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Trade: XRP/USDT/360/SSF/WMA/7364

Strategy
XRP/USDT/360/SSF/WMA/7364
Pair
XRP_USDT
Interval
6h
Score
670717
Daily Profit
0.259332
Profit Factor
4.172111
Profitability
64.864865
Streak
162.634356
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 00:13
Expiration Time
2025-11-30 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1030921.2873 855479.3545 175441.9327 16270412.6771 64765573.866 -48495161.1889
Total P&L (%) 1030.9213 855.4794 175.4419 16270.4127 64765.5739 -48495.1612
Avg Daily Profit (%) 0.4124 0.3422 0.0702 0.2041 0.2593 0
Buy And Hold Return (%) 858.3543 858.3543 858.3543 858.3543 858.3543 858.3543
Max Trade Drawdown -106897 -54362 -96956 -69180096 -5454673 -68115425
Profit Factor 3.5397 5.5451 1.8059 1.1722 4.1721 0.3454
Total Trades 75 37 38 75 37 38
Winning Trades 48 24 24 48 24 24
Losing Trades 27 13 14 27 13 14
Profitability (%) 64 64.8649 63.1579 64 64.8649 63.1579
Ratio Avg Win / Avg Loss 1.9911 3.0036 1.0534 0.6593 2.2599 0.2015
Largest Winning Trade 220539 220539 63239 46041559 46041559 4685961
Largest Losing Trade -86929 -46387 -86929 -66415494 -4790519 -66415494
Avg Bars in Trades 126 138 115 126 138 115
Avg Bars in Winners 134 128 139 134 128 139
Avg Bars in Losers 112 155 73 112 155 73
Bars Traded 9481 5108 4373 9481 5108 4373
Profit Streak 160.1344 162.6344 160.1344 160.1344 162.6344 160.1344
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144456 -145431 -260016 -82532 670717 -578093

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542045600000,
    "first_datapoint_time": 1547424000000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758057208369,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 250,
            "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": [
        [
            1030921.2872790913,
            855479.3545447799,
            175441.932734312,
            16270412.677108774,
            64765573.86600508,
            -48495161.18889629
        ],
        [
            1030.921287,
            855.479355,
            175.441933,
            16270.412677,
            64765.573866,
            -48495.161189
        ],
        [
            0.412369,
            0.342192,
            0.070177,
            0.20413,
            0.259332,
            0
        ],
        [
            858.354271,
            858.354271,
            858.354271,
            858.354271,
            858.354271,
            858.354271
        ],
        [
            -106897,
            -54362,
            -96956,
            -69180096,
            -5454673,
            -68115425
        ],
        [
            3.539717,
            5.545075,
            1.805894,
            1.172174,
            4.172111,
            0.345391
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            64,
            64.864865,
            63.157895,
            64,
            64.864865,
            63.157895
        ],
        [
            1.991091,
            3.003583,
            1.053438,
            0.659348,
            2.259894,
            0.201478
        ],
        [
            220539,
            220539,
            63239,
            46041559,
            46041559,
            4685961
        ],
        [
            -86929,
            -46387,
            -86929,
            -66415494,
            -4790519,
            -66415494
        ],
        [
            126,
            138,
            115,
            126,
            138,
            115
        ],
        [
            134,
            128,
            139,
            134,
            128,
            139
        ],
        [
            112,
            155,
            73,
            112,
            155,
            73
        ],
        [
            9481,
            5108,
            4373,
            9481,
            5108,
            4373
        ],
        [
            160.134356,
            162.634356,
            160.134356,
            160.134356,
            162.634356,
            160.134356
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144456,
            -145431,
            -260016,
            -82532,
            670717,
            -578093
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542045600000,
    "first_datapoint_time": 1547424000000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758057208369,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 250,
            "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)