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Trade: XRP/USDT/480/SSF/DCM/2333

Strategy
XRP/USDT/480/SSF/DCM/2333
Pair
XRP_USDT
Interval
8h
Score
574624
Daily Profit
0.174649
Profit Factor
2.896156
Profitability
62.222222
Streak
138.353654
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-16 03:29
Expiration Time
2025-11-30 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 721146.7471 631584.9303 89561.8167 5938456.2447 7753914.1455 -1815457.9008
Total P&L (%) 721.1467 631.5849 89.5618 5938.4562 7753.9141 -1815.4579
Avg Daily Profit (%) 0.2884 0.2526 0.0358 0.1641 0.1746 0
Buy And Hold Return (%) 755.9407 755.9407 755.9407 755.9407 755.9407 755.9407
Max Trade Drawdown -84790 -79167 -63474 -4076630 -1242031 -4000557
Profit Factor 2.5754 3.4014 1.4599 1.6148 2.8962 0.6741
Total Trades 91 45 46 91 45 46
Winning Trades 52 28 24 52 28 24
Losing Trades 39 17 22 39 17 22
Profitability (%) 57.1429 62.2222 52.1739 57.1429 62.2222 52.1739
Ratio Avg Win / Avg Loss 1.9315 2.0651 1.3382 1.2111 1.7584 0.6179
Largest Winning Trade 177409 177409 54806 4820372 4820372 983030
Largest Losing Trade -49386 -49386 -30442 -2294593 -700656 -2294593
Avg Bars in Trades 78 94 62 78 94 62
Avg Bars in Winners 82 78 88 82 78 88
Avg Bars in Losers 71 120 34 71 120 34
Bars Traded 7113 4239 2874 7113 4239 2874
Profit Streak 67.3537 138.3537 67.3537 67.3537 138.3537 67.3537
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149935 -148175 -308856 425361 574624 -579864

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757982555682,
    "expiration_time": 1764462528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 167,
            "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": [
        [
            721146.7470517971,
            631584.9303324497,
            89561.8167193473,
            5938456.244683983,
            7753914.145480692,
            -1815457.9007967091
        ],
        [
            721.146747,
            631.58493,
            89.561817,
            5938.456245,
            7753.914145,
            -1815.457901
        ],
        [
            0.288381,
            0.252566,
            0.035815,
            0.16412,
            0.174649,
            0
        ],
        [
            755.940722,
            755.940722,
            755.940722,
            755.940722,
            755.940722,
            755.940722
        ],
        [
            -84790,
            -79167,
            -63474,
            -4076630,
            -1242031,
            -4000557
        ],
        [
            2.575355,
            3.401392,
            1.459858,
            1.614759,
            2.896156,
            0.674096
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            57.142857,
            62.222222,
            52.173913,
            57.142857,
            62.222222,
            52.173913
        ],
        [
            1.931517,
            2.065131,
            1.338203,
            1.211069,
            1.75838,
            0.617921
        ],
        [
            177409,
            177409,
            54806,
            4820372,
            4820372,
            983030
        ],
        [
            -49386,
            -49386,
            -30442,
            -2294593,
            -700656,
            -2294593
        ],
        [
            78,
            94,
            62,
            78,
            94,
            62
        ],
        [
            82,
            78,
            88,
            82,
            78,
            88
        ],
        [
            71,
            120,
            34,
            71,
            120,
            34
        ],
        [
            7113,
            4239,
            2874,
            7113,
            4239,
            2874
        ],
        [
            67.353654,
            138.353654,
            67.353654,
            67.353654,
            138.353654,
            67.353654
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149935,
            -148175,
            -308856,
            425361,
            574624,
            -579864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757982555682,
    "expiration_time": 1764462528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 167,
            "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)