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Trade: XRP/USDT/480/SSF/MIDPRICE/5751

Strategy
XRP/USDT/480/SSF/MIDPRICE/5751
Pair
XRP_USDT
Interval
8h
Score
331574
Daily Profit
0.177334
Profit Factor
1.273981
Profitability
51.376147
Streak
63.464561
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-12 06:08
Expiration Time
2025-11-26 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 769383.8277 657407.0226 111976.805 8293256.3088 17240543.0361 -8947286.7273
Total P&L (%) 769.3838 657.407 111.9768 8293.2563 17240.543 -8947.2867
Avg Daily Profit (%) 0.3077 0.2629 0.0448 0.1773 0.2064 0
Buy And Hold Return (%) 733.4293 733.4293 733.4293 733.4293 733.4293 733.4293
Max Trade Drawdown -119130 -52227 -106349 -17845535 -6599854 -14499594
Profit Factor 2.7848 3.9732 1.5333 1.274 2.3974 0.501
Total Trades 109 54 55 109 54 55
Winning Trades 56 28 28 56 28 28
Losing Trades 53 26 27 53 26 27
Profitability (%) 51.3761 51.8519 50.9091 51.3761 51.8519 50.9091
Ratio Avg Win / Avg Loss 2.6356 3.6894 1.4786 1.2057 2.2261 0.4831
Largest Winning Trade 242241 242241 50093 16631962 16631962 1443146
Largest Losing Trade -37542 -25204 -37542 -8821731 -3215454 -8821731
Avg Bars in Trades 66 82 51 66 82 51
Avg Bars in Winners 91 115 67 91 115 67
Avg Bars in Losers 40 47 34 40 47 34
Bars Traded 7296 4480 2816 7296 4480 2816
Profit Streak 63.4646 81.7979 63.4646 63.4646 81.7979 63.4646
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134811 -329013 -476739 331574 -166193 -760156

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1546185600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757646538044,
    "expiration_time": 1764116064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "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": [
        [
            769383.8276616615,
            657407.0226234432,
            111976.8050382182,
            8293256.308763158,
            17240543.036108702,
            -8947286.727345543
        ],
        [
            769.383828,
            657.407023,
            111.976805,
            8293.256309,
            17240.543036,
            -8947.286727
        ],
        [
            0.307713,
            0.262928,
            0.044785,
            0.177334,
            0.206411,
            0
        ],
        [
            733.429253,
            733.429253,
            733.429253,
            733.429253,
            733.429253,
            733.429253
        ],
        [
            -119130,
            -52227,
            -106349,
            -17845535,
            -6599854,
            -14499594
        ],
        [
            2.784815,
            3.973243,
            1.533313,
            1.273981,
            2.397362,
            0.501032
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            51.376147,
            51.851852,
            50.909091,
            51.376147,
            51.851852,
            50.909091
        ],
        [
            2.635628,
            3.68944,
            1.478552,
            1.205732,
            2.226121,
            0.483138
        ],
        [
            242241,
            242241,
            50093,
            16631962,
            16631962,
            1443146
        ],
        [
            -37542,
            -25204,
            -37542,
            -8821731,
            -3215454,
            -8821731
        ],
        [
            66,
            82,
            51,
            66,
            82,
            51
        ],
        [
            91,
            115,
            67,
            91,
            115,
            67
        ],
        [
            40,
            47,
            34,
            40,
            47,
            34
        ],
        [
            7296,
            4480,
            2816,
            7296,
            4480,
            2816
        ],
        [
            63.464561,
            81.797894,
            63.464561,
            63.464561,
            81.797894,
            63.464561
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134811,
            -329013,
            -476739,
            331574,
            -166193,
            -760156
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1546185600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757646538044,
    "expiration_time": 1764116064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 227,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "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)