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Trade: XRP/USDT/720/HMA/SSF/6251

Strategy
XRP/USDT/720/HMA/SSF/6251
Pair
XRP_USDT
Interval
12h
Score
733884
Daily Profit
0.206728
Profit Factor
7.703692
Profitability
71.875000
Streak
125.456871
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 13:57
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 958665.5788 794272.3106 164393.2682 16858950.7144 17402591.0258 -543640.3114
Total P&L (%) 958.6656 794.2723 164.3933 16858.9507 17402.591 -543.6403
Avg Daily Profit (%) 0.3833 0.3176 0.0657 0.2055 0.2067 0
Buy And Hold Return (%) 797.5375 797.5375 797.5375 797.5375 797.5375 797.5375
Max Trade Drawdown -76202 -61188 -76202 -3612998 -1511716 -5082350
Profit Factor 3.7491 8.1705 1.6909 2.6145 7.7037 0.9307
Total Trades 65 32 33 65 32 33
Winning Trades 45 23 22 45 23 22
Losing Trades 20 9 11 20 9 11
Profitability (%) 69.2308 71.875 66.6667 69.2308 71.875 66.6667
Ratio Avg Win / Avg Loss 1.6663 3.1972 0.8454 1.162 3.0145 0.4654
Largest Winning Trade 272442 272442 50848 8891435 8891435 1119324
Largest Losing Trade -76202 -42213 -76202 -3361312 -1010694 -3361312
Avg Bars in Trades 73 78 68 73 78 68
Avg Bars in Winners 71 67 75 71 67 75
Avg Bars in Losers 77 106 54 77 106 54
Bars Traded 4754 2502 2252 4754 2502 2252
Profit Streak 125.4569 125.4569 203.4569 125.4569 125.4569 203.4569
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -218528 -144444 -267020 -120127 733884 -577281

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758625073643,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 163,
            "offset": 32
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 84,
            "poles": 2
        }
    }
}
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": [
        [
            958665.5787811053,
            794272.3105887823,
            164393.2681923225,
            16858950.714430913,
            17402591.02583746,
            -543640.3114065413
        ],
        [
            958.665579,
            794.272311,
            164.393268,
            16858.950714,
            17402.591026,
            -543.640311
        ],
        [
            0.383313,
            0.317582,
            0.065731,
            0.205464,
            0.206728,
            0
        ],
        [
            797.537504,
            797.537504,
            797.537504,
            797.537504,
            797.537504,
            797.537504
        ],
        [
            -76202,
            -61188,
            -76202,
            -3612998,
            -1511716,
            -5082350
        ],
        [
            3.749074,
            8.17051,
            1.690862,
            2.614523,
            7.703692,
            0.930712
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            69.230769,
            71.875,
            66.666667,
            69.230769,
            71.875,
            66.666667
        ],
        [
            1.666255,
            3.197156,
            0.845431,
            1.16201,
            3.014488,
            0.465356
        ],
        [
            272442,
            272442,
            50848,
            8891435,
            8891435,
            1119324
        ],
        [
            -76202,
            -42213,
            -76202,
            -3361312,
            -1010694,
            -3361312
        ],
        [
            73,
            78,
            68,
            73,
            78,
            68
        ],
        [
            71,
            67,
            75,
            71,
            67,
            75
        ],
        [
            77,
            106,
            54,
            77,
            106,
            54
        ],
        [
            4754,
            2502,
            2252,
            4754,
            2502,
            2252
        ],
        [
            125.456871,
            125.456871,
            203.456871,
            125.456871,
            125.456871,
            203.456871
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -218528,
            -144444,
            -267020,
            -120127,
            733884,
            -577281
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758625073643,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 163,
            "offset": 32
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 52,
            "offset": 84,
            "poles": 2
        }
    }
}

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)