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Trade: XRP/USDT/360/LINREG/SSF/4371

Strategy
XRP/USDT/360/LINREG/SSF/4371
Pair
XRP_USDT
Interval
6h
Score
616712
Daily Profit
0.252487
Profit Factor
4.357564
Profitability
52.272727
Streak
169.285530
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-16 15:51
Expiration Time
2025-11-30 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1093698.5571 897209.118 196489.4392 49448854.2321 54587478.9538 -5138624.7217
Total P&L (%) 1093.6986 897.2091 196.4894 49448.8542 54587.479 -5138.6247
Avg Daily Profit (%) 0.4375 0.3589 0.0786 0.2485 0.2525 0
Buy And Hold Return (%) 767.9515 767.9515 767.9515 767.9515 767.9515 767.9515
Max Trade Drawdown -75096 -37233 -66859 -17651705 -7154331 -23648242
Profit Factor 3.6328 6.4034 1.788 1.9671 4.3576 0.8526
Total Trades 89 44 45 89 44 45
Winning Trades 52 23 29 52 23 29
Losing Trades 37 21 16 37 21 16
Profitability (%) 58.427 52.2727 64.4444 58.427 52.2727 64.4444
Ratio Avg Win / Avg Loss 2.5849 5.8466 0.9865 1.3997 3.9786 0.4704
Largest Winning Trade 382413 382413 45984 35086517 35086517 5059457
Largest Losing Trade -53158 -16491 -53158 -14914216 -5381698 -14914216
Avg Bars in Trades 109 111 106 109 111 106
Avg Bars in Winners 126 131 122 126 131 122
Avg Bars in Losers 84 89 77 84 89 77
Bars Traded 9714 4917 4797 9714 4917 4797
Profit Streak 154.7855 169.2855 154.7855 154.7855 169.2855 154.7855
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14239 -94168 -250273 496454 616712 -577875

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758027069815,
    "expiration_time": 1764504000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "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": [
        [
            1093698.557121261,
            897209.1179639685,
            196489.439157292,
            49448854.23209059,
            54587478.95380801,
            -5138624.721717417
        ],
        [
            1093.698557,
            897.209118,
            196.489439,
            49448.854232,
            54587.478954,
            -5138.624722
        ],
        [
            0.437479,
            0.358884,
            0.078596,
            0.24853,
            0.252487,
            0
        ],
        [
            767.951504,
            767.951504,
            767.951504,
            767.951504,
            767.951504,
            767.951504
        ],
        [
            -75096,
            -37233,
            -66859,
            -17651705,
            -7154331,
            -23648242
        ],
        [
            3.632816,
            6.403437,
            1.787956,
            1.96714,
            4.357564,
            0.852639
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            58.426966,
            52.272727,
            64.444444,
            58.426966,
            52.272727,
            64.444444
        ],
        [
            2.584888,
            5.846617,
            0.986458,
            1.399695,
            3.978645,
            0.470421
        ],
        [
            382413,
            382413,
            45984,
            35086517,
            35086517,
            5059457
        ],
        [
            -53158,
            -16491,
            -53158,
            -14914216,
            -5381698,
            -14914216
        ],
        [
            109,
            111,
            106,
            109,
            111,
            106
        ],
        [
            126,
            131,
            122,
            126,
            131,
            122
        ],
        [
            84,
            89,
            77,
            84,
            89,
            77
        ],
        [
            9714,
            4917,
            4797,
            9714,
            4917,
            4797
        ],
        [
            154.78553,
            169.28553,
            154.78553,
            154.78553,
            169.28553,
            154.78553
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14239,
            -94168,
            -250273,
            496454,
            616712,
            -577875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758027069815,
    "expiration_time": 1764504000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "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)