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Trade: XRP/USDT/360/SSF/KCB/8143

Strategy
XRP/USDT/360/SSF/KCB/8143
Pair
XRP_USDT
Interval
6h
Score
696858
Daily Profit
0.297121
Profit Factor
4.635582
Profitability
68.750000
Streak
114.718227
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 02:14
Expiration Time
2025-11-25 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1080194.4564 849876.4325 230318.0239 119909540.1445 166305346.7547 -46395806.6102
Total P&L (%) 1080.1945 849.8764 230.318 119909.5401 166305.3468 -46395.8066
Avg Daily Profit (%) 0.4321 0.34 0.0921 0.284 0.2971 0
Buy And Hold Return (%) 956.5572 956.5572 956.5572 956.5572 956.5572 956.5572
Max Trade Drawdown -67391 -45500 -53967 -90130951 -18716489 -76774133
Profit Factor 4.8097 9.1068 2.2888 1.7955 4.6356 0.5581
Total Trades 65 32 33 65 32 33
Winning Trades 43 22 21 43 22 21
Losing Trades 22 10 12 22 10 12
Profitability (%) 66.1538 68.75 63.6364 66.1538 68.75 63.6364
Ratio Avg Win / Avg Loss 2.4608 4.1395 1.3079 0.9186 2.1071 0.3189
Largest Winning Trade 240935 240935 49014 118998472 118998472 6368577
Largest Losing Trade -43863 -39896 -43863 -54920116 -10358557 -54920116
Avg Bars in Trades 145 157 133 145 157 133
Avg Bars in Winners 157 149 165 157 149 165
Avg Bars in Losers 122 175 78 122 175 78
Bars Traded 9442 5040 4402 9442 5040 4402
Profit Streak 114.7182 114.7182 192.4682 114.7182 114.7182 192.4682
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -240442 -145053 -229784 -123169 696858 -578060

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541613600000,
    "first_datapoint_time": 1545004800000,
    "last_datapoint_time": 1757613600000,
    "evaluation_time": 1757632454803,
    "expiration_time": 1764093600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1080194.4563870304,
            849876.432484266,
            230318.0239027647,
            119909540.14447999,
            166305346.7546776,
            -46395806.610197574
        ],
        [
            1080.194456,
            849.876432,
            230.318024,
            119909.540144,
            166305.346755,
            -46395.80661
        ],
        [
            0.432078,
            0.339951,
            0.092127,
            0.284009,
            0.297121,
            0
        ],
        [
            956.557235,
            956.557235,
            956.557235,
            956.557235,
            956.557235,
            956.557235
        ],
        [
            -67391,
            -45500,
            -53967,
            -90130951,
            -18716489,
            -76774133
        ],
        [
            4.809722,
            9.106849,
            2.288839,
            1.795505,
            4.635582,
            0.558093
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            66.153846,
            68.75,
            63.636364,
            66.153846,
            68.75,
            63.636364
        ],
        [
            2.460788,
            4.139477,
            1.307908,
            0.918631,
            2.107083,
            0.31891
        ],
        [
            240935,
            240935,
            49014,
            118998472,
            118998472,
            6368577
        ],
        [
            -43863,
            -39896,
            -43863,
            -54920116,
            -10358557,
            -54920116
        ],
        [
            145,
            157,
            133,
            145,
            157,
            133
        ],
        [
            157,
            149,
            165,
            157,
            149,
            165
        ],
        [
            122,
            175,
            78,
            122,
            175,
            78
        ],
        [
            9442,
            5040,
            4402,
            9442,
            5040,
            4402
        ],
        [
            114.718227,
            114.718227,
            192.468227,
            114.718227,
            114.718227,
            192.468227
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -240442,
            -145053,
            -229784,
            -123169,
            696858,
            -578060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541613600000,
    "first_datapoint_time": 1545004800000,
    "last_datapoint_time": 1757613600000,
    "evaluation_time": 1757632454803,
    "expiration_time": 1764093600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 230,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)