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Trade: XRP/USDT/360/SSF/MIDPRICE/2238

Strategy
XRP/USDT/360/SSF/MIDPRICE/2238
Pair
XRP_USDT
Interval
6h
Score
655004
Daily Profit
0.195306
Profit Factor
4.447725
Profitability
60.975610
Streak
287.149766
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-12 12:35
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 1018664.0992 811950.3111 206713.7882 51541695.4055 38500090.9802 13041604.4253
Total P&L (%) 1018.6641 811.9503 206.7138 51541.6954 38500.091 13041.6044
Avg Daily Profit (%) 0.4074 0.3247 0.0827 0.2502 0.2385 0.1953
Buy And Hold Return (%) 760.3549 760.3549 760.3549 760.3549 760.3549 760.3549
Max Trade Drawdown -98186 -83683 -42939 -3655458 -2531508 -1530772
Profit Factor 3.4497 4.228 2.2581 5.8722 6.6651 4.4477
Total Trades 81 40 41 81 40 41
Winning Trades 46 21 25 46 21 25
Losing Trades 35 19 16 35 19 16
Profitability (%) 56.7901 52.5 60.9756 56.7901 52.5 60.9756
Ratio Avg Win / Avg Loss 2.6247 3.8253 1.4452 4.468 6.0303 2.8465
Largest Winning Trade 195266 195266 60592 16068953 16068953 7958680
Largest Losing Trade -49695 -49695 -42939 -1616706 -1616706 -1255079
Avg Bars in Trades 113 134 91 113 134 91
Avg Bars in Winners 133 134 133 133 134 133
Avg Bars in Losers 85 135 27 85 135 27
Bars Traded 9154 5391 3763 9154 5391 3763
Profit Streak 133.1498 133.1498 287.1498 133.1498 133.1498 287.1498
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57724 -127413 -242353 102773 641372 655004

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": 1546689600000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757669739744,
    "expiration_time": 1764137448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "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": [
        [
            1018664.0992145326,
            811950.3110627738,
            206713.7881517584,
            51541695.40553118,
            38500090.98023893,
            13041604.425292253
        ],
        [
            1018.664099,
            811.950311,
            206.713788,
            51541.695406,
            38500.09098,
            13041.604425
        ],
        [
            0.407425,
            0.324748,
            0.082677,
            0.250164,
            0.238494,
            0.195306
        ],
        [
            760.354896,
            760.354896,
            760.354896,
            760.354896,
            760.354896,
            760.354896
        ],
        [
            -98186,
            -83683,
            -42939,
            -3655458,
            -2531508,
            -1530772
        ],
        [
            3.449657,
            4.227951,
            2.258132,
            5.872217,
            6.665089,
            4.447725
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            56.790123,
            52.5,
            60.97561,
            56.790123,
            52.5,
            60.97561
        ],
        [
            2.624739,
            3.825289,
            1.445205,
            4.467991,
            6.030319,
            2.846544
        ],
        [
            195266,
            195266,
            60592,
            16068953,
            16068953,
            7958680
        ],
        [
            -49695,
            -49695,
            -42939,
            -1616706,
            -1616706,
            -1255079
        ],
        [
            113,
            134,
            91,
            113,
            134,
            91
        ],
        [
            133,
            134,
            133,
            133,
            134,
            133
        ],
        [
            85,
            135,
            27,
            85,
            135,
            27
        ],
        [
            9154,
            5391,
            3763,
            9154,
            5391,
            3763
        ],
        [
            133.149765,
            133.149765,
            287.149765,
            133.149766,
            133.149766,
            287.149766
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57724,
            -127413,
            -242353,
            102773,
            641372,
            655004
        ]
    ]
}
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": 1546689600000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757669739744,
    "expiration_time": 1764137448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "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)