.869654
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -196877,
            -145382,
            -326355,
            -78737,
            725797,
            -579368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1550217600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759121538090,
    "expiration_time": 1765586592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 91,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 250,
            "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)