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Trade: XRP/USDT/480/SSF/SMA/9585

Strategy
XRP/USDT/480/SSF/SMA/9585
Pair
XRP_USDT
Interval
8h
Score
536178
Daily Profit
0.200160
Profit Factor
4.679748
Profitability
44.827586
Streak
371.963735
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-16 18:07
Expiration Time
2025-11-30 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443710.0552 506095.6713 -62385.6161 7690532.7828 -7045885.6367 14736418.4195
Total P&L (%) 443.7101 506.0957 -62.3856 7690.5328 -7045.8856 14736.4184
Avg Daily Profit (%) 0.1775 0.2024 -0.025 0.1743 0 0.2002
Buy And Hold Return (%) 746.5653 746.5653 746.5653 746.5653 746.5653 746.5653
Max Trade Drawdown -182821 -77326 -187140 -12028543 -9268988 -2898575
Profit Factor 1.8974 6.7321 0.8464 1.5576 0.2801 4.6797
Total Trades 57 28 29 57 28 29
Winning Trades 41 21 20 23 10 13
Losing Trades 16 7 9 34 18 16
Profitability (%) 71.9298 75 68.9655 40.3509 35.7143 44.8276
Ratio Avg Win / Avg Loss 0.7405 2.244 0.3809 2.3025 0.5043 5.7597
Largest Winning Trade 115167 115167 65505 16082407 2042538 16082407
Largest Losing Trade -175557 -43370 -175557 -5763427 -5763427 -849812
Avg Bars in Trades 124 128 120 124 128 120
Avg Bars in Winners 108 108 108 128 117 136
Avg Bars in Losers 166 189 148 122 135 107
Bars Traded 7110 3608 3502 7110 3608 3502
Profit Streak 125.2971 125.2971 205.9637 125.2971 125.2971 371.9637
Trades During Streak 3 1 2 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -332830 -166439 -577398 -171313 -606822 536178

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542009600000,
    "first_datapoint_time": 1546502400000,
    "last_datapoint_time": 1758009600000,
    "evaluation_time": 1758035266683,
    "expiration_time": 1764490464000,
    "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": 157,
            "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": [
        [
            443710.055153591,
            506095.6712680153,
            -62385.6161144241,
            7690532.782769768,
            -7045885.6367391795,
            14736418.419508949
        ],
        [
            443.710055,
            506.095671,
            -62.385616,
            7690.532783,
            -7045.885637,
            14736.41842
        ],
        [
            0.177461,
            0.202412,
            -0.024951,
            0.174349,
            0,
            0.20016
        ],
        [
            746.565292,
            746.565292,
            746.565292,
            746.565292,
            746.565292,
            746.565292
        ],
        [
            -182821,
            -77326,
            -187140,
            -12028543,
            -9268988,
            -2898575
        ],
        [
            1.897437,
            6.73211,
            0.846389,
            1.557584,
            0.280141,
            4.679748
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            41,
            21,
            20,
            23,
            10,
            13
        ],
        [
            16,
            7,
            9,
            34,
            18,
            16
        ],
        [
            71.929825,
            75,
            68.965517,
            40.350877,
            35.714286,
            44.827586
        ],
        [
            0.740463,
            2.244037,
            0.380875,
            2.302515,
            0.504254,
            5.75969
        ],
        [
            115167,
            115167,
            65505,
            16082407,
            2042538,
            16082407
        ],
        [
            -175557,
            -43370,
            -175557,
            -5763427,
            -5763427,
            -849812
        ],
        [
            124,
            128,
            120,
            124,
            128,
            120
        ],
        [
            108,
            108,
            108,
            128,
            117,
            136
        ],
        [
            166,
            189,
            148,
            122,
            135,
            107
        ],
        [
            7110,
            3608,
            3502,
            7110,
            3608,
            3502
        ],
        [
            125.297068,
            125.297068,
            205.963735,
            125.297068,
            125.297068,
            371.963735
        ],
        [
            3,
            1,
            2,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -332830,
            -166439,
            -577398,
            -171313,
            -606822,
            536178
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542009600000,
    "first_datapoint_time": 1546502400000,
    "last_datapoint_time": 1758009600000,
    "evaluation_time": 1758035266683,
    "expiration_time": 1764490464000,
    "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": 157,
            "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)