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Trade: XRP/USDT/360/SSF/WMA/8299

Strategy
XRP/USDT/360/SSF/WMA/8299
Pair
XRP_USDT
Interval
6h
Score
487637
Daily Profit
0.179459
Profit Factor
3.268246
Profitability
45.833333
Streak
167.571091
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-15 04:42
Expiration Time
2025-11-29 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 901138.6973 794653.6457 106485.0516 8607599.7513 8749110.0516 -141510.3003
Total P&L (%) 901.1387 794.6536 106.4851 8607.5998 8749.1101 -141.5103
Avg Daily Profit (%) 0.3604 0.3178 0.0426 0.1788 0.1795 0
Buy And Hold Return (%) 749.333 749.333 749.333 749.333 749.333 749.333
Max Trade Drawdown -80042 -43845 -60693 -2688057 -895255 -2413224
Profit Factor 2.7941 4.357 1.401 1.9592 3.2682 0.9723
Total Trades 97 48 49 97 48 49
Winning Trades 49 22 27 49 22 27
Losing Trades 48 26 22 48 26 22
Profitability (%) 50.5155 45.8333 55.102 50.5155 45.8333 55.102
Ratio Avg Win / Avg Loss 2.7371 5.1492 1.1415 1.9192 3.8625 0.7923
Largest Winning Trade 361958 361958 51207 4260282 4260282 855846
Largest Losing Trade -55032 -27592 -55032 -2127043 -844981 -2127043
Avg Bars in Trades 100 100 100 100 100 100
Avg Bars in Winners 131 135 127 131 135 127
Avg Bars in Losers 68 70 67 68 70 67
Bars Traded 9728 4811 4917 9728 4811 4917
Profit Streak 167.5711 167.5711 245.5711 167.5711 167.5711 245.5711
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86272 -131157 -298962 479320 487637 -578643

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541872800000,
    "first_datapoint_time": 1545393600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757900542279,
    "expiration_time": 1764375048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 164,
            "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": [
        [
            901138.697284378,
            794653.6457149932,
            106485.0515693848,
            8607599.751337692,
            8749110.051640013,
            -141510.3003023204
        ],
        [
            901.138697,
            794.653646,
            106.485052,
            8607.599751,
            8749.110052,
            -141.5103
        ],
        [
            0.360419,
            0.31783,
            0.04259,
            0.178813,
            0.179459,
            0
        ],
        [
            749.333036,
            749.333036,
            749.333036,
            749.333036,
            749.333036,
            749.333036
        ],
        [
            -80042,
            -43845,
            -60693,
            -2688057,
            -895255,
            -2413224
        ],
        [
            2.794113,
            4.357039,
            1.400979,
            1.959162,
            3.268246,
            0.972344
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            50.515464,
            45.833333,
            55.102041,
            50.515464,
            45.833333,
            55.102041
        ],
        [
            2.73709,
            5.149227,
            1.141539,
            1.919179,
            3.862473,
            0.792281
        ],
        [
            361958,
            361958,
            51207,
            4260282,
            4260282,
            855846
        ],
        [
            -55032,
            -27592,
            -55032,
            -2127043,
            -844981,
            -2127043
        ],
        [
            100,
            100,
            100,
            100,
            100,
            100
        ],
        [
            131,
            135,
            127,
            131,
            135,
            127
        ],
        [
            68,
            70,
            67,
            68,
            70,
            67
        ],
        [
            9728,
            4811,
            4917,
            9728,
            4811,
            4917
        ],
        [
            167.571091,
            167.571091,
            245.571091,
            167.571091,
            167.571091,
            245.571091
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86272,
            -131157,
            -298962,
            479320,
            487637,
            -578643
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541872800000,
    "first_datapoint_time": 1545393600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757900542279,
    "expiration_time": 1764375048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 164,
            "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)