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Trade: XRP/USDT/720/SSF/KCB/4594

Strategy
XRP/USDT/720/SSF/KCB/4594
Pair
XRP_USDT
Interval
12h
Score
584911
Daily Profit
0.217765
Profit Factor
3.332221
Profitability
55.555556
Streak
173.074951
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 928625.4445 786248.6042 142376.8403 10893198.8925 22928154.6951 -12034955.8026
Total P&L (%) 928.6254 786.2486 142.3768 10893.1989 22928.1547 -12034.9558
Avg Daily Profit (%) 0.3714 0.3144 0.0569 0.1881 0.2178 0
Buy And Hold Return (%) 685.8163 685.8163 685.8163 685.8163 685.8163 685.8163
Max Trade Drawdown -95471 -45136 -88382 -14529167 -5556483 -18925662
Profit Factor 3.4342 5.83 1.651 1.3212 3.3322 0.5003
Total Trades 72 36 36 72 36 36
Winning Trades 42 20 22 42 20 22
Losing Trades 30 16 14 30 16 14
Profitability (%) 58.3333 55.5556 61.1111 58.3333 55.5556 61.1111
Ratio Avg Win / Avg Loss 2.453 4.664 1.0506 0.9437 2.6658 0.3184
Largest Winning Trade 348947 348947 49778 16925384 16925384 2068900
Largest Losing Trade -76361 -24102 -76361 -11221458 -2080977 -11221458
Avg Bars in Trades 68 72 63 68 72 63
Avg Bars in Winners 78 76 79 78 76 79
Avg Bars in Losers 54 68 37 54 68 37
Bars Traded 4904 2627 2277 4904 2627 2277
Profit Streak 0 173.075 0 0 173.075 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121979 -101111 -279211 -75936 584911 -579339

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": 1545696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894475730,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 131,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 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": [
        [
            928625.444469564,
            786248.604171858,
            142376.8402977057,
            10893198.892487548,
            22928154.695051003,
            -12034955.802563459
        ],
        [
            928.625444,
            786.248604,
            142.37684,
            10893.198892,
            22928.154695,
            -12034.955803
        ],
        [
            0.371376,
            0.314437,
            0.056939,
            0.188134,
            0.217765,
            0
        ],
        [
            685.816329,
            685.816329,
            685.816329,
            685.816329,
            685.816329,
            685.816329
        ],
        [
            -95471,
            -45136,
            -88382,
            -14529167,
            -5556483,
            -18925662
        ],
        [
            3.434177,
            5.829952,
            1.650989,
            1.321171,
            3.332221,
            0.500337
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            58.333333,
            55.555556,
            61.111111,
            58.333333,
            55.555556,
            61.111111
        ],
        [
            2.452984,
            4.663961,
            1.050629,
            0.943693,
            2.665777,
            0.318396
        ],
        [
            348947,
            348947,
            49778,
            16925384,
            16925384,
            2068900
        ],
        [
            -76361,
            -24102,
            -76361,
            -11221458,
            -2080977,
            -11221458
        ],
        [
            68,
            72,
            63,
            68,
            72,
            63
        ],
        [
            78,
            76,
            79,
            78,
            76,
            79
        ],
        [
            54,
            68,
            37,
            54,
            68,
            37
        ],
        [
            4904,
            2627,
            2277,
            4904,
            2627,
            2277
        ],
        [
            0,
            173.074951,
            0,
            0,
            173.074951,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121979,
            -101111,
            -279211,
            -75936,
            584911,
            -579339
        ]
    ]
}
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": 1545696000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894475730,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 131,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 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)