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Trade: XRP/USDT/480/SSF/WMA/5719

Strategy
XRP/USDT/480/SSF/WMA/5719
Pair
XRP_USDT
Interval
8h
Score
740547
Daily Profit
0.329438
Profit Factor
12.924820
Profitability
64.864865
Streak
162.893313
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 08:26
Expiration Time
2025-11-29 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1284438.435 983870.2975 300568.1374 441510425.6366 372649355.6077 68861070.0289
Total P&L (%) 1284.4384 983.8703 300.5681 441510.4256 372649.3556 68861.07
Avg Daily Profit (%) 0.5137 0.3935 0.1202 0.3362 0.3294 0.2618
Buy And Hold Return (%) 777.3482 777.3482 777.3482 777.3482 777.3482 777.3482
Max Trade Drawdown -38260 -38374 -33759 -74205016 -8340161 -76921606
Profit Factor 5.919 8.5343 3.3027 4.4954 12.9248 1.7244
Total Trades 75 37 38 75 37 38
Winning Trades 51 24 27 51 24 27
Losing Trades 24 13 11 24 13 11
Profitability (%) 68 64.8649 71.0526 68 64.8649 71.0526
Ratio Avg Win / Avg Loss 2.7854 4.6227 1.3455 2.1155 7.0009 0.7025
Largest Winning Trade 356188 356188 47724 195307753 195307753 52081027
Largest Losing Trade -38260 -38260 -29665 -74205016 -8340161 -74205016
Avg Bars in Trades 97 104 90 97 104 90
Avg Bars in Winners 99 103 95 99 103 95
Avg Bars in Losers 92 106 75 92 106 75
Bars Traded 7275 3854 3421 7275 3854 3421
Profit Streak 153.56 162.8933 153.56 153.56 162.8933 153.56
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47302 -62005 -189393 -40657 740547 459429

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757913982262,
    "expiration_time": 1764375264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "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": [
        [
            1284438.4349614289,
            983870.2975370802,
            300568.1374243488,
            441510425.6365962,
            372649355.60766435,
            68861070.02893198
        ],
        [
            1284.438435,
            983.870298,
            300.568137,
            441510.425637,
            372649.355608,
            68861.070029
        ],
        [
            0.513708,
            0.393496,
            0.120211,
            0.33624,
            0.329438,
            0.261753
        ],
        [
            777.348225,
            777.348225,
            777.348225,
            777.348225,
            777.348225,
            777.348225
        ],
        [
            -38260,
            -38374,
            -33759,
            -74205016,
            -8340161,
            -76921606
        ],
        [
            5.919042,
            8.534305,
            3.302672,
            4.495401,
            12.92482,
            1.724381
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            68,
            64.864865,
            71.052632,
            68,
            64.864865,
            71.052632
        ],
        [
            2.785431,
            4.622749,
            1.345533,
            2.115483,
            7.000944,
            0.702526
        ],
        [
            356188,
            356188,
            47724,
            195307753,
            195307753,
            52081027
        ],
        [
            -38260,
            -38260,
            -29665,
            -74205016,
            -8340161,
            -74205016
        ],
        [
            97,
            104,
            90,
            97,
            104,
            90
        ],
        [
            99,
            103,
            95,
            99,
            103,
            95
        ],
        [
            92,
            106,
            75,
            92,
            106,
            75
        ],
        [
            7275,
            3854,
            3421,
            7275,
            3854,
            3421
        ],
        [
            153.55998,
            162.893313,
            153.55998,
            153.55998,
            162.893313,
            153.55998
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47302,
            -62005,
            -189393,
            -40657,
            740547,
            459429
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757913982262,
    "expiration_time": 1764375264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "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)