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Trade: XRP/USDT/720/SSF/MIDPOINT/7611

Strategy
XRP/USDT/720/SSF/MIDPOINT/7611
Pair
XRP_USDT
Interval
12h
Score
670443
Daily Profit
0.247736
Profit Factor
7.311556
Profitability
58.333333
Streak
141.480762
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-29 02:32
Expiration Time
2025-12-12 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1070991.1221 881356.0278 189635.0943 53890149.2413 48598104.9925 5292044.2488
Total P&L (%) 1070.9911 881.356 189.6351 53890.1492 48598.105 5292.0442
Avg Daily Profit (%) 0.4282 0.3524 0.0758 0.2519 0.2477 0.1596
Buy And Hold Return (%) 805.9264 805.9264 805.9264 805.9264 805.9264 805.9264
Max Trade Drawdown -101354 -91366 -43027 -4981936 -3618546 -3549264
Profit Factor 3.9496 5.2931 2.2018 4.8292 7.3116 1.8303
Total Trades 73 36 37 73 36 37
Winning Trades 46 21 25 46 21 25
Losing Trades 27 15 12 27 15 12
Profitability (%) 63.0137 58.3333 67.5676 63.0137 58.3333 67.5676
Ratio Avg Win / Avg Loss 2.3182 3.7808 1.0568 2.8345 5.2225 0.8785
Largest Winning Trade 343520 343520 62455 30392008 30392008 2716605
Largest Losing Trade -33943 -33943 -32790 -3549264 -2215575 -3549264
Avg Bars in Trades 64 76 53 64 76 53
Avg Bars in Winners 73 84 65 73 84 65
Avg Bars in Losers 49 66 29 49 66 29
Bars Traded 4743 2767 1976 4743 2767 1976
Profit Streak 141.4808 141.4808 217.9808 141.4808 141.4808 217.9808
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119403 -117660 -251149 -56810 670443 408792
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759102337803,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 125,
            "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": [
        [
            1070991.1220912016,
            881356.0278248366,
            189635.0942663652,
            53890149.241316274,
            48598104.99254683,
            5292044.248769445
        ],
        [
            1070.991122,
            881.356028,
            189.635094,
            53890.149241,
            48598.104993,
            5292.044249
        ],
        [
            0.428225,
            0.352401,
            0.075824,
            0.251872,
            0.247736,
            0.159564
        ],
        [
            805.926352,
            805.926352,
            805.926352,
            805.926352,
            805.926352,
            805.926352
        ],
        [
            -101354,
            -91366,
            -43027,
            -4981936,
            -3618546,
            -3549264
        ],
        [
            3.949608,
            5.29306,
            2.201757,
            4.829167,
            7.311556,
            1.830289
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            63.013699,
            58.333333,
            67.567568,
            63.013699,
            58.333333,
            67.567568
        ],
        [
            2.318248,
            3.780757,
            1.056843,
            2.834511,
            5.22254,
            0.878539
        ],
        [
            343520,
            343520,
            62455,
            30392008,
            30392008,
            2716605
        ],
        [
            -33943,
            -33943,
            -32790,
            -3549264,
            -2215575,
            -3549264
        ],
        [
            64,
            76,
            53,
            64,
            76,
            53
        ],
        [
            73,
            84,
            65,
            73,
            84,
            65
        ],
        [
            49,
            66,
            29,
            49,
            66,
            29
        ],
        [
            4743,
            2767,
            1976,
            4743,
            2767,
            1976
        ],
        [
            141.480762,
            141.480762,
            217.980762,
            141.480762,
            141.480762,
            217.980762
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119403,
            -117660,
            -251149,
            -56810,
            670443,
            408792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759102337803,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 125,
            "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)