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Trade: XRP/USDT/360/SSF/KCB/8671

Strategy
XRP/USDT/360/SSF/KCB/8671
Pair
XRP_USDT
Interval
6h
Score
609808
Daily Profit
0.318464
Profit Factor
3.081428
Profitability
57.894737
Streak
160.001404
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-11 09:02
Expiration Time
2025-11-25 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1232804.7209 981343.7616 251460.9593 147402672.4215 283388114.8337 -135985442.4123
Total P&L (%) 1232.8047 981.3438 251.461 147402.6724 283388.1148 -135985.4424
Avg Daily Profit (%) 0.4931 0.3925 0.1006 0.2923 0.3185 0
Buy And Hold Return (%) 713.4304 713.4304 713.4304 713.4304 713.4304 713.4304
Max Trade Drawdown -114345 -57607 -65800 -288705098 -101941032 -190821743
Profit Factor 4.4921 6.2548 2.5124 1.3873 3.0814 0.4437
Total Trades 76 38 38 76 38 38
Winning Trades 49 22 27 49 22 27
Losing Trades 27 16 11 27 16 11
Profitability (%) 64.4737 57.8947 71.0526 64.4737 57.8947 71.0526
Ratio Avg Win / Avg Loss 2.4753 4.5489 1.0236 0.7644 2.241 0.1808
Largest Winning Trade 345025 345025 49348 292970900 292970900 45760876
Largest Losing Trade -41688 -41201 -41688 -136053780 -50732758 -136053780
Avg Bars in Trades 128 142 114 128 142 114
Avg Bars in Winners 137 144 131 137 144 131
Avg Bars in Losers 112 139 72 112 139 72
Bars Traded 9763 5410 4353 9763 5410 4353
Profit Streak 151.7514 160.0014 151.7514 151.7514 160.0014 151.7514
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40978 -28733 -217102 -42464 609808 -577072

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1545220800000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757570521313,
    "expiration_time": 1764051048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            1232804.7209087831,
            981343.7616302229,
            251460.9592785596,
            147402672.42147434,
            283388114.8337343,
            -135985442.4122599
        ],
        [
            1232.804721,
            981.343762,
            251.460959,
            147402.672421,
            283388.114834,
            -135985.442412
        ],
        [
            0.493073,
            0.392498,
            0.100574,
            0.292254,
            0.318464,
            0
        ],
        [
            713.430412,
            713.430412,
            713.430412,
            713.430412,
            713.430412,
            713.430412
        ],
        [
            -114345,
            -57607,
            -65800,
            -288705098,
            -101941032,
            -190821743
        ],
        [
            4.492146,
            6.254804,
            2.512362,
            1.387299,
            3.081428,
            0.443687
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            27,
            16,
            11,
            27,
            16,
            11
        ],
        [
            64.473684,
            57.894737,
            71.052632,
            64.473684,
            57.894737,
            71.052632
        ],
        [
            2.475264,
            4.548948,
            1.023555,
            0.76443,
            2.241039,
            0.180761
        ],
        [
            345025,
            345025,
            49348,
            292970900,
            292970900,
            45760876
        ],
        [
            -41688,
            -41201,
            -41688,
            -136053780,
            -50732758,
            -136053780
        ],
        [
            128,
            142,
            114,
            128,
            142,
            114
        ],
        [
            137,
            144,
            131,
            137,
            144,
            131
        ],
        [
            112,
            139,
            72,
            112,
            139,
            72
        ],
        [
            9763,
            5410,
            4353,
            9763,
            5410,
            4353
        ],
        [
            151.751404,
            160.001404,
            151.751404,
            151.751404,
            160.001404,
            151.751404
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40978,
            -28733,
            -217102,
            -42464,
            609808,
            -577072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1545220800000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757570521313,
    "expiration_time": 1764051048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 171,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)