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Trade: XRP/USDT/240/SSF/EMA/5519

Strategy
XRP/USDT/240/SSF/EMA/5519
Pair
XRP_USDT
Interval
4h
Score
312375
Daily Profit
0.199725
Profit Factor
1.283032
Profitability
45.528455
Streak
79.743981
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-12 00:51
Expiration Time
2025-11-25 21:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1034114.9821 903385.1187 130729.8634 14542128.9312 22683254.6098 -8141125.6786
Total P&L (%) 1034.115 903.3851 130.7299 14542.1289 22683.2546 -8141.1257
Avg Daily Profit (%) 0.4138 0.3615 0.0523 0.1997 0.2175 0
Buy And Hold Return (%) 746.2272 746.2272 746.2272 746.2272 746.2272 746.2272
Max Trade Drawdown -118710 -65113 -74153 -27104863 -14065010 -14752035
Profit Factor 2.5444 3.2533 1.4866 1.283 1.7828 0.6366
Total Trades 123 61 62 123 61 62
Winning Trades 56 27 29 56 27 29
Losing Trades 67 34 33 67 34 33
Profitability (%) 45.5285 44.2623 46.7742 45.5285 44.2623 46.7742
Ratio Avg Win / Avg Loss 3.0442 4.0967 1.6917 1.5351 2.2451 0.7244
Largest Winning Trade 292681 292681 57414 22615613 22615613 3555780
Largest Losing Trade -39926 -39926 -36279 -10624472 -7011834 -10624472
Avg Bars in Trades 120 132 108 120 132 108
Avg Bars in Winners 160 171 150 160 171 150
Avg Bars in Losers 86 101 72 86 101 72
Bars Traded 14805 8055 6749 14805 8055 6749
Profit Streak 79.744 80.4106 79.744 79.744 80.4106 79.744
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31487 -247973 -441380 312375 -151785 -735654

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541620800000,
    "first_datapoint_time": 1543910400000,
    "last_datapoint_time": 1757620800000,
    "evaluation_time": 1757627479995,
    "expiration_time": 1764098640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 159,
            "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": [
        [
            1034114.9821040002,
            903385.1186956257,
            130729.8634083741,
            14542128.931204915,
            22683254.60984599,
            -8141125.67864107
        ],
        [
            1034.114982,
            903.385119,
            130.729863,
            14542.128931,
            22683.25461,
            -8141.125679
        ],
        [
            0.413783,
            0.361474,
            0.052309,
            0.199725,
            0.217453,
            0
        ],
        [
            746.227236,
            746.227236,
            746.227236,
            746.227236,
            746.227236,
            746.227236
        ],
        [
            -118710,
            -65113,
            -74153,
            -27104863,
            -14065010,
            -14752035
        ],
        [
            2.544426,
            3.253258,
            1.486609,
            1.283032,
            1.782848,
            0.63663
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            45.528455,
            44.262295,
            46.774194,
            45.528455,
            44.262295,
            46.774194
        ],
        [
            3.044224,
            4.096695,
            1.691658,
            1.535056,
            2.245068,
            0.724441
        ],
        [
            292681,
            292681,
            57414,
            22615613,
            22615613,
            3555780
        ],
        [
            -39926,
            -39926,
            -36279,
            -10624472,
            -7011834,
            -10624472
        ],
        [
            120,
            132,
            108,
            120,
            132,
            108
        ],
        [
            160,
            171,
            150,
            160,
            171,
            150
        ],
        [
            86,
            101,
            72,
            86,
            101,
            72
        ],
        [
            14805,
            8055,
            6749,
            14805,
            8055,
            6749
        ],
        [
            79.743981,
            80.410648,
            79.743981,
            79.743981,
            80.410648,
            79.743981
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31487,
            -247973,
            -441380,
            312375,
            -151785,
            -735654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541620800000,
    "first_datapoint_time": 1543910400000,
    "last_datapoint_time": 1757620800000,
    "evaluation_time": 1757627479995,
    "expiration_time": 1764098640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 211,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 159,
            "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)