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Trade: XRP/USDT/360/SSF/RMA/5059

Strategy
XRP/USDT/360/SSF/RMA/5059
Pair
XRP_USDT
Interval
6h
Score
581614
Daily Profit
0.212326
Profit Factor
3.390434
Profitability
54.545455
Streak
158.530610
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-14 09:44
Expiration Time
2025-11-28 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 911541.0221 771933.5295 139607.4926 15746048.2343 19994821.2266 -4248772.9923
Total P&L (%) 911.541 771.9335 139.6075 15746.0482 19994.8212 -4248.773
Avg Daily Profit (%) 0.3646 0.3087 0.0558 0.2028 0.2123 0
Buy And Hold Return (%) 778.6594 778.6594 778.6594 778.6594 778.6594 778.6594
Max Trade Drawdown -57199 -45186 -48341 -10666444 -4899814 -7258630
Profit Factor 3.4617 6.2002 1.6293 1.7326 3.3904 0.6764
Total Trades 66 33 33 66 33 33
Winning Trades 37 18 19 37 18 19
Losing Trades 29 15 14 29 15 14
Profitability (%) 56.0606 54.5455 57.5758 56.0606 54.5455 57.5758
Ratio Avg Win / Avg Loss 2.7132 5.1669 1.2005 1.358 2.8254 0.4984
Largest Winning Trade 355546 355546 47406 16448012 16448012 2984943
Largest Losing Trade -44841 -29757 -44841 -6110132 -4353730 -6110132
Avg Bars in Trades 145 155 136 145 155 136
Avg Bars in Winners 167 164 170 167 164 170
Avg Bars in Losers 118 143 90 118 143 90
Bars Traded 9634 5123 4511 9634 5123 4511
Profit Streak 153.0306 158.5306 153.0306 153.0306 158.5306 153.0306
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -222981 -146752 -280628 -116127 581614 -579245

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1757829600000,
    "evaluation_time": 1757832244729,
    "expiration_time": 1764310248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 235,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 101,
            "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": [
        [
            911541.0221353113,
            771933.529541252,
            139607.4925940595,
            15746048.234301409,
            19994821.226600487,
            -4248772.992299079
        ],
        [
            911.541022,
            771.93353,
            139.607493,
            15746.048234,
            19994.821227,
            -4248.772992
        ],
        [
            0.36458,
            0.308743,
            0.055837,
            0.202805,
            0.212326,
            0
        ],
        [
            778.659421,
            778.659421,
            778.659421,
            778.659421,
            778.659421,
            778.659421
        ],
        [
            -57199,
            -45186,
            -48341,
            -10666444,
            -4899814,
            -7258630
        ],
        [
            3.461689,
            6.200235,
            1.629291,
            1.732626,
            3.390434,
            0.67636
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            56.060606,
            54.545455,
            57.575758,
            56.060606,
            54.545455,
            57.575758
        ],
        [
            2.713216,
            5.166863,
            1.20053,
            1.358004,
            2.825361,
            0.498371
        ],
        [
            355546,
            355546,
            47406,
            16448012,
            16448012,
            2984943
        ],
        [
            -44841,
            -29757,
            -44841,
            -6110132,
            -4353730,
            -6110132
        ],
        [
            145,
            155,
            136,
            145,
            155,
            136
        ],
        [
            167,
            164,
            170,
            167,
            164,
            170
        ],
        [
            118,
            143,
            90,
            118,
            143,
            90
        ],
        [
            9634,
            5123,
            4511,
            9634,
            5123,
            4511
        ],
        [
            153.03061,
            158.53061,
            153.03061,
            153.03061,
            158.53061,
            153.03061
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -222981,
            -146752,
            -280628,
            -116127,
            581614,
            -579245
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1757829600000,
    "evaluation_time": 1757832244729,
    "expiration_time": 1764310248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 235,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 101,
            "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)