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Trade: XRP/USDT/720/SSF/MIDPOINT/9429

Strategy
XRP/USDT/720/SSF/MIDPOINT/9429
Pair
XRP_USDT
Interval
12h
Score
709519
Daily Profit
0.203085
Profit Factor
7.667404
Profitability
66.666667
Streak
103.919159
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 01:03
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 725563.9338 610203.2595 115360.6743 3071341.4271 15897390.0176 -12826048.5905
Total P&L (%) 725.5639 610.2033 115.3607 3071.3414 15897.39 -12826.0486
Avg Daily Profit (%) 0.2901 0.2439 0.0461 0.1383 0.2031 0
Buy And Hold Return (%) 847.1689 847.1689 847.1689 847.1689 847.1689 847.1689
Max Trade Drawdown -103999 -56846 -102838 -14454012 -1255086 -16207060
Profit Factor 2.9538 5.8552 1.4696 1.1432 7.6674 0.327
Total Trades 72 36 36 72 36 36
Winning Trades 48 24 24 48 24 24
Losing Trades 24 12 12 24 12 12
Profitability (%) 66.6667 66.6667 66.6667 66.6667 66.6667 66.6667
Ratio Avg Win / Avg Loss 1.4769 2.9276 0.7348 0.5716 3.8337 0.1635
Largest Winning Trade 105559 105559 50738 8065324 8065324 1389605
Largest Losing Trade -90355 -40595 -90355 -14246539 -872983 -14246539
Avg Bars in Trades 63 75 52 63 75 52
Avg Bars in Winners 67 65 69 67 65 69
Avg Bars in Losers 56 95 18 56 95 18
Bars Traded 4588 2714 1874 4588 2714 1874
Profit Streak 77.4192 103.9192 0 77.4192 103.9192 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -233222 -145826 -295482 -155992 709519 -578619

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550318400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758665015361,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 45,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 181,
            "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": [
        [
            725563.9337778087,
            610203.2595117479,
            115360.6742660612,
            3071341.4270519484,
            15897390.017572014,
            -12826048.590520067
        ],
        [
            725.563934,
            610.20326,
            115.360674,
            3071.341427,
            15897.390018,
            -12826.048591
        ],
        [
            0.290052,
            0.243935,
            0.046117,
            0.138282,
            0.203085,
            0
        ],
        [
            847.168933,
            847.168933,
            847.168933,
            847.168933,
            847.168933,
            847.168933
        ],
        [
            -103999,
            -56846,
            -102838,
            -14454012,
            -1255086,
            -16207060
        ],
        [
            2.953794,
            5.855154,
            1.469557,
            1.143229,
            7.667404,
            0.327044
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            66.666667,
            66.666667,
            66.666667,
            66.666667,
            66.666667,
            66.666667
        ],
        [
            1.476897,
            2.927577,
            0.734778,
            0.571614,
            3.833702,
            0.163522
        ],
        [
            105559,
            105559,
            50738,
            8065324,
            8065324,
            1389605
        ],
        [
            -90355,
            -40595,
            -90355,
            -14246539,
            -872983,
            -14246539
        ],
        [
            63,
            75,
            52,
            63,
            75,
            52
        ],
        [
            67,
            65,
            69,
            67,
            65,
            69
        ],
        [
            56,
            95,
            18,
            56,
            95,
            18
        ],
        [
            4588,
            2714,
            1874,
            4588,
            2714,
            1874
        ],
        [
            77.419159,
            103.919159,
            0,
            77.419159,
            103.919159,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -233222,
            -145826,
            -295482,
            -155992,
            709519,
            -578619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550318400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758665015361,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 45,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 181,
            "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)