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Trade: XRP/USDT/360/SSF/EMA/6319

Strategy
XRP/USDT/360/SSF/EMA/6319
Pair
XRP_USDT
Interval
6h
Score
339607
Daily Profit
0.196032
Profit Factor
1.332386
Profitability
45.871560
Streak
115.020102
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 03:28
Expiration Time
2025-11-25 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1015703.626 883516.1058 132187.5201 13275357.9934 17274249.5027 -3998891.5093
Total P&L (%) 1015.7036 883.5161 132.1875 13275.358 17274.2495 -3998.8915
Avg Daily Profit (%) 0.4063 0.3534 0.0529 0.196 0.2065 0
Buy And Hold Return (%) 748.7012 748.7012 748.7012 748.7012 748.7012 748.7012
Max Trade Drawdown -114429 -74571 -64712 -25712302 -13218164 -12494137
Profit Factor 2.8621 3.9074 1.5472 1.3324 1.7463 0.7619
Total Trades 109 54 55 109 54 55
Winning Trades 50 23 27 50 23 27
Losing Trades 59 31 28 59 31 28
Profitability (%) 45.8716 42.5926 49.0909 45.8716 42.5926 49.0909
Ratio Avg Win / Avg Loss 3.3773 5.2665 1.6045 1.5722 2.3537 0.7901
Largest Winning Trade 356098 356098 61044 18436638 18436638 3816677
Largest Losing Trade -40228 -40228 -37455 -10234707 -7572456 -10234707
Avg Bars in Trades 89 102 77 89 102 77
Avg Bars in Winners 116 127 107 116 127 107
Avg Bars in Losers 67 83 49 67 83 49
Bars Traded 9799 5515 4284 9799 5515 4284
Profit Streak 115.0201 115.0201 121.7701 115.0201 115.0201 121.7701
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39527 -275787 -464828 339607 -170968 -760228

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757550536808,
    "expiration_time": 1764028800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 113,
            "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": [
        [
            1015703.6259651356,
            883516.1058278683,
            132187.5201372674,
            13275357.993409766,
            17274249.502673596,
            -3998891.50926383
        ],
        [
            1015.703626,
            883.516106,
            132.18752,
            13275.357993,
            17274.249503,
            -3998.891509
        ],
        [
            0.406281,
            0.353406,
            0.052875,
            0.196032,
            0.206516,
            0
        ],
        [
            748.701243,
            748.701243,
            748.701243,
            748.701243,
            748.701243,
            748.701243
        ],
        [
            -114429,
            -74571,
            -64712,
            -25712302,
            -13218164,
            -12494137
        ],
        [
            2.862103,
            3.907391,
            1.547192,
            1.332386,
            1.746301,
            0.761872
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            45.87156,
            42.592593,
            49.090909,
            45.87156,
            42.592593,
            49.090909
        ],
        [
            3.377281,
            5.266483,
            1.604495,
            1.572216,
            2.35371,
            0.79009
        ],
        [
            356098,
            356098,
            61044,
            18436638,
            18436638,
            3816677
        ],
        [
            -40228,
            -40228,
            -37455,
            -10234707,
            -7572456,
            -10234707
        ],
        [
            89,
            102,
            77,
            89,
            102,
            77
        ],
        [
            116,
            127,
            107,
            116,
            127,
            107
        ],
        [
            67,
            83,
            49,
            67,
            83,
            49
        ],
        [
            9799,
            5515,
            4284,
            9799,
            5515,
            4284
        ],
        [
            115.020102,
            115.020102,
            121.770102,
            115.020102,
            115.020102,
            121.770102
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39527,
            -275787,
            -464828,
            339607,
            -170968,
            -760228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757550536808,
    "expiration_time": 1764028800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 113,
            "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)