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Trade: XRP/USDT/120/T3/SSF/2247

Strategy
XRP/USDT/120/T3/SSF/2247
Pair
XRP_USDT
Interval
2h
Score
503157
Daily Profit
0.242315
Profit Factor
3.474358
Profitability
44.736842
Streak
160.568856
Best Strategy
Training Data Length
2083.000000
Evaluation Time
2025-09-12 06:39
Expiration Time
2025-11-26 03:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 907493.1302 805237.06 102256.0702 11360331.1764 15367490.7908 -4007159.6144
Total P&L (%) 907.4931 805.2371 102.2561 11360.3312 15367.4908 -4007.1596
Avg Daily Profit (%) 0.4357 0.3866 0.0491 0.2279 0.2423 0
Buy And Hold Return (%) 1224.5001 1224.5001 1224.5001 1224.5001 1224.5001 1224.5001
Max Trade Drawdown -92135 -36101 -91947 -5930820 -2384771 -9006312
Profit Factor 3.4191 7.2368 1.4156 1.5821 3.4744 0.6989
Total Trades 76 38 38 76 38 38
Winning Trades 39 17 22 39 17 22
Losing Trades 37 21 16 37 21 16
Profitability (%) 51.3158 44.7368 57.8947 51.3158 44.7368 57.8947
Ratio Avg Win / Avg Loss 3.2438 8.9396 1.0296 1.5009 4.2919 0.5083
Largest Winning Trade 352029 352029 49509 9649437 9649437 1202491
Largest Losing Trade -49469 -14768 -49469 -4289970 -1245776 -4289970
Avg Bars in Trades 317 327 307 317 327 307
Avg Bars in Winners 405 440 377 405 440 377
Avg Bars in Losers 225 236 210 225 236 210
Bars Traded 24136 12459 11677 24136 12459 11677
Profit Streak 160.5689 160.5689 237.9022 160.5689 160.5689 237.9022
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -201411 -148685 -289924 -41029 503157 -578363

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1577606400000,
    "first_datapoint_time": 1579219200000,
    "last_datapoint_time": 1757642400000,
    "evaluation_time": 1757648349141,
    "expiration_time": 1764121363200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 225,
            "offset": 0,
            "a": 0.81383
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            907493.1302100056,
            805237.0599655448,
            102256.0702444602,
            11360331.176396064,
            15367490.790807867,
            -4007159.614411803
        ],
        [
            907.49313,
            805.23706,
            102.25607,
            11360.331176,
            15367.490791,
            -4007.159614
        ],
        [
            0.435666,
            0.386576,
            0.049091,
            0.227887,
            0.242315,
            0
        ],
        [
            1224.500131,
            1224.500131,
            1224.500131,
            1224.500131,
            1224.500131,
            1224.500131
        ],
        [
            -92135,
            -36101,
            -91947,
            -5930820,
            -2384771,
            -9006312
        ],
        [
            3.419129,
            7.236804,
            1.415638,
            1.582067,
            3.474358,
            0.698858
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            51.315789,
            44.736842,
            57.894737,
            51.315789,
            44.736842,
            57.894737
        ],
        [
            3.243789,
            8.939581,
            1.029555,
            1.500935,
            4.291854,
            0.50826
        ],
        [
            352029,
            352029,
            49509,
            9649437,
            9649437,
            1202491
        ],
        [
            -49469,
            -14768,
            -49469,
            -4289970,
            -1245776,
            -4289970
        ],
        [
            317,
            327,
            307,
            317,
            327,
            307
        ],
        [
            405,
            440,
            377,
            405,
            440,
            377
        ],
        [
            225,
            236,
            210,
            225,
            236,
            210
        ],
        [
            24136,
            12459,
            11677,
            24136,
            12459,
            11677
        ],
        [
            160.568856,
            160.568856,
            237.902189,
            160.568856,
            160.568856,
            237.902189
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -201411,
            -148685,
            -289924,
            -41029,
            503157,
            -578363
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24996,
    "evaluation_days": 2083,
    "actual_first_datapoint_time": 1577606400000,
    "first_datapoint_time": 1579219200000,
    "last_datapoint_time": 1757642400000,
    "evaluation_time": 1757648349141,
    "expiration_time": 1764121363200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 225,
            "offset": 0,
            "a": 0.81383
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 3
        }
    }
}

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)