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Trade: XRP/USDT/480/SSF/MIDPRICE/2678

Strategy
XRP/USDT/480/SSF/MIDPRICE/2678
Pair
XRP_USDT
Interval
8h
Score
559243
Daily Profit
0.222472
Profit Factor
2.802447
Profitability
52.873563
Streak
134.359092
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-14 03:37
Expiration Time
2025-11-28 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1208498.1798 1032456.5144 176041.6654 25807342.3071 21527955.6166 4279386.6905
Total P&L (%) 1208.4982 1032.4565 176.0417 25807.3423 21527.9556 4279.3867
Avg Daily Profit (%) 0.4833 0.4129 0.0704 0.2225 0.2152 0.1513
Buy And Hold Return (%) 793.722 793.722 793.722 793.722 793.722 793.722
Max Trade Drawdown -104224 -91832 -37944 -5271981 -3202058 -2570982
Profit Factor 4.2149 4.9106 2.5734 2.8024 3.0757 2.0843
Total Trades 87 43 44 87 43 44
Winning Trades 46 20 26 46 20 26
Losing Trades 41 23 18 41 23 18
Profitability (%) 52.8736 46.5116 59.0909 52.8736 46.5116 59.0909
Ratio Avg Win / Avg Loss 3.7568 5.6472 1.7816 2.4978 3.5371 1.443
Largest Winning Trade 548882 548882 47207 13703917 13703917 2481041
Largest Losing Trade -30064 -29573 -30064 -2106335 -2106335 -1707865
Avg Bars in Trades 78 100 57 78 100 57
Avg Bars in Winners 100 143 68 100 143 68
Avg Bars in Losers 53 63 41 53 63 41
Bars Traded 6845 4326 2519 6845 4326 2519
Profit Streak 134.3591 134.3591 192.3591 134.3591 134.3591 192.3591
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344242 -55352 -257602 559243 479068 418029

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541779200000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757810225532,
    "expiration_time": 1764289728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 229,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 170,
            "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": [
        [
            1208498.179841102,
            1032456.5144365462,
            176041.6654045556,
            25807342.307096053,
            21527955.61657971,
            4279386.690516342
        ],
        [
            1208.49818,
            1032.456514,
            176.041665,
            25807.342307,
            21527.955617,
            4279.386691
        ],
        [
            0.48327,
            0.412872,
            0.070398,
            0.222472,
            0.215237,
            0.151254
        ],
        [
            793.722025,
            793.722025,
            793.722025,
            793.722025,
            793.722025,
            793.722025
        ],
        [
            -104224,
            -91832,
            -37944,
            -5271981,
            -3202058,
            -2570982
        ],
        [
            4.21493,
            4.91061,
            2.573378,
            2.802447,
            3.075737,
            2.084292
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            52.873563,
            46.511628,
            59.090909,
            52.873563,
            46.511628,
            59.090909
        ],
        [
            3.756785,
            5.647201,
            1.78157,
            2.497833,
            3.537098,
            1.442971
        ],
        [
            548882,
            548882,
            47207,
            13703917,
            13703917,
            2481041
        ],
        [
            -30064,
            -29573,
            -30064,
            -2106335,
            -2106335,
            -1707865
        ],
        [
            78,
            100,
            57,
            78,
            100,
            57
        ],
        [
            100,
            143,
            68,
            100,
            143,
            68
        ],
        [
            53,
            63,
            41,
            53,
            63,
            41
        ],
        [
            6845,
            4326,
            2519,
            6845,
            4326,
            2519
        ],
        [
            134.359092,
            134.359092,
            192.359092,
            134.359092,
            134.359092,
            192.359092
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344242,
            -55352,
            -257602,
            559243,
            479068,
            418029
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541779200000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757810225532,
    "expiration_time": 1764289728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 229,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 170,
            "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)