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Trade: XRP/USDT/720/SSF/WMA/8029

Strategy
XRP/USDT/720/SSF/WMA/8029
Pair
XRP_USDT
Interval
12h
Score
376264
Daily Profit
0.224968
Profit Factor
1.392858
Profitability
52.252252
Streak
81.557738
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 16:23
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1118767.3058 960401.5895 158365.7163 27461233.8691 39137498.8827 -11676265.0136
Total P&L (%) 1118.7673 960.4016 158.3657 27461.2339 39137.4989 -11676.265
Avg Daily Profit (%) 0.4474 0.3841 0.0633 0.225 0.2391 0
Buy And Hold Return (%) 749.5487 749.5487 749.5487 749.5487 749.5487 749.5487
Max Trade Drawdown -114241 -89954 -54519 -40497561 -21782220 -20852735
Profit Factor 2.9839 4.1409 1.6135 1.3929 2.0832 0.6542
Total Trades 111 55 56 111 55 56
Winning Trades 58 27 31 58 27 31
Losing Trades 53 28 25 53 28 25
Profitability (%) 52.2523 49.0909 55.3571 52.2523 49.0909 55.3571
Ratio Avg Win / Avg Loss 2.7267 4.2943 1.3012 1.2728 2.1604 0.5276
Largest Winning Trade 338163 338163 63775 41121694 41121694 6296183
Largest Losing Trade -41726 -41726 -33938 -15789689 -11327156 -15789689
Avg Bars in Trades 43 47 39 43 47 39
Avg Bars in Winners 56 58 55 56 58 55
Avg Bars in Losers 29 37 20 29 37 20
Bars Traded 4857 2620 2237 4857 2620 2237
Profit Streak 81.5577 83.0577 81.5577 81.5577 83.0577 81.5577
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 175411 -241335 -450998 376264 -167517 -759580

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757769788543,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 83,
            "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": [
        [
            1118767.3058241496,
            960401.5895088844,
            158365.7163152649,
            27461233.86905713,
            39137498.88266455,
            -11676265.01360741
        ],
        [
            1118.767306,
            960.40159,
            158.365716,
            27461.233869,
            39137.498883,
            -11676.265014
        ],
        [
            0.447417,
            0.384084,
            0.063334,
            0.224968,
            0.239126,
            0
        ],
        [
            749.548727,
            749.548727,
            749.548727,
            749.548727,
            749.548727,
            749.548727
        ],
        [
            -114241,
            -89954,
            -54519,
            -40497561,
            -21782220,
            -20852735
        ],
        [
            2.983921,
            4.140919,
            1.613473,
            1.392858,
            2.083199,
            0.654239
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            52.252252,
            49.090909,
            55.357143,
            52.252252,
            49.090909,
            55.357143
        ],
        [
            2.726687,
            4.294287,
            1.301188,
            1.272784,
            2.160355,
            0.527612
        ],
        [
            338163,
            338163,
            63775,
            41121694,
            41121694,
            6296183
        ],
        [
            -41726,
            -41726,
            -33938,
            -15789689,
            -11327156,
            -15789689
        ],
        [
            43,
            47,
            39,
            43,
            47,
            39
        ],
        [
            56,
            58,
            55,
            56,
            58,
            55
        ],
        [
            29,
            37,
            20,
            29,
            37,
            20
        ],
        [
            4857,
            2620,
            2237,
            4857,
            2620,
            2237
        ],
        [
            81.557738,
            83.057738,
            81.557738,
            81.557738,
            83.057738,
            81.557738
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            175411,
            -241335,
            -450998,
            376264,
            -167517,
            -759580
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757769788543,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 83,
            "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)