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Trade: XRP/USDT/360/SSF/MIDPOINT/6765

Strategy
XRP/USDT/360/SSF/MIDPOINT/6765
Pair
XRP_USDT
Interval
6h
Score
483118
Daily Profit
0.206384
Profit Factor
1.595196
Profitability
49.137931
Streak
60.704382
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 01:54
Expiration Time
2025-11-21 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1068281.692 934077.916 134203.776 17217151.1217 18014644.6797 -797493.558
Total P&L (%) 1068.2817 934.0779 134.2038 17217.1511 18014.6447 -797.4936
Avg Daily Profit (%) 0.4273 0.3736 0.0537 0.2064 0.2082 0
Buy And Hold Return (%) 659.7641 659.7641 659.7641 659.7641 659.7641 659.7641
Max Trade Drawdown -172430 -118276 -85789 -9514770 -4158239 -5705555
Profit Factor 2.348 3.1283 1.3795 1.5952 2.2882 0.9466
Total Trades 232 116 116 232 116 116
Winning Trades 114 53 61 114 53 61
Losing Trades 118 63 55 118 63 55
Profitability (%) 49.1379 45.6897 52.5862 49.1379 45.6897 52.5862
Ratio Avg Win / Avg Loss 2.4303 3.7185 1.2438 1.6512 2.7199 0.8535
Largest Winning Trade 382190 382190 57337 13114989 13114989 2125271
Largest Losing Trade -32347 -32347 -31765 -5705555 -2944318 -5705555
Avg Bars in Trades 42 52 32 42 52 32
Avg Bars in Winners 58 77 41 58 77 41
Avg Bars in Losers 26 31 21 26 31 21
Bars Traded 9854 6096 3757 9854 6096 3757
Profit Streak 60.7044 154.2044 60.7044 60.7044 154.2044 60.7044
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 264722 -21406 -285372 483118 431427 -579712

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1543384800000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757285658627,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 99,
            "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": [
        [
            1068281.691998259,
            934077.9160270996,
            134203.7759711589,
            17217151.12166142,
            18014644.679680504,
            -797493.5580190821
        ],
        [
            1068.281692,
            934.077916,
            134.203776,
            17217.151122,
            18014.64468,
            -797.493558
        ],
        [
            0.427313,
            0.373631,
            0.053682,
            0.206384,
            0.208189,
            0
        ],
        [
            659.764127,
            659.764127,
            659.764127,
            659.764127,
            659.764127,
            659.764127
        ],
        [
            -172430,
            -118276,
            -85789,
            -9514770,
            -4158239,
            -5705555
        ],
        [
            2.347961,
            3.128297,
            1.379501,
            1.595196,
            2.288198,
            0.946629
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            114,
            53,
            61,
            114,
            53,
            61
        ],
        [
            118,
            63,
            55,
            118,
            63,
            55
        ],
        [
            49.137931,
            45.689655,
            52.586207,
            49.137931,
            45.689655,
            52.586207
        ],
        [
            2.430345,
            3.718542,
            1.243813,
            1.651168,
            2.719934,
            0.853518
        ],
        [
            382190,
            382190,
            57337,
            13114989,
            13114989,
            2125271
        ],
        [
            -32347,
            -32347,
            -31765,
            -5705555,
            -2944318,
            -5705555
        ],
        [
            42,
            52,
            32,
            42,
            52,
            32
        ],
        [
            58,
            77,
            41,
            58,
            77,
            41
        ],
        [
            26,
            31,
            21,
            26,
            31,
            21
        ],
        [
            9854,
            6096,
            3757,
            9854,
            6096,
            3757
        ],
        [
            60.704382,
            154.204382,
            60.704382,
            60.704382,
            154.204382,
            60.704382
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            264722,
            -21406,
            -285372,
            483118,
            431427,
            -579712
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1543384800000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757285658627,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 240,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 99,
            "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)