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Trade: XRP/USDT/480/SSF/MIDPRICE/6989

Strategy
XRP/USDT/480/SSF/MIDPRICE/6989
Pair
XRP_USDT
Interval
8h
Score
553910
Daily Profit
0.230259
Profit Factor
2.879747
Profitability
57.142857
Streak
137.179411
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 23:18
Expiration Time
2025-11-29 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1110227.0248 943127.0696 167099.9552 33202156.1856 31338427.7034 1863728.4821
Total P&L (%) 1110.227 943.1271 167.1 33202.1562 31338.4277 1863.7285
Avg Daily Profit (%) 0.444 0.3772 0.0668 0.2326 0.2303 0.1192
Buy And Hold Return (%) 758.5343 758.5343 758.5343 758.5343 758.5343 758.5343
Max Trade Drawdown -80137 -73814 -49753 -8992222 -4564277 -9769981
Profit Factor 3.2679 4.0861 1.9084 2.138 2.8797 1.149
Total Trades 99 49 50 99 49 50
Winning Trades 57 28 29 57 28 29
Losing Trades 42 21 21 42 21 21
Profitability (%) 57.5758 57.1429 58 57.5758 57.1429 58
Ratio Avg Win / Avg Loss 2.4079 3.0646 1.382 1.5753 2.1598 0.8321
Largest Winning Trade 382278 382278 64490 22975380 22975380 3575574
Largest Losing Trade -49753 -49753 -36888 -7935929 -3621607 -7935929
Avg Bars in Trades 71 86 57 71 86 57
Avg Bars in Winners 88 97 79 88 97 79
Avg Bars in Losers 49 71 27 49 71 27
Bars Traded 7114 4230 2884 7114 4230 2884
Profit Streak 137.1794 137.1794 242.5127 137.1794 137.1794 242.5127
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2564 -71798 -444628 539258 553910 -273284

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1546329600000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757967501129,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 106,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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": [
        [
            1110227.0248421482,
            943127.0696096817,
            167099.9552324662,
            33202156.185554467,
            31338427.703437563,
            1863728.4821169083
        ],
        [
            1110.227025,
            943.12707,
            167.099955,
            33202.156186,
            31338.427703,
            1863.728482
        ],
        [
            0.444032,
            0.377201,
            0.066831,
            0.232568,
            0.230259,
            0.119152
        ],
        [
            758.534349,
            758.534349,
            758.534349,
            758.534349,
            758.534349,
            758.534349
        ],
        [
            -80137,
            -73814,
            -49753,
            -8992222,
            -4564277,
            -9769981
        ],
        [
            3.267858,
            4.086091,
            1.908434,
            2.137953,
            2.879747,
            1.149033
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            57.575758,
            57.142857,
            58,
            57.575758,
            57.142857,
            58
        ],
        [
            2.407896,
            3.064568,
            1.381969,
            1.575334,
            2.159811,
            0.832058
        ],
        [
            382278,
            382278,
            64490,
            22975380,
            22975380,
            3575574
        ],
        [
            -49753,
            -49753,
            -36888,
            -7935929,
            -3621607,
            -7935929
        ],
        [
            71,
            86,
            57,
            71,
            86,
            57
        ],
        [
            88,
            97,
            79,
            88,
            97,
            79
        ],
        [
            49,
            71,
            27,
            49,
            71,
            27
        ],
        [
            7114,
            4230,
            2884,
            7114,
            4230,
            2884
        ],
        [
            137.179411,
            137.179411,
            242.512744,
            137.179411,
            137.179411,
            242.512745
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2564,
            -71798,
            -444628,
            539258,
            553910,
            -273284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1546329600000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757967501129,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 106,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 153,
            "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)