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Trade: XRP/USDT/480/SSF/DEMA/5985

Strategy
XRP/USDT/480/SSF/DEMA/5985
Pair
XRP_USDT
Interval
8h
Score
443147
Daily Profit
0.150950
Profit Factor
5.670045
Profitability
42.424242
Streak
124.401544
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-22 20:38
Expiration Time
2025-12-06 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 782720.712 718104.3065 64616.4055 3983324.5704 4246333.104 -263008.5336
Total P&L (%) 782.7207 718.1043 64.6164 3983.3246 4246.3331 -263.0085
Avg Daily Profit (%) 0.313 0.2872 0.0258 0.1485 0.151 0
Buy And Hold Return (%) 814.3149 814.3149 814.3149 814.3149 814.3149 814.3149
Max Trade Drawdown -155203 -107570 -79368 -1419983 -622266 -892816
Profit Factor 2.9169 4.3214 1.3363 2.841 5.67 0.7903
Total Trades 67 33 34 67 33 34
Winning Trades 31 14 17 31 14 17
Losing Trades 36 19 17 36 19 17
Profitability (%) 46.2687 42.4242 50 46.2687 42.4242 50
Ratio Avg Win / Avg Loss 3.3874 5.8648 1.3363 3.2993 7.6951 0.7903
Largest Winning Trade 332637 332637 49175 2040018 2040018 219674
Largest Losing Trade -43573 -41296 -43573 -709995 -300921 -709995
Avg Bars in Trades 105 104 107 105 104 107
Avg Bars in Winners 136 113 155 136 113 155
Avg Bars in Losers 79 98 58 79 98 58
Bars Traded 7094 3456 3638 7094 3456 3638
Profit Streak 124.4015 124.4015 262.7349 124.4015 124.4015 262.7349
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -272581 -152102 -322871 -111839 443147 -579825

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758562693368,
    "expiration_time": 1765038528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 208,
            "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": [
        [
            782720.7119679587,
            718104.306452951,
            64616.4055150081,
            3983324.5703873066,
            4246333.104016052,
            -263008.5336287444
        ],
        [
            782.720712,
            718.104306,
            64.616406,
            3983.32457,
            4246.333104,
            -263.008534
        ],
        [
            0.313004,
            0.287165,
            0.02584,
            0.14845,
            0.15095,
            0
        ],
        [
            814.314935,
            814.314935,
            814.314935,
            814.314935,
            814.314935,
            814.314935
        ],
        [
            -155203,
            -107570,
            -79368,
            -1419983,
            -622266,
            -892816
        ],
        [
            2.916886,
            4.321442,
            1.336322,
            2.841034,
            5.670045,
            0.790325
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            46.268657,
            42.424242,
            50,
            46.268657,
            42.424242,
            50
        ],
        [
            3.387352,
            5.864814,
            1.336322,
            3.299266,
            7.695061,
            0.790325
        ],
        [
            332637,
            332637,
            49175,
            2040018,
            2040018,
            219674
        ],
        [
            -43573,
            -41296,
            -43573,
            -709995,
            -300921,
            -709995
        ],
        [
            105,
            104,
            107,
            105,
            104,
            107
        ],
        [
            136,
            113,
            155,
            136,
            113,
            155
        ],
        [
            79,
            98,
            58,
            79,
            98,
            58
        ],
        [
            7094,
            3456,
            3638,
            7094,
            3456,
            3638
        ],
        [
            124.401544,
            124.401544,
            262.734877,
            124.401544,
            124.401544,
            262.734877
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -272581,
            -152102,
            -322871,
            -111839,
            443147,
            -579825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758562693368,
    "expiration_time": 1765038528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 208,
            "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)