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Trade: XRP/USDT/480/SSF/DCM/3165

Strategy
XRP/USDT/480/SSF/DCM/3165
Pair
XRP_USDT
Interval
8h
Score
679175
Daily Profit
0.208985
Profit Factor
4.289489
Profitability
69.444444
Streak
127.351763
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-20 11:26
Expiration Time
2025-12-04 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 850194.3209 715210.7294 134983.5915 9303034.0815 18390886.8613 -9087852.7798
Total P&L (%) 850.1943 715.2107 134.9836 9303.0341 18390.8869 -9087.8528
Avg Daily Profit (%) 0.34 0.286 0.054 0.1819 0.209 0
Buy And Hold Return (%) 880.7208 880.7208 880.7208 880.7208 880.7208 880.7208
Max Trade Drawdown -100346 -70739 -86063 -13926056 -2560880 -13396059
Profit Factor 3.0498 5.2979 1.5435 1.3837 4.2895 0.5129
Total Trades 72 36 36 72 36 36
Winning Trades 49 25 24 49 25 24
Losing Trades 23 11 12 23 11 12
Profitability (%) 68.0556 69.4444 66.6667 68.0556 69.4444 66.6667
Ratio Avg Win / Avg Loss 1.4315 2.3311 0.7717 0.6495 1.8874 0.2565
Largest Winning Trade 157634 157634 52750 11214991 11214991 1346085
Largest Losing Trade -68157 -49023 -68157 -11783550 -1630693 -11783550
Avg Bars in Trades 97 111 83 97 111 83
Avg Bars in Winners 102 103 100 102 103 100
Avg Bars in Losers 88 130 50 88 130 50
Bars Traded 7039 4025 3014 7039 4025 3014
Profit Streak 127.3518 127.3518 215.6851 127.3518 127.3518 215.6851
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -231602 -145513 -283564 -72963 679175 -577644

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542355200000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758356792341,
    "expiration_time": 1764836064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 237,
            "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": [
        [
            850194.3209296636,
            715210.7294290704,
            134983.591500593,
            9303034.081520991,
            18390886.861291945,
            -9087852.77977096
        ],
        [
            850.194321,
            715.210729,
            134.983592,
            9303.034082,
            18390.886861,
            -9087.85278
        ],
        [
            0.340033,
            0.286047,
            0.053986,
            0.181886,
            0.208985,
            0
        ],
        [
            880.720844,
            880.720844,
            880.720844,
            880.720844,
            880.720844,
            880.720844
        ],
        [
            -100346,
            -70739,
            -86063,
            -13926056,
            -2560880,
            -13396059
        ],
        [
            3.049767,
            5.297934,
            1.543482,
            1.383651,
            4.289489,
            0.512921
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            68.055556,
            69.444444,
            66.666667,
            68.055556,
            69.444444,
            66.666667
        ],
        [
            1.431523,
            2.331091,
            0.771741,
            0.649469,
            1.887375,
            0.256461
        ],
        [
            157634,
            157634,
            52750,
            11214991,
            11214991,
            1346085
        ],
        [
            -68157,
            -49023,
            -68157,
            -11783550,
            -1630693,
            -11783550
        ],
        [
            97,
            111,
            83,
            97,
            111,
            83
        ],
        [
            102,
            103,
            100,
            102,
            103,
            100
        ],
        [
            88,
            130,
            50,
            88,
            130,
            50
        ],
        [
            7039,
            4025,
            3014,
            7039,
            4025,
            3014
        ],
        [
            127.351763,
            127.351763,
            215.685096,
            127.351763,
            127.351763,
            215.685097
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -231602,
            -145513,
            -283564,
            -72963,
            679175,
            -577644
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542355200000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758356792341,
    "expiration_time": 1764836064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 237,
            "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)