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Trade: XRP/USDT/480/SSF/MIDPOINT/1270

Strategy
XRP/USDT/480/SSF/MIDPOINT/1270
Pair
XRP_USDT
Interval
8h
Score
662914
Daily Profit
0.283409
Profit Factor
5.241094
Profitability
58.823529
Streak
121.854545
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-13 23:30
Expiration Time
2025-11-27 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1086757.9253 859569.7498 227188.1756 110247553.8997 118239812.5996 -7992258.6998
Total P&L (%) 1086.7579 859.5698 227.1882 110247.5539 118239.8126 -7992.2587
Avg Daily Profit (%) 0.4346 0.3438 0.0909 0.2806 0.2834 0
Buy And Hold Return (%) 860.2943 860.2943 860.2943 860.2943 860.2943 860.2943
Max Trade Drawdown -39179 -28196 -40990 -39055842 -14020919 -30824991
Profit Factor 5.0454 8.6766 2.4501 2.5834 5.2411 0.8086
Total Trades 67 34 33 67 34 33
Winning Trades 40 20 20 40 20 20
Losing Trades 27 14 13 27 14 13
Profitability (%) 59.7015 58.8235 60.6061 59.7015 58.8235 60.6061
Ratio Avg Win / Avg Loss 3.4056 6.0736 1.5926 1.7438 3.6688 0.5256
Largest Winning Trade 344406 344406 44999 85405662 85405662 8254617
Largest Losing Trade -29309 -16953 -29309 -25034922 -14020919 -25034922
Avg Bars in Trades 106 127 85 106 127 85
Avg Bars in Winners 113 129 97 113 129 97
Avg Bars in Losers 96 124 67 96 124 67
Bars Traded 7142 4323 2819 7142 4323 2819
Profit Streak 121.8545 121.8545 195.1879 121.8545 121.8545 195.1879
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -184793 -146290 -230823 -105130 662914 -578837

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541779200000,
    "first_datapoint_time": 1547740800000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757795432718,
    "expiration_time": 1764260064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            1086757.9253415267,
            859569.7497644364,
            227188.1755770903,
            110247553.89973341,
            118239812.59955385,
            -7992258.699820451
        ],
        [
            1086.757925,
            859.56975,
            227.188176,
            110247.5539,
            118239.8126,
            -7992.2587
        ],
        [
            0.434646,
            0.343783,
            0.090863,
            0.280605,
            0.283409,
            0
        ],
        [
            860.294253,
            860.294253,
            860.294253,
            860.294253,
            860.294253,
            860.294253
        ],
        [
            -39179,
            -28196,
            -40990,
            -39055842,
            -14020919,
            -30824991
        ],
        [
            5.045401,
            8.676575,
            2.450132,
            2.583375,
            5.241094,
            0.808562
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            59.701493,
            58.823529,
            60.606061,
            59.701493,
            58.823529,
            60.606061
        ],
        [
            3.405646,
            6.073602,
            1.592586,
            1.743778,
            3.668766,
            0.525566
        ],
        [
            344406,
            344406,
            44999,
            85405662,
            85405662,
            8254617
        ],
        [
            -29309,
            -16953,
            -29309,
            -25034922,
            -14020919,
            -25034922
        ],
        [
            106,
            127,
            85,
            106,
            127,
            85
        ],
        [
            113,
            129,
            97,
            113,
            129,
            97
        ],
        [
            96,
            124,
            67,
            96,
            124,
            67
        ],
        [
            7142,
            4323,
            2819,
            7142,
            4323,
            2819
        ],
        [
            121.854545,
            121.854545,
            195.187879,
            121.854545,
            121.854545,
            195.187879
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -184793,
            -146290,
            -230823,
            -105130,
            662914,
            -578837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541779200000,
    "first_datapoint_time": 1547740800000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757795432718,
    "expiration_time": 1764260064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)