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Trade: XRP/USDT/480/SSF/DCM/5719

Strategy
XRP/USDT/480/SSF/DCM/5719
Pair
XRP_USDT
Interval
8h
Score
464660
Daily Profit
0.206967
Profit Factor
1.658348
Profitability
50.537634
Streak
142.876640
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-21 08:02
Expiration Time
2025-12-05 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1204090.4484 1066525.0903 137565.3581 17483061.4998 19520719.7377 -2037658.2379
Total P&L (%) 1204.0904 1066.5251 137.5654 17483.0615 19520.7197 -2037.6582
Avg Daily Profit (%) 0.4816 0.4266 0.055 0.207 0.2114 0
Buy And Hold Return (%) 817.8542 817.8542 817.8542 817.8542 817.8542 817.8542
Max Trade Drawdown -107709 -95665 -82492 -8157501 -4916160 -9988850
Profit Factor 3.7826 4.9285 1.8532 1.6583 2.3847 0.8364
Total Trades 93 46 47 93 46 47
Winning Trades 47 20 27 47 20 27
Losing Trades 46 26 20 46 26 20
Profitability (%) 50.5376 43.4783 57.4468 50.5376 43.4783 57.4468
Ratio Avg Win / Avg Loss 3.7021 6.4071 1.3727 1.6231 3.1001 0.6196
Largest Winning Trade 563400 563400 61357 13551025 13551025 1735108
Largest Losing Trade -33569 -28084 -33569 -6251104 -2234110 -6251104
Avg Bars in Trades 76 100 53 76 100 53
Avg Bars in Winners 104 153 68 104 153 68
Avg Bars in Losers 47 59 32 47 59 32
Bars Traded 7109 4607 2502 7109 4607 2502
Profit Streak 142.8766 142.8766 240.21 142.8766 142.8766 240.21
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 5823 -55357 -280419 464660 388316 -578377

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758430941673,
    "expiration_time": 1764893664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "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": [
        [
            1204090.4483744844,
            1066525.0902810888,
            137565.3580933959,
            17483061.499842905,
            19520719.737709884,
            -2037658.2378669793
        ],
        [
            1204.090448,
            1066.52509,
            137.565358,
            17483.0615,
            19520.719738,
            -2037.658238
        ],
        [
            0.481573,
            0.426554,
            0.055019,
            0.206967,
            0.211362,
            0
        ],
        [
            817.8542,
            817.8542,
            817.8542,
            817.8542,
            817.8542,
            817.8542
        ],
        [
            -107709,
            -95665,
            -82492,
            -8157501,
            -4916160,
            -9988850
        ],
        [
            3.782585,
            4.928506,
            1.853171,
            1.658348,
            2.384721,
            0.836448
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            47,
            20,
            27,
            47,
            20,
            27
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            50.537634,
            43.478261,
            57.446809,
            50.537634,
            43.478261,
            57.446809
        ],
        [
            3.702105,
            6.407058,
            1.372719,
            1.623064,
            3.100138,
            0.619591
        ],
        [
            563400,
            563400,
            61357,
            13551025,
            13551025,
            1735108
        ],
        [
            -33569,
            -28084,
            -33569,
            -6251104,
            -2234110,
            -6251104
        ],
        [
            76,
            100,
            53,
            76,
            100,
            53
        ],
        [
            104,
            153,
            68,
            104,
            153,
            68
        ],
        [
            47,
            59,
            32,
            47,
            59,
            32
        ],
        [
            7109,
            4607,
            2502,
            7109,
            4607,
            2502
        ],
        [
            142.87664,
            142.87664,
            240.209973,
            142.87664,
            142.87664,
            240.209973
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            5823,
            -55357,
            -280419,
            464660,
            388316,
            -578377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758430941673,
    "expiration_time": 1764893664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 239,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "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)