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Trade: XRP/USDT/480/SSF/SMA/2410

Strategy
XRP/USDT/480/SSF/SMA/2410
Pair
XRP_USDT
Interval
8h
Score
628034
Daily Profit
0.174510
Profit Factor
4.392613
Profitability
62.500000
Streak
127.416232
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-20 20:59
Expiration Time
2025-12-04 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 771024.7701 694174.3219 76850.4482 592686.0728 7722074.12 -7129388.0472
Total P&L (%) 771.0248 694.1743 76.8504 592.6861 7722.0741 -7129.388
Avg Daily Profit (%) 0.3084 0.2776 0.0307 0.0774 0.1745 0
Buy And Hold Return (%) 722.4526 722.4526 722.4526 722.4526 722.4526 722.4526
Max Trade Drawdown -138575 -59584 -111123 -8600679 -905626 -8437184
Profit Factor 2.4781 4.3114 1.2463 1.0489 4.3926 0.2758
Total Trades 97 48 49 97 48 49
Winning Trades 59 30 29 59 30 29
Losing Trades 38 18 20 38 18 20
Profitability (%) 60.8247 62.5 59.1837 60.8247 62.5 59.1837
Ratio Avg Win / Avg Loss 1.5961 2.5868 0.8595 0.6756 2.6356 0.1902
Largest Winning Trade 164082 164082 62568 5582288 5582288 571479
Largest Losing Trade -92974 -52282 -92974 -8353199 -749770 -8353199
Avg Bars in Trades 74 81 67 74 81 67
Avg Bars in Winners 84 82 87 84 82 87
Avg Bars in Losers 57 78 38 57 78 38
Bars Traded 7195 3898 3297 7195 3898 3297
Profit Streak 127.4162 127.4162 128.4162 127.4162 127.4162 128.4162
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128161 -147510 -317267 -420311 628034 -578532

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542384000000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758391162425,
    "expiration_time": 1764864864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 110,
            "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": [
        [
            771024.7701218756,
            694174.3219299478,
            76850.4481919277,
            592686.0727947317,
            7722074.120023854,
            -7129388.047229123
        ],
        [
            771.02477,
            694.174322,
            76.850448,
            592.686073,
            7722.07412,
            -7129.388047
        ],
        [
            0.308369,
            0.277633,
            0.030736,
            0.077436,
            0.17451,
            0
        ],
        [
            722.452581,
            722.452581,
            722.452581,
            722.452581,
            722.452581,
            722.452581
        ],
        [
            -138575,
            -59584,
            -111123,
            -8600679,
            -905626,
            -8437184
        ],
        [
            2.478146,
            4.311355,
            1.24633,
            1.048899,
            4.392613,
            0.275796
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            60.824742,
            62.5,
            59.183673,
            60.824742,
            62.5,
            59.183673
        ],
        [
            1.596094,
            2.586813,
            0.859538,
            0.675562,
            2.635568,
            0.190204
        ],
        [
            164082,
            164082,
            62568,
            5582288,
            5582288,
            571479
        ],
        [
            -92974,
            -52282,
            -92974,
            -8353199,
            -749770,
            -8353199
        ],
        [
            74,
            81,
            67,
            74,
            81,
            67
        ],
        [
            84,
            82,
            87,
            84,
            82,
            87
        ],
        [
            57,
            78,
            38,
            57,
            78,
            38
        ],
        [
            7195,
            3898,
            3297,
            7195,
            3898,
            3297
        ],
        [
            127.416232,
            127.416232,
            128.416232,
            127.416232,
            127.416232,
            128.416232
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128161,
            -147510,
            -317267,
            -420311,
            628034,
            -578532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542384000000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758391162425,
    "expiration_time": 1764864864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 196,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 110,
            "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)