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Trade: XRP/USDT/480/SSF/MIDPRICE/6532

Strategy
XRP/USDT/480/SSF/MIDPRICE/6532
Pair
XRP_USDT
Interval
8h
Score
485963
Daily Profit
0.182049
Profit Factor
2.072646
Profitability
52.991453
Streak
60.942305
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-08 17:36
Expiration Time
2025-11-22 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 911297.3974 799336.3205 111961.0769 9341298.4099 8068657.8361 1272640.5738
Total P&L (%) 911.2974 799.3363 111.9611 9341.2984 8068.6578 1272.6406
Avg Daily Profit (%) 0.3645 0.3197 0.0448 0.182 0.1762 0.1048
Buy And Hold Return (%) 803.777 803.777 803.777 803.777 803.777 803.777
Max Trade Drawdown -142524 -109708 -42025 -2853495 -2401021 -1059491
Profit Factor 2.6958 3.3098 1.5852 2.0726 2.5455 1.3649
Total Trades 117 58 59 117 58 59
Winning Trades 62 30 32 62 30 32
Losing Trades 55 28 27 55 28 27
Profitability (%) 52.9915 51.7241 54.2373 52.9915 51.7241 54.2373
Ratio Avg Win / Avg Loss 2.3914 3.0891 1.3375 1.8386 2.3758 1.1516
Largest Winning Trade 324229 324229 56525 4246539 4246539 1600905
Largest Losing Trade -46268 -46268 -30064 -880690 -880690 -538227
Avg Bars in Trades 62 77 47 62 77 47
Avg Bars in Winners 79 97 62 79 97 62
Avg Bars in Losers 43 56 29 43 56 29
Bars Traded 7283 4491 2792 7283 4491 2792
Profit Streak 60.9423 94.9423 60.9423 60.9423 94.9423 60.9423
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107900 -329262 -472623 485963 -166185 -237395

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541318400000,
    "first_datapoint_time": 1545120000000,
    "last_datapoint_time": 1757318400000,
    "evaluation_time": 1757342215153,
    "expiration_time": 1763799264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "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": [
        [
            911297.3974028885,
            799336.3205142375,
            111961.0768886508,
            9341298.40990649,
            8068657.836138885,
            1272640.5737676057
        ],
        [
            911.297397,
            799.336321,
            111.961077,
            9341.29841,
            8068.657836,
            1272.640574
        ],
        [
            0.364471,
            0.319692,
            0.044779,
            0.182049,
            0.176247,
            0.104814
        ],
        [
            803.776951,
            803.776951,
            803.776951,
            803.776951,
            803.776951,
            803.776951
        ],
        [
            -142524,
            -109708,
            -42025,
            -2853495,
            -2401021,
            -1059491
        ],
        [
            2.6958,
            3.309793,
            1.585201,
            2.072646,
            2.545476,
            1.364881
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            52.991453,
            51.724138,
            54.237288,
            52.991453,
            51.724138,
            54.237288
        ],
        [
            2.391436,
            3.08914,
            1.337513,
            1.838638,
            2.375778,
            1.151618
        ],
        [
            324229,
            324229,
            56525,
            4246539,
            4246539,
            1600905
        ],
        [
            -46268,
            -46268,
            -30064,
            -880690,
            -880690,
            -538227
        ],
        [
            62,
            77,
            47,
            62,
            77,
            47
        ],
        [
            79,
            97,
            62,
            79,
            97,
            62
        ],
        [
            43,
            56,
            29,
            43,
            56,
            29
        ],
        [
            7283,
            4491,
            2792,
            7283,
            4491,
            2792
        ],
        [
            60.942305,
            94.942305,
            60.942305,
            60.942305,
            94.942305,
            60.942305
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107900,
            -329262,
            -472623,
            485963,
            -166185,
            -237395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541318400000,
    "first_datapoint_time": 1545120000000,
    "last_datapoint_time": 1757318400000,
    "evaluation_time": 1757342215153,
    "expiration_time": 1763799264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "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)