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Trade: XRP/USDT/480/SSF/WMA/7097

Strategy
XRP/USDT/480/SSF/WMA/7097
Pair
XRP_USDT
Interval
8h
Score
461392
Daily Profit
0.157099
Profit Factor
2.402107
Profitability
50.000000
Streak
169.957048
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 17:58
Expiration Time
2025-12-07 10:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 827802.0217 774993.0655 52808.9562 2262037.8365 4970235.8087 -2708197.9722
Total P&L (%) 827.802 774.9931 52.809 2262.0378 4970.2358 -2708.198
Avg Daily Profit (%) 0.331 0.3099 0.0211 0.1265 0.1571 0
Buy And Hold Return (%) 778.7358 778.7358 778.7358 778.7358 778.7358 778.7358
Max Trade Drawdown -95869 -54776 -103503 -3063731 -931990 -4029105
Profit Factor 2.5081 4.2885 1.1686 1.2285 2.4021 0.5739
Total Trades 77 38 39 77 38 39
Winning Trades 39 19 20 39 19 20
Losing Trades 38 19 19 38 19 19
Profitability (%) 50.6494 50 51.2821 50.6494 50 51.2821
Ratio Avg Win / Avg Loss 2.4438 4.2885 1.1102 1.197 2.4021 0.5452
Largest Winning Trade 378470 378470 50655 2895687 2895687 519051
Largest Losing Trade -71582 -35181 -71582 -2740786 -741782 -2740786
Avg Bars in Trades 93 95 90 93 95 90
Avg Bars in Winners 122 123 121 122 123 121
Avg Bars in Losers 62 68 57 62 68 57
Bars Traded 7174 3646 3528 7174 3646 3528
Profit Streak 162.957 169.957 162.957 162.957 169.957 162.957
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -177048 -148546 -364349 -72064 461392 -579625

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547308800000,
    "last_datapoint_time": 1758614400000,
    "evaluation_time": 1758639488916,
    "expiration_time": 1765096992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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": [
        [
            827802.0217481038,
            774993.065514373,
            52808.9562337312,
            2262037.8365003755,
            4970235.808650569,
            -2708197.9721501926
        ],
        [
            827.802022,
            774.993066,
            52.808956,
            2262.037837,
            4970.235809,
            -2708.197972
        ],
        [
            0.330988,
            0.309873,
            0.021115,
            0.126514,
            0.157099,
            0
        ],
        [
            778.735756,
            778.735756,
            778.735756,
            778.735756,
            778.735756,
            778.735756
        ],
        [
            -95869,
            -54776,
            -103503,
            -3063731,
            -931990,
            -4029105
        ],
        [
            2.50812,
            4.288487,
            1.168596,
            1.22848,
            2.402107,
            0.573885
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            50.649351,
            50,
            51.282051,
            50.649351,
            50,
            51.282051
        ],
        [
            2.443809,
            4.288487,
            1.110166,
            1.19698,
            2.402107,
            0.545191
        ],
        [
            378470,
            378470,
            50655,
            2895687,
            2895687,
            519051
        ],
        [
            -71582,
            -35181,
            -71582,
            -2740786,
            -741782,
            -2740786
        ],
        [
            93,
            95,
            90,
            93,
            95,
            90
        ],
        [
            122,
            123,
            121,
            122,
            123,
            121
        ],
        [
            62,
            68,
            57,
            62,
            68,
            57
        ],
        [
            7174,
            3646,
            3528,
            7174,
            3646,
            3528
        ],
        [
            162.957048,
            169.957048,
            162.957048,
            162.957048,
            169.957048,
            162.957048
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -177048,
            -148546,
            -364349,
            -72064,
            461392,
            -579625
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547308800000,
    "last_datapoint_time": 1758614400000,
    "evaluation_time": 1758639488916,
    "expiration_time": 1765096992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 232,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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)