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Trade: XRP/USDT/480/SSF/MIDPRICE/5427

Strategy
XRP/USDT/480/SSF/MIDPRICE/5427
Pair
XRP_USDT
Interval
8h
Score
369566
Daily Profit
0.173357
Profit Factor
2.035547
Profitability
44.680851
Streak
96.997624
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-11 18:56
Expiration Time
2025-11-25 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 879564.1564 797496.1391 82068.0174 6184234.6865 7500031.7889 -1315797.1024
Total P&L (%) 879.5642 797.4961 82.068 6184.2347 7500.0318 -1315.7971
Avg Daily Profit (%) 0.3518 0.319 0.0328 0.1657 0.1734 0
Buy And Hold Return (%) 727.2444 727.2444 727.2444 727.2444 727.2444 727.2444
Max Trade Drawdown -184595 -115022 -92270 -5780672 -3146445 -4616310
Profit Factor 2.2786 3.5252 1.2206 1.3656 2.0355 0.864
Total Trades 187 94 93 187 94 93
Winning Trades 91 42 49 91 42 49
Losing Trades 96 52 44 96 52 44
Profitability (%) 48.6631 44.6809 52.6882 48.6631 44.6809 52.6882
Ratio Avg Win / Avg Loss 2.4038 4.3645 1.096 1.4407 2.5202 0.7758
Largest Winning Trade 318190 318190 57323 3433684 3433684 1253233
Largest Losing Trade -32873 -25159 -32873 -1671415 -1014542 -1671415
Avg Bars in Trades 39 44 34 39 44 34
Avg Bars in Winners 54 65 44 54 65 44
Avg Bars in Losers 25 27 23 25 27 23
Bars Traded 7388 4189 3199 7388 4189 3199
Profit Streak 63.331 96.9976 63.331 63.331 96.9976 63.331
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85096 -121369 -314619 362765 369566 -580176

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541577600000,
    "first_datapoint_time": 1543564800000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757606194753,
    "expiration_time": 1764058464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "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": [
        [
            879564.1564350765,
            797496.1390614182,
            82068.0173736581,
            6184234.686516379,
            7500031.788877328,
            -1315797.1023609485
        ],
        [
            879.564156,
            797.496139,
            82.068017,
            6184.234687,
            7500.031789,
            -1315.797102
        ],
        [
            0.351779,
            0.318956,
            0.032823,
            0.165741,
            0.173357,
            0
        ],
        [
            727.24436,
            727.24436,
            727.24436,
            727.24436,
            727.24436,
            727.24436
        ],
        [
            -184595,
            -115022,
            -92270,
            -5780672,
            -3146445,
            -4616310
        ],
        [
            2.278643,
            3.525191,
            1.22057,
            1.365617,
            2.035547,
            0.863957
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            96,
            52,
            44,
            96,
            52,
            44
        ],
        [
            48.663102,
            44.680851,
            52.688172,
            48.663102,
            44.680851,
            52.688172
        ],
        [
            2.403843,
            4.364522,
            1.096022,
            1.440651,
            2.520201,
            0.775799
        ],
        [
            318190,
            318190,
            57323,
            3433684,
            3433684,
            1253233
        ],
        [
            -32873,
            -25159,
            -32873,
            -1671415,
            -1014542,
            -1671415
        ],
        [
            39,
            44,
            34,
            39,
            44,
            34
        ],
        [
            54,
            65,
            44,
            54,
            65,
            44
        ],
        [
            25,
            27,
            23,
            25,
            27,
            23
        ],
        [
            7388,
            4189,
            3199,
            7388,
            4189,
            3199
        ],
        [
            63.330958,
            96.997624,
            63.330958,
            63.330958,
            96.997624,
            63.330958
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85096,
            -121369,
            -314619,
            362765,
            369566,
            -580176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541577600000,
    "first_datapoint_time": 1543564800000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757606194753,
    "expiration_time": 1764058464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "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)