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Trade: XRP/USDT/360/SSF/MIDPOINT/3861

Strategy
XRP/USDT/360/SSF/MIDPOINT/3861
Pair
XRP_USDT
Interval
6h
Score
602570
Daily Profit
0.204801
Profit Factor
3.846503
Profitability
58.536585
Streak
130.784072
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-11 15:49
Expiration Time
2025-11-25 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 810130.8932 681559.6189 128571.2743 11613011.7999 16554921.4202 -4941909.6202
Total P&L (%) 810.1309 681.5596 128.5713 11613.0118 16554.9214 -4941.9096
Avg Daily Profit (%) 0.324 0.2726 0.0514 0.1907 0.2048 0
Buy And Hold Return (%) 746.6627 746.6627 746.6627 746.6627 746.6627 746.6627
Max Trade Drawdown -74749 -66949 -69486 -9668561 -2824974 -10166858
Profit Factor 2.8998 4.2194 1.5988 1.6275 3.8465 0.6106
Total Trades 83 41 42 83 41 42
Winning Trades 48 24 24 48 24 24
Losing Trades 35 17 18 35 17 18
Profitability (%) 57.8313 58.5366 57.1429 57.8313 58.5366 57.1429
Ratio Avg Win / Avg Loss 2.1144 2.9887 1.1991 1.1867 2.7246 0.458
Largest Winning Trade 166225 166225 53393 9704726 9704726 1936395
Largest Losing Trade -58433 -46596 -58433 -9082320 -1599978 -9082320
Avg Bars in Trades 114 133 95 114 133 95
Avg Bars in Winners 116 99 133 116 99 133
Avg Bars in Losers 111 181 45 111 181 45
Bars Traded 9479 5473 4006 9479 5473 4006
Profit Streak 130.7841 130.7841 210.5341 130.7841 130.7841 210.5341
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123609 -148186 -286165 396614 602570 -578833

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757594943801,
    "expiration_time": 1764072648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 142,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 232,
            "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": [
        [
            810130.8931626028,
            681559.6188985037,
            128571.274264099,
            11613011.799948717,
            16554921.420161033,
            -4941909.620212318
        ],
        [
            810.130893,
            681.559619,
            128.571274,
            11613.0118,
            16554.92142,
            -4941.90962
        ],
        [
            0.32402,
            0.272597,
            0.051423,
            0.190694,
            0.204801,
            0
        ],
        [
            746.662726,
            746.662726,
            746.662726,
            746.662726,
            746.662726,
            746.662726
        ],
        [
            -74749,
            -66949,
            -69486,
            -9668561,
            -2824974,
            -10166858
        ],
        [
            2.899772,
            4.21938,
            1.598756,
            1.627452,
            3.846503,
            0.610638
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            57.831325,
            58.536585,
            57.142857,
            57.831325,
            58.536585,
            57.142857
        ],
        [
            2.114417,
            2.988728,
            1.199067,
            1.186684,
            2.724606,
            0.457978
        ],
        [
            166225,
            166225,
            53393,
            9704726,
            9704726,
            1936395
        ],
        [
            -58433,
            -46596,
            -58433,
            -9082320,
            -1599978,
            -9082320
        ],
        [
            114,
            133,
            95,
            114,
            133,
            95
        ],
        [
            116,
            99,
            133,
            116,
            99,
            133
        ],
        [
            111,
            181,
            45,
            111,
            181,
            45
        ],
        [
            9479,
            5473,
            4006,
            9479,
            5473,
            4006
        ],
        [
            130.784072,
            130.784072,
            210.534072,
            130.784072,
            130.784072,
            210.534072
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123609,
            -148186,
            -286165,
            396614,
            602570,
            -578833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757594943801,
    "expiration_time": 1764072648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 142,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 232,
            "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)