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Trade: XRP/USDT/240/DEMA/SSF/1618

Strategy
XRP/USDT/240/DEMA/SSF/1618
Pair
XRP_USDT
Interval
4h
Score
435857
Daily Profit
0.174138
Profit Factor
2.342945
Profitability
44.897959
Streak
42.077362
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-14 04:51
Expiration Time
2025-11-28 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -29909.3987 266440.2671 -296349.6657 7634157.3316 1915654.0699 5718503.2617
Total P&L (%) -29.9094 266.4403 -296.3497 7634.1573 1915.6541 5718.5033
Avg Daily Profit (%) -0.012 0.1066 -0.1186 0.1741 0.1203 0.1627
Buy And Hold Return (%) 906.6302 906.6302 906.6302 906.6302 906.6302 906.6302
Max Trade Drawdown -369715 -59489 -380811 -2202392 -1153845 -1928447
Profit Factor 0.9634 2.7181 0.5519 2.3429 2.0021 2.5156
Total Trades 147 74 73 147 74 73
Winning Trades 114 55 59 66 33 33
Losing Trades 33 19 14 81 41 40
Profitability (%) 77.551 74.3243 80.8219 44.898 44.5946 45.2055
Ratio Avg Win / Avg Loss 0.2789 0.939 0.131 2.8754 2.4875 3.0493
Largest Winning Trade 58171 58171 27956 6328243 1013359 6328243
Largest Losing Trade -364076 -44887 -364076 -1928447 -276642 -1928447
Avg Bars in Trades 99 103 95 99 103 95
Avg Bars in Winners 64 66 62 106 114 99
Avg Bars in Losers 222 211 236 93 95 92
Bars Traded 14660 7677 6983 14660 7677 6983
Profit Streak 42.0774 97.744 42.0774 42.0774 97.744 42.0774
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575116 -273655 -647938 435857 -99546 -61219

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1544126400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757814684089,
    "expiration_time": 1764285840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 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": [
        [
            -29909.3986624398,
            266440.2670651596,
            -296349.6657275994,
            7634157.331576021,
            1915654.0699070443,
            5718503.261668978
        ],
        [
            -29.909399,
            266.440267,
            -296.349666,
            7634.157332,
            1915.65407,
            5718.503262
        ],
        [
            -0.011968,
            0.106612,
            -0.118579,
            0.174138,
            0.120253,
            0.162731
        ],
        [
            906.630227,
            906.630227,
            906.630227,
            906.630227,
            906.630227,
            906.630227
        ],
        [
            -369715,
            -59489,
            -380811,
            -2202392,
            -1153845,
            -1928447
        ],
        [
            0.963366,
            2.718114,
            0.551913,
            2.342945,
            2.0021,
            2.515638
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            114,
            55,
            59,
            66,
            33,
            33
        ],
        [
            33,
            19,
            14,
            81,
            41,
            40
        ],
        [
            77.55102,
            74.324324,
            80.821918,
            44.897959,
            44.594595,
            45.205479
        ],
        [
            0.278869,
            0.938985,
            0.130962,
            2.875432,
            2.487458,
            3.049258
        ],
        [
            58171,
            58171,
            27956,
            6328243,
            1013359,
            6328243
        ],
        [
            -364076,
            -44887,
            -364076,
            -1928447,
            -276642,
            -1928447
        ],
        [
            99,
            103,
            95,
            99,
            103,
            95
        ],
        [
            64,
            66,
            62,
            106,
            114,
            99
        ],
        [
            222,
            211,
            236,
            93,
            95,
            92
        ],
        [
            14660,
            7677,
            6983,
            14660,
            7677,
            6983
        ],
        [
            42.077362,
            97.744029,
            42.077362,
            42.077362,
            97.744029,
            42.077362
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575116,
            -273655,
            -647938,
            435857,
            -99546,
            -61219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1544126400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757814684089,
    "expiration_time": 1764285840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 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)