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Trade: XRP/USDT/360/SSF/RMA/3266

Strategy
XRP/USDT/360/SSF/RMA/3266
Pair
XRP_USDT
Interval
6h
Score
727582
Daily Profit
0.174793
Profit Factor
15.011314
Profitability
75.862069
Streak
111.423393
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 19:09
Expiration Time
2025-11-22 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 884951.042 717351.7295 167599.3125 1708282.1001 7772842.1646 -6064560.0645
Total P&L (%) 884.951 717.3517 167.5993 1708.2821 7772.8422 -6064.5601
Avg Daily Profit (%) 0.354 0.2869 0.067 0.1159 0.1748 0
Buy And Hold Return (%) 753.1019 753.1019 753.1019 753.1019 753.1019 753.1019
Max Trade Drawdown -97708 -48692 -97708 -5693246 -288328 -7675310
Profit Factor 3.8621 9.3003 1.7523 1.1821 15.0113 0.3127
Total Trades 58 29 29 58 29 29
Winning Trades 44 22 22 44 22 22
Losing Trades 14 7 7 14 7 7
Profitability (%) 75.8621 75.8621 75.8621 75.8621 75.8621 75.8621
Ratio Avg Win / Avg Loss 1.2289 2.9592 0.5576 0.3761 4.7763 0.0995
Largest Winning Trade 167883 167883 48840 2471571 2471571 935633
Largest Losing Trade -97708 -44673 -97708 -5693246 -261874 -5693246
Avg Bars in Trades 165 186 143 165 186 143
Avg Bars in Winners 161 171 151 161 171 151
Avg Bars in Losers 176 233 119 176 233 119
Bars Traded 9581 5409 4172 9581 5409 4172
Profit Streak 111.4234 111.4234 187.6734 111.4234 111.4234 187.6734
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -271296 -144608 -264767 -240032 727582 -576892

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1543989600000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757347781141,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 124,
            "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": [
        [
            884951.0419975048,
            717351.7295147743,
            167599.3124827298,
            1708282.1000734956,
            7772842.164550918,
            -6064560.06447742
        ],
        [
            884.951042,
            717.35173,
            167.599312,
            1708.2821,
            7772.842165,
            -6064.560064
        ],
        [
            0.35398,
            0.286941,
            0.06704,
            0.115866,
            0.174793,
            0
        ],
        [
            753.101851,
            753.101851,
            753.101851,
            753.101851,
            753.101851,
            753.101851
        ],
        [
            -97708,
            -48692,
            -97708,
            -5693246,
            -288328,
            -7675310
        ],
        [
            3.862116,
            9.30032,
            1.752342,
            1.182139,
            15.011314,
            0.312741
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            14,
            7,
            7,
            14,
            7,
            7
        ],
        [
            75.862069,
            75.862069,
            75.862069,
            75.862069,
            75.862069,
            75.862069
        ],
        [
            1.228855,
            2.959193,
            0.557563,
            0.376135,
            4.776327,
            0.099508
        ],
        [
            167883,
            167883,
            48840,
            2471571,
            2471571,
            935633
        ],
        [
            -97708,
            -44673,
            -97708,
            -5693246,
            -261874,
            -5693246
        ],
        [
            165,
            186,
            143,
            165,
            186,
            143
        ],
        [
            161,
            171,
            151,
            161,
            171,
            151
        ],
        [
            176,
            233,
            119,
            176,
            233,
            119
        ],
        [
            9581,
            5409,
            4172,
            9581,
            5409,
            4172
        ],
        [
            111.423393,
            111.423393,
            187.673393,
            111.423393,
            111.423393,
            187.673393
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -271296,
            -144608,
            -264767,
            -240032,
            727582,
            -576892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1543989600000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757347781141,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 177,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 124,
            "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)