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Trade: XRP/USDT/360/SSF/SINWMA/8894

Strategy
XRP/USDT/360/SSF/SINWMA/8894
Pair
XRP_USDT
Interval
6h
Score
399224
Daily Profit
0.181010
Profit Factor
1.638582
Profitability
49.541284
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 18:09
Expiration Time
2025-11-24 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 928677.4917 818801.4059 109876.0857 9094199.014 10232727.0418 -1138528.0278
Total P&L (%) 928.6775 818.8014 109.8761 9094.199 10232.727 -1138.528
Avg Daily Profit (%) 0.3715 0.3275 0.044 0.181 0.1857 0
Buy And Hold Return (%) 693.6152 693.6152 693.6152 693.6152 693.6152 693.6152
Max Trade Drawdown -97100 -70425 -77031 -4496366 -1958099 -4829618
Profit Factor 2.6679 3.7618 1.4221 1.6386 2.412 0.8372
Total Trades 109 55 54 109 55 54
Winning Trades 54 25 29 54 25 29
Losing Trades 55 30 25 55 30 25
Profitability (%) 49.5413 45.4545 53.7037 49.5413 45.4545 53.7037
Ratio Avg Win / Avg Loss 2.7173 4.5142 1.2259 1.6689 2.8944 0.7217
Largest Winning Trade 335196 335196 48267 8126890 8126890 903298
Largest Losing Trade -36918 -36918 -28954 -1754675 -1004617 -1754675
Avg Bars in Trades 90 93 86 90 93 86
Avg Bars in Winners 114 124 106 114 124 106
Avg Bars in Losers 66 67 64 66 67 64
Bars Traded 9839 5148 4691 9839 5148 4691
Profit Streak 0 0 140.3814 0 0 140.3814
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45640 -275435 -477768 399224 -169312 -759392

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1543536000000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757516955597,
    "expiration_time": 1763985600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "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": [
        [
            928677.491675994,
            818801.4059286213,
            109876.0857473722,
            9094199.013950303,
            10232727.041752039,
            -1138528.0278017374
        ],
        [
            928.677492,
            818.801406,
            109.876086,
            9094.199014,
            10232.727042,
            -1138.528028
        ],
        [
            0.371471,
            0.327521,
            0.04395,
            0.18101,
            0.185688,
            0
        ],
        [
            693.615167,
            693.615167,
            693.615167,
            693.615167,
            693.615167,
            693.615167
        ],
        [
            -97100,
            -70425,
            -77031,
            -4496366,
            -1958099,
            -4829618
        ],
        [
            2.667924,
            3.761849,
            1.422084,
            1.638582,
            2.412006,
            0.83722
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            49.541284,
            45.454545,
            53.703704,
            49.541284,
            45.454545,
            53.703704
        ],
        [
            2.71733,
            4.514219,
            1.225935,
            1.668926,
            2.894407,
            0.721742
        ],
        [
            335196,
            335196,
            48267,
            8126890,
            8126890,
            903298
        ],
        [
            -36918,
            -36918,
            -28954,
            -1754675,
            -1004617,
            -1754675
        ],
        [
            90,
            93,
            86,
            90,
            93,
            86
        ],
        [
            114,
            124,
            106,
            114,
            124,
            106
        ],
        [
            66,
            67,
            64,
            66,
            67,
            64
        ],
        [
            9839,
            5148,
            4691,
            9839,
            5148,
            4691
        ],
        [
            0,
            0,
            140.38143,
            0,
            0,
            140.38143
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45640,
            -275435,
            -477768,
            399224,
            -169312,
            -759392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1543536000000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757516955597,
    "expiration_time": 1763985600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "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)