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Trade: XRP/USDT/360/SSF/KCB/1050

Strategy
XRP/USDT/360/SSF/KCB/1050
Pair
XRP_USDT
Interval
6h
Score
486851
Daily Profit
0.181368
Profit Factor
2.724045
Profitability
48.648649
Streak
169.252700
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 21:03
Expiration Time
2025-12-03 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 805313.5896 724858.3083 80455.2814 4061050.8335 9185164.8677 -5124114.0342
Total P&L (%) 805.3136 724.8583 80.4553 4061.0508 9185.1649 -5124.114
Avg Daily Profit (%) 0.3221 0.2899 0.0322 0.1492 0.1814 0
Buy And Hold Return (%) 756.9141 756.9141 756.9141 756.9141 756.9141 756.9141
Max Trade Drawdown -86093 -45890 -102619 -5834769 -1781549 -8384122
Profit Factor 2.7682 4.6508 1.3132 1.2545 2.724 0.518
Total Trades 74 37 37 74 37 37
Winning Trades 36 18 18 36 18 18
Losing Trades 38 19 19 38 19 19
Profitability (%) 48.6486 48.6486 48.6486 48.6486 48.6486 48.6486
Ratio Avg Win / Avg Loss 2.9219 4.9092 1.3861 1.3242 2.8754 0.5468
Largest Winning Trade 310149 310149 47905 6712775 6712775 1078212
Largest Losing Trade -61609 -24188 -61609 -4141905 -1154981 -4141905
Avg Bars in Trades 132 135 129 132 135 129
Avg Bars in Winners 156 158 155 156 158 155
Avg Bars in Losers 109 113 105 109 113 105
Bars Traded 9806 5001 4805 9806 5001 4805
Profit Streak 0 169.2527 0 0 169.2527 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -200823 -148985 -316038 -64022 486851 -581298

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1545156000000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758305033312,
    "expiration_time": 1764786096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            805313.5896319518,
            724858.3082583123,
            80455.2813736392,
            4061050.8335090606,
            9185164.867726086,
            -5124114.034217022
        ],
        [
            805.31359,
            724.858308,
            80.455281,
            4061.050834,
            9185.164868,
            -5124.114034
        ],
        [
            0.322061,
            0.289885,
            0.032176,
            0.149216,
            0.181368,
            0
        ],
        [
            756.914148,
            756.914148,
            756.914148,
            756.914148,
            756.914148,
            756.914148
        ],
        [
            -86093,
            -45890,
            -102619,
            -5834769,
            -1781549,
            -8384122
        ],
        [
            2.768151,
            4.650804,
            1.313168,
            1.254468,
            2.724045,
            0.518015
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            48.648649,
            48.648649,
            48.648649,
            48.648649,
            48.648649,
            48.648649
        ],
        [
            2.921938,
            4.909182,
            1.386122,
            1.324161,
            2.875381,
            0.546794
        ],
        [
            310149,
            310149,
            47905,
            6712775,
            6712775,
            1078212
        ],
        [
            -61609,
            -24188,
            -61609,
            -4141905,
            -1154981,
            -4141905
        ],
        [
            132,
            135,
            129,
            132,
            135,
            129
        ],
        [
            156,
            158,
            155,
            156,
            158,
            155
        ],
        [
            109,
            113,
            105,
            109,
            113,
            105
        ],
        [
            9806,
            5001,
            4805,
            9806,
            5001,
            4805
        ],
        [
            0,
            169.2527,
            0,
            0,
            169.2527,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -200823,
            -148985,
            -316038,
            -64022,
            486851,
            -581298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1545156000000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758305033312,
    "expiration_time": 1764786096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)