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Trade: XRP/USDT/360/SSF/MIDPOINT/1220

Strategy
XRP/USDT/360/SSF/MIDPOINT/1220
Pair
XRP_USDT
Interval
6h
Score
578901
Daily Profit
0.254346
Profit Factor
3.480024
Profitability
52.500000
Streak
136.786236
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-20 09:52
Expiration Time
2025-12-04 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1177514.5359 974964.5552 202549.9807 65807536.2125 57219058.2241 8588477.9884
Total P&L (%) 1177.5145 974.9646 202.55 65807.5362 57219.0582 8588.478
Avg Daily Profit (%) 0.471 0.3899 0.081 0.2599 0.2543 0.1787
Buy And Hold Return (%) 844.1897 844.1897 844.1897 844.1897 844.1897 844.1897
Max Trade Drawdown -122110 -95177 -44643 -14180330 -10651625 -5315072
Profit Factor 3.9844 5.1791 2.256 3.0495 3.48 1.9504
Total Trades 81 40 41 81 40 41
Winning Trades 44 21 23 44 21 23
Losing Trades 37 19 18 37 19 18
Profitability (%) 54.321 52.5 56.0976 54.321 52.5 56.0976
Ratio Avg Win / Avg Loss 3.3505 4.6859 1.7656 2.5644 3.1486 1.5264
Largest Winning Trade 390310 390310 62827 45212258 45212258 6463594
Largest Losing Trade -48570 -48570 -44643 -10651625 -10651625 -3242427
Avg Bars in Trades 117 140 94 117 140 94
Avg Bars in Winners 135 145 127 135 145 127
Avg Bars in Losers 94 134 52 94 134 52
Bars Traded 9484 5609 3875 9484 5609 3875
Profit Streak 103.5362 136.7862 103.5362 103.5362 136.7862 103.5362
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40292 -99073 -244886 -383 578901 466109

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547424000000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758351130780,
    "expiration_time": 1764828648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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": [
        [
            1177514.5358695348,
            974964.5551525864,
            202549.9807169485,
            65807536.21254267,
            57219058.224101365,
            8588477.988441313
        ],
        [
            1177.514536,
            974.964555,
            202.549981,
            65807.536213,
            57219.058224,
            8588.477988
        ],
        [
            0.470959,
            0.389947,
            0.081012,
            0.259945,
            0.254346,
            0.178725
        ],
        [
            844.189698,
            844.189698,
            844.189698,
            844.189698,
            844.189698,
            844.189698
        ],
        [
            -122110,
            -95177,
            -44643,
            -14180330,
            -10651625,
            -5315072
        ],
        [
            3.984376,
            5.179132,
            2.255998,
            3.049547,
            3.480024,
            1.950436
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            54.320988,
            52.5,
            56.097561,
            54.320988,
            52.5,
            56.097561
        ],
        [
            3.350498,
            4.685881,
            1.765564,
            2.564392,
            3.148593,
            1.526428
        ],
        [
            390310,
            390310,
            62827,
            45212258,
            45212258,
            6463594
        ],
        [
            -48570,
            -48570,
            -44643,
            -10651625,
            -10651625,
            -3242427
        ],
        [
            117,
            140,
            94,
            117,
            140,
            94
        ],
        [
            135,
            145,
            127,
            135,
            145,
            127
        ],
        [
            94,
            134,
            52,
            94,
            134,
            52
        ],
        [
            9484,
            5609,
            3875,
            9484,
            5609,
            3875
        ],
        [
            103.536236,
            136.786236,
            103.536236,
            103.536236,
            136.786236,
            103.536236
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40292,
            -99073,
            -244886,
            -383,
            578901,
            466109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547424000000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758351130780,
    "expiration_time": 1764828648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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)