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Trade: XRP/USDT/480/SSF/MIDPOINT/3905

Strategy
XRP/USDT/480/SSF/MIDPOINT/3905
Pair
XRP_USDT
Interval
8h
Score
656179
Daily Profit
0.283856
Profit Factor
5.800906
Profitability
53.846154
Streak
141.531604
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-22 15:45
Expiration Time
2025-12-06 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1142409.0042 904036.2007 238372.8035 134433577.2659 119564744.4636 14868832.8023
Total P&L (%) 1142.409 904.0362 238.3728 134433.5773 119564.7445 14868.8328
Avg Daily Profit (%) 0.4569 0.3616 0.0953 0.2886 0.2839 0.2005
Buy And Hold Return (%) 765.4082 765.4082 765.4082 765.4082 765.4082 765.4082
Max Trade Drawdown -132128 -111266 -44271 -25470192 -9734219 -30428761
Profit Factor 4.3567 5.2396 2.8754 3.2643 5.8009 1.4314
Total Trades 79 39 40 79 39 40
Winning Trades 47 21 26 47 21 26
Losing Trades 32 18 14 32 18 14
Profitability (%) 59.4937 53.8462 65 59.4937 53.8462 65
Ratio Avg Win / Avg Loss 2.9662 4.4911 1.5483 2.2225 4.9722 0.7708
Largest Winning Trade 270448 270448 58752 68403947 68403947 15455023
Largest Losing Trade -30970 -30970 -27183 -25470192 -7777978 -25470192
Avg Bars in Trades 90 110 70 90 110 70
Avg Bars in Winners 101 130 77 101 130 77
Avg Bars in Losers 73 85 58 73 85 58
Bars Traded 7120 4291 2829 7120 4291 2829
Profit Streak 141.5316 141.5316 239.8649 141.5316 141.5316 239.8649
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23401 -90950 -222651 -13383 656179 381212

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1547280000000,
    "last_datapoint_time": 1758528000000,
    "evaluation_time": 1758545130546,
    "expiration_time": 1765008864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            1142409.0042261623,
            904036.200737278,
            238372.8034888839,
            134433577.26592097,
            119564744.46363094,
            14868832.802290048
        ],
        [
            1142.409004,
            904.036201,
            238.372803,
            134433.577266,
            119564.744464,
            14868.832802
        ],
        [
            0.456903,
            0.361567,
            0.095337,
            0.288553,
            0.283856,
            0.200517
        ],
        [
            765.408226,
            765.408226,
            765.408226,
            765.408226,
            765.408226,
            765.408226
        ],
        [
            -132128,
            -111266,
            -44271,
            -25470192,
            -9734219,
            -30428761
        ],
        [
            4.356662,
            5.239581,
            2.875421,
            3.264337,
            5.800906,
            1.431414
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            59.493671,
            53.846154,
            65,
            59.493671,
            53.846154,
            65
        ],
        [
            2.966238,
            4.49107,
            1.548304,
            2.222528,
            4.972205,
            0.770762
        ],
        [
            270448,
            270448,
            58752,
            68403947,
            68403947,
            15455023
        ],
        [
            -30970,
            -30970,
            -27183,
            -25470192,
            -7777978,
            -25470192
        ],
        [
            90,
            110,
            70,
            90,
            110,
            70
        ],
        [
            101,
            130,
            77,
            101,
            130,
            77
        ],
        [
            73,
            85,
            58,
            73,
            85,
            58
        ],
        [
            7120,
            4291,
            2829,
            7120,
            4291,
            2829
        ],
        [
            141.531603,
            141.531603,
            239.864937,
            141.531604,
            141.531604,
            239.864937
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23401,
            -90950,
            -222651,
            -13383,
            656179,
            381212
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1547280000000,
    "last_datapoint_time": 1758528000000,
    "evaluation_time": 1758545130546,
    "expiration_time": 1765008864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)