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Trade: XRP/USDT/360/SSF/MIDPRICE/1592

Strategy
XRP/USDT/360/SSF/MIDPRICE/1592
Pair
XRP_USDT
Interval
6h
Score
692068
Daily Profit
0.205424
Profit Factor
6.356871
Profitability
59.090909
Streak
439.661218
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 18:52
Expiration Time
2025-12-01 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 940363.9541 775750.0077 164613.9464 22911901.9977 16807185.7096 6104716.2881
Total P&L (%) 940.364 775.75 164.6139 22911.902 16807.1857 6104.7163
Avg Daily Profit (%) 0.3761 0.3103 0.0658 0.2178 0.2054 0.1653
Buy And Hold Return (%) 748.7758 748.7758 748.7758 748.7758 748.7758 748.7758
Max Trade Drawdown -102139 -89944 -47390 -1648587 -1131580 -673544
Profit Factor 3.0168 3.7615 1.8881 5.7336 6.3569 4.5852
Total Trades 89 44 45 89 44 45
Winning Trades 50 26 24 50 26 24
Losing Trades 39 18 21 39 18 21
Profitability (%) 56.1798 59.0909 53.3333 56.1798 59.0909 53.3333
Ratio Avg Win / Avg Loss 2.3531 2.6041 1.6521 4.4722 4.4009 4.012
Largest Winning Trade 195266 195266 60860 7796010 7796010 3488173
Largest Losing Trade -49446 -49446 -39248 -698666 -698666 -504471
Avg Bars in Trades 102 122 83 102 122 83
Avg Bars in Winners 128 121 136 128 121 136
Avg Bars in Losers 69 122 23 69 122 23
Bars Traded 9147 5379 3768 9147 5379 3768
Profit Streak 292.4112 439.6612 292.4112 292.4112 439.6612 292.4112
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68417 -136091 -265359 683045 692068 614791

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758124329247,
    "expiration_time": 1764590400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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": [
        [
            940363.9540829076,
            775750.007663653,
            164613.9464192545,
            22911901.99770662,
            16807185.709647104,
            6104716.288059517
        ],
        [
            940.363954,
            775.750008,
            164.613946,
            22911.901998,
            16807.18571,
            6104.716288
        ],
        [
            0.376146,
            0.3103,
            0.065846,
            0.217781,
            0.205424,
            0.165252
        ],
        [
            748.775831,
            748.775831,
            748.775831,
            748.775831,
            748.775831,
            748.775831
        ],
        [
            -102139,
            -89944,
            -47390,
            -1648587,
            -1131580,
            -673544
        ],
        [
            3.016784,
            3.761536,
            1.888093,
            5.733599,
            6.356871,
            4.585168
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            56.179775,
            59.090909,
            53.333333,
            56.179775,
            59.090909,
            53.333333
        ],
        [
            2.353091,
            2.60414,
            1.652081,
            4.472208,
            4.400911,
            4.012022
        ],
        [
            195266,
            195266,
            60860,
            7796010,
            7796010,
            3488173
        ],
        [
            -49446,
            -49446,
            -39248,
            -698666,
            -698666,
            -504471
        ],
        [
            102,
            122,
            83,
            102,
            122,
            83
        ],
        [
            128,
            121,
            136,
            128,
            121,
            136
        ],
        [
            69,
            122,
            23,
            69,
            122,
            23
        ],
        [
            9147,
            5379,
            3768,
            9147,
            5379,
            3768
        ],
        [
            292.411218,
            439.661218,
            292.411218,
            292.411218,
            439.661218,
            292.411218
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68417,
            -136091,
            -265359,
            683045,
            692068,
            614791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758124329247,
    "expiration_time": 1764590400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 223,
            "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)