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Trade: XRP/USDT/360/SSF/MIDPOINT/3644

Strategy
XRP/USDT/360/SSF/MIDPOINT/3644
Pair
XRP_USDT
Interval
6h
Score
483907
Daily Profit
0.164240
Profit Factor
2.278516
Profitability
50.892857
Streak
96.706782
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-12 13:57
Expiration Time
2025-11-26 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 875167.7665 784466.2295 90701.537 5952474.1111 5089818.5119 862655.5992
Total P&L (%) 875.1678 784.4662 90.7015 5952.4741 5089.8185 862.6556
Avg Daily Profit (%) 0.35 0.3138 0.0363 0.1642 0.1581 0.0906
Buy And Hold Return (%) 722.9868 722.9868 722.9868 722.9868 722.9868 722.9868
Max Trade Drawdown -211483 -143497 -78528 -2308086 -1385807 -976839
Profit Factor 2.4417 3.0399 1.4076 2.2785 2.7065 1.5156
Total Trades 112 56 56 112 56 56
Winning Trades 57 27 30 57 27 30
Losing Trades 55 29 26 55 29 26
Profitability (%) 50.8929 48.2143 53.5714 50.8929 48.2143 53.5714
Ratio Avg Win / Avg Loss 2.356 3.2651 1.22 2.1986 2.9069 1.3135
Largest Winning Trade 313344 313344 57337 2219969 2219969 720187
Largest Losing Trade -35173 -35173 -28397 -694418 -694418 -544724
Avg Bars in Trades 86 109 63 86 109 63
Avg Bars in Winners 113 148 81 113 148 81
Avg Bars in Losers 58 72 43 58 72 43
Bars Traded 9676 6114 3562 9676 6114 3562
Profit Streak 96.7068 128.9568 96.7068 96.7068 128.9568 96.7068
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84947 -304687 -488505 483907 -167339 -354880

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757674666012,
    "expiration_time": 1764137448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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": [
        [
            875167.7664748997,
            784466.2294891961,
            90701.5369857037,
            5952474.111143411,
            5089818.51190537,
            862655.5992380413
        ],
        [
            875.167766,
            784.466229,
            90.701537,
            5952.474111,
            5089.818512,
            862.655599
        ],
        [
            0.350032,
            0.313755,
            0.036277,
            0.16424,
            0.15808,
            0.090613
        ],
        [
            722.986827,
            722.986827,
            722.986827,
            722.986827,
            722.986827,
            722.986827
        ],
        [
            -211483,
            -143497,
            -78528,
            -2308086,
            -1385807,
            -976839
        ],
        [
            2.441651,
            3.039915,
            1.407646,
            2.278516,
            2.70647,
            1.5156
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            50.892857,
            48.214286,
            53.571429,
            50.892857,
            48.214286,
            53.571429
        ],
        [
            2.355979,
            3.265094,
            1.21996,
            2.198568,
            2.906949,
            1.31352
        ],
        [
            313344,
            313344,
            57337,
            2219969,
            2219969,
            720187
        ],
        [
            -35173,
            -35173,
            -28397,
            -694418,
            -694418,
            -544724
        ],
        [
            86,
            109,
            63,
            86,
            109,
            63
        ],
        [
            113,
            148,
            81,
            113,
            148,
            81
        ],
        [
            58,
            72,
            43,
            58,
            72,
            43
        ],
        [
            9676,
            6114,
            3562,
            9676,
            6114,
            3562
        ],
        [
            96.706782,
            128.956782,
            96.706782,
            96.706782,
            128.956783,
            96.706783
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84947,
            -304687,
            -488505,
            483907,
            -167339,
            -354880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757674666012,
    "expiration_time": 1764137448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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)