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Trade: XRP/USDT/360/TEMA/SSF/3961

Strategy
XRP/USDT/360/TEMA/SSF/3961
Pair
XRP_USDT
Interval
6h
Score
337847
Daily Profit
0.200871
Profit Factor
1.361489
Profitability
45.081967
Streak
97.188382
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 13:31
Expiration Time
2025-12-04 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 978104.4173 857198.7104 120905.7069 14991647.0725 23811417.7419 -8819770.6695
Total P&L (%) 978.1044 857.1987 120.9057 14991.6471 23811.4177 -8819.7707
Avg Daily Profit (%) 0.3912 0.3429 0.0484 0.2009 0.2193 0
Buy And Hold Return (%) 806.3004 806.3004 806.3004 806.3004 806.3004 806.3004
Max Trade Drawdown -83218 -42315 -76366 -15924072 -6925987 -13170790
Profit Factor 2.7973 4.5508 1.3993 1.3615 2.4776 0.6522
Total Trades 122 61 61 122 61 61
Winning Trades 55 27 28 55 27 28
Losing Trades 67 34 33 67 34 33
Profitability (%) 45.082 44.2623 45.9016 45.082 44.2623 45.9016
Ratio Avg Win / Avg Loss 3.4076 5.7306 1.6492 1.6585 3.1199 0.7686
Largest Winning Trade 333455 333455 54669 19530261 19530261 3526612
Largest Losing Trade -53158 -22828 -53158 -8209212 -3639846 -8209212
Avg Bars in Trades 79 80 77 79 80 77
Avg Bars in Winners 117 116 117 117 116 117
Avg Bars in Losers 47 52 43 47 52 43
Bars Traded 9651 4932 4719 9651 4932 4719
Profit Streak 97.1884 97.1884 100.9384 97.1884 97.1884 100.9384
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84707 -292766 -454615 337847 -150427 -743093

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542348000000,
    "first_datapoint_time": 1547488800000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758364276250,
    "expiration_time": 1764828000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 33,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            978104.4172965374,
            857198.7104153456,
            120905.7068811918,
            14991647.072458303,
            23811417.741937567,
            -8819770.66947925
        ],
        [
            978.104417,
            857.19871,
            120.905707,
            14991.647072,
            23811.417742,
            -8819.770669
        ],
        [
            0.391242,
            0.342879,
            0.048362,
            0.200871,
            0.219318,
            0
        ],
        [
            806.300386,
            806.300386,
            806.300386,
            806.300386,
            806.300386,
            806.300386
        ],
        [
            -83218,
            -42315,
            -76366,
            -15924072,
            -6925987,
            -13170790
        ],
        [
            2.797281,
            4.550806,
            1.399287,
            1.361489,
            2.477581,
            0.652174
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            45.081967,
            44.262295,
            45.901639,
            45.081967,
            44.262295,
            45.901639
        ],
        [
            3.407596,
            5.730645,
            1.64916,
            1.658541,
            3.119917,
            0.768633
        ],
        [
            333455,
            333455,
            54669,
            19530261,
            19530261,
            3526612
        ],
        [
            -53158,
            -22828,
            -53158,
            -8209212,
            -3639846,
            -8209212
        ],
        [
            79,
            80,
            77,
            79,
            80,
            77
        ],
        [
            117,
            116,
            117,
            117,
            116,
            117
        ],
        [
            47,
            52,
            43,
            47,
            52,
            43
        ],
        [
            9651,
            4932,
            4719,
            9651,
            4932,
            4719
        ],
        [
            97.188382,
            97.188382,
            100.938382,
            97.188382,
            97.188382,
            100.938382
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84707,
            -292766,
            -454615,
            337847,
            -150427,
            -743093
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542348000000,
    "first_datapoint_time": 1547488800000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758364276250,
    "expiration_time": 1764828000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 33,
            "offset": 0,
            "poles": 3
        }
    }
}

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)