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Trade: XRP/USDT/360/SSF/DEMA/5152

Strategy
XRP/USDT/360/SSF/DEMA/5152
Pair
XRP_USDT
Interval
6h
Score
357602
Daily Profit
0.198538
Profit Factor
1.486600
Profitability
45.142857
Streak
23.783900
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-16 21:48
Expiration Time
2025-11-30 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 984003.2378 853706.5162 130296.7216 14145552.6331 15595972.9218 -1450420.2887
Total P&L (%) 984.0032 853.7065 130.2967 14145.5526 15595.9729 -1450.4203
Avg Daily Profit (%) 0.3936 0.3414 0.0521 0.1985 0.2024 0
Buy And Hold Return (%) 872.4782 872.4782 872.4782 872.4782 872.4782 872.4782
Max Trade Drawdown -69156 -49094 -50012 -9611209 -6024992 -6131153
Profit Factor 2.5319 3.7727 1.3896 1.4866 2.0622 0.8992
Total Trades 175 87 88 175 87 88
Winning Trades 79 38 41 79 38 41
Losing Trades 96 49 47 96 49 47
Profitability (%) 45.1429 43.6782 46.5909 45.1429 43.6782 46.5909
Ratio Avg Win / Avg Loss 3.0767 4.8648 1.5929 1.8065 2.6591 1.0308
Largest Winning Trade 362718 362718 41866 14614903 14614903 2233771
Largest Losing Trade -30966 -30966 -22202 -2601589 -2369671 -2601589
Avg Bars in Trades 55 52 58 55 52 58
Avg Bars in Winners 65 69 62 65 69 62
Avg Bars in Losers 46 38 54 46 38 54
Bars Traded 9670 4534 5136 9670 4534 5136
Profit Streak 23.7839 0 35.5339 23.7839 0 35.5339
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111918 -152416 -288459 357602 331152 -580213

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758048529002,
    "expiration_time": 1764526248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 55,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 249,
            "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": [
        [
            984003.2377658351,
            853706.5161611696,
            130296.7216046655,
            14145552.633089256,
            15595972.921757387,
            -1450420.2886681273
        ],
        [
            984.003238,
            853.706516,
            130.296722,
            14145.552633,
            15595.972922,
            -1450.420289
        ],
        [
            0.393562,
            0.341448,
            0.052113,
            0.198538,
            0.202424,
            0
        ],
        [
            872.478239,
            872.478239,
            872.478239,
            872.478239,
            872.478239,
            872.478239
        ],
        [
            -69156,
            -49094,
            -50012,
            -9611209,
            -6024992,
            -6131153
        ],
        [
            2.531853,
            3.772663,
            1.389573,
            1.4866,
            2.062193,
            0.899188
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            96,
            49,
            47,
            96,
            49,
            47
        ],
        [
            45.142857,
            43.678161,
            46.590909,
            45.142857,
            43.678161,
            46.590909
        ],
        [
            3.076682,
            4.86475,
            1.592926,
            1.806501,
            2.659143,
            1.030776
        ],
        [
            362718,
            362718,
            41866,
            14614903,
            14614903,
            2233771
        ],
        [
            -30966,
            -30966,
            -22202,
            -2601589,
            -2369671,
            -2601589
        ],
        [
            55,
            52,
            58,
            55,
            52,
            58
        ],
        [
            65,
            69,
            62,
            65,
            69,
            62
        ],
        [
            46,
            38,
            54,
            46,
            38,
            54
        ],
        [
            9670,
            4534,
            5136,
            9670,
            4534,
            5136
        ],
        [
            23.7839,
            0,
            35.5339,
            23.7839,
            0,
            35.5339
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111918,
            -152416,
            -288459,
            357602,
            331152,
            -580213
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758048529002,
    "expiration_time": 1764526248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 34,
            "offset": 55,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 249,
            "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)