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Trade: XRP/USDT/480/SSF/MIDPRICE/1426

Strategy
XRP/USDT/480/SSF/MIDPRICE/1426
Pair
XRP_USDT
Interval
8h
Score
754942
Daily Profit
0.289315
Profit Factor
10.428430
Profitability
67.567568
Streak
409.852706
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-13 23:27
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 1350256.9756 1040086.2875 310170.6881 691980546.5874 554969336.5769 137011210.0105
Total P&L (%) 1350.257 1040.0863 310.1707 691980.5466 554969.3366 137011.21
Avg Daily Profit (%) 0.54 0.416 0.1241 0.3543 0.3454 0.2893
Buy And Hold Return (%) 854.1882 854.1882 854.1882 854.1882 854.1882 854.1882
Max Trade Drawdown -73226 -78218 -33313 -23157988 -21196037 -10355322
Profit Factor 7.4974 8.8254 5.141 14.9228 16.7798 10.4284
Total Trades 73 36 37 73 36 37
Winning Trades 47 22 25 47 22 25
Losing Trades 26 14 12 26 14 12
Profitability (%) 64.3836 61.1111 67.5676 64.3836 61.1111 67.5676
Ratio Avg Win / Avg Loss 4.1475 5.6162 2.4677 8.2552 10.678 5.0056
Largest Winning Trade 346180 346180 56617 268692606 268692606 60194348
Largest Losing Trade -27574 -27574 -18533 -10710846 -10710846 -5449816
Avg Bars in Trades 95 116 75 95 116 75
Avg Bars in Winners 114 131 99 114 131 99
Avg Bars in Losers 62 94 26 62 94 26
Bars Traded 6992 4198 2794 6992 4198 2794
Profit Streak 409.8527 435.8527 409.8527 409.8527 435.8527 409.8527
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62913 -76844 -181641 -54817 742400 754942

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": 1547884800000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757795273808,
    "expiration_time": 1764260064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "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": [
        [
            1350256.9756475159,
            1040086.2874981752,
            310170.6881493409,
            691980546.5874172,
            554969336.5769036,
            137011210.0105137
        ],
        [
            1350.256976,
            1040.086287,
            310.170688,
            691980.546587,
            554969.336577,
            137011.210011
        ],
        [
            0.540032,
            0.41598,
            0.124052,
            0.354271,
            0.345417,
            0.289315
        ],
        [
            854.188201,
            854.188201,
            854.188201,
            854.188201,
            854.188201,
            854.188201
        ],
        [
            -73226,
            -78218,
            -33313,
            -23157988,
            -21196037,
            -10355322
        ],
        [
            7.497441,
            8.825384,
            5.141031,
            14.922771,
            16.779783,
            10.42843
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            64.383562,
            61.111111,
            67.567568,
            64.383562,
            61.111111,
            67.567568
        ],
        [
            4.147521,
            5.616154,
            2.467695,
            8.25515,
            10.678044,
            5.005647
        ],
        [
            346180,
            346180,
            56617,
            268692606,
            268692606,
            60194348
        ],
        [
            -27574,
            -27574,
            -18533,
            -10710846,
            -10710846,
            -5449816
        ],
        [
            95,
            116,
            75,
            95,
            116,
            75
        ],
        [
            114,
            131,
            99,
            114,
            131,
            99
        ],
        [
            62,
            94,
            26,
            62,
            94,
            26
        ],
        [
            6992,
            4198,
            2794,
            6992,
            4198,
            2794
        ],
        [
            409.852706,
            435.852706,
            409.852706,
            409.852706,
            435.852706,
            409.852706
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62913,
            -76844,
            -181641,
            -54817,
            742400,
            754942
        ]
    ]
}
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": 1547884800000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757795273808,
    "expiration_time": 1764260064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 213,
            "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)