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Trade: XRP/USDT/360/SSF/RMA/5812

Strategy
XRP/USDT/360/SSF/RMA/5812
Pair
XRP_USDT
Interval
6h
Score
636043
Daily Profit
0.226663
Profit Factor
4.744194
Profitability
56.097561
Streak
172.913987
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 12:56
Expiration Time
2025-12-05 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1004537.0112 830613.5959 173923.4152 29161418.0619 28619192.7671 542225.2948
Total P&L (%) 1004.537 830.6136 173.9234 29161.4181 28619.1928 542.2253
Avg Daily Profit (%) 0.4018 0.3322 0.0696 0.2274 0.2267 0.0744
Buy And Hold Return (%) 704.1569 704.1569 704.1569 704.1569 704.1569 704.1569
Max Trade Drawdown -72579 -35163 -69532 -7814061 -1658401 -9691971
Profit Factor 3.5838 6.005 1.7806 2.3072 4.7442 1.037
Total Trades 83 41 42 83 41 42
Winning Trades 48 23 25 48 23 25
Losing Trades 35 18 17 35 18 17
Profitability (%) 57.8313 56.0976 59.5238 57.8313 56.0976 59.5238
Ratio Avg Win / Avg Loss 2.6132 4.6996 1.2108 1.6823 3.7128 0.7051
Largest Winning Trade 367132 367132 50286 14249360 14249360 2691443
Largest Losing Trade -55032 -22650 -55032 -6390019 -1658401 -6390019
Avg Bars in Trades 118 123 112 118 123 112
Avg Bars in Winners 138 145 133 138 145 133
Avg Bars in Losers 89 96 83 89 96 83
Bars Traded 9809 5073 4736 9809 5073 4736
Profit Streak 172.914 172.914 249.414 172.914 172.914 249.414
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15395 -90415 -260906 497295 636043 -437811

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542434400000,
    "first_datapoint_time": 1543752000000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758448568437,
    "expiration_time": 1764914400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 62,
            "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": [
        [
            1004537.0111892284,
            830613.5959495786,
            173923.4152396501,
            29161418.061910436,
            28619192.767089225,
            542225.2948212111
        ],
        [
            1004.537011,
            830.613596,
            173.923415,
            29161.418062,
            28619.192767,
            542.225295
        ],
        [
            0.401815,
            0.332245,
            0.069569,
            0.227412,
            0.226663,
            0.074418
        ],
        [
            704.156869,
            704.156869,
            704.156869,
            704.156869,
            704.156869,
            704.156869
        ],
        [
            -72579,
            -35163,
            -69532,
            -7814061,
            -1658401,
            -9691971
        ],
        [
            3.583845,
            6.004981,
            1.78056,
            2.307205,
            4.744194,
            1.036975
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            57.831325,
            56.097561,
            59.52381,
            57.831325,
            56.097561,
            59.52381
        ],
        [
            2.61322,
            4.699551,
            1.210781,
            1.682337,
            3.712848,
            0.705143
        ],
        [
            367132,
            367132,
            50286,
            14249360,
            14249360,
            2691443
        ],
        [
            -55032,
            -22650,
            -55032,
            -6390019,
            -1658401,
            -6390019
        ],
        [
            118,
            123,
            112,
            118,
            123,
            112
        ],
        [
            138,
            145,
            133,
            138,
            145,
            133
        ],
        [
            89,
            96,
            83,
            89,
            96,
            83
        ],
        [
            9809,
            5073,
            4736,
            9809,
            5073,
            4736
        ],
        [
            172.913986,
            172.913986,
            249.413986,
            172.913986,
            172.913987,
            249.413987
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15395,
            -90415,
            -260906,
            497295,
            636043,
            -437811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542434400000,
    "first_datapoint_time": 1543752000000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758448568437,
    "expiration_time": 1764914400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 186,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 62,
            "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)