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Trade: XRP/USDT/480/SSF/WMA/8318

Strategy
XRP/USDT/480/SSF/WMA/8318
Pair
XRP_USDT
Interval
8h
Score
572325
Daily Profit
0.177259
Profit Factor
3.557970
Profitability
52.380952
Streak
159.516703
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-08 07:24
Expiration Time
2025-11-22 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 849235.5364 743570.626 105664.9104 6460652.0821 8277588.3278 -1816936.2457
Total P&L (%) 849.2355 743.5706 105.6649 6460.6521 8277.5883 -1816.9362
Avg Daily Profit (%) 0.3396 0.2974 0.0423 0.1675 0.1773 0
Buy And Hold Return (%) 697.7606 697.7606 697.7606 697.7606 697.7606 697.7606
Max Trade Drawdown -90593 -49114 -71582 -4008410 -1036651 -4020058
Profit Factor 2.9753 5.0134 1.4319 1.696 3.558 0.6995
Total Trades 84 42 42 84 42 42
Winning Trades 43 22 21 43 22 21
Losing Trades 41 20 21 41 20 21
Profitability (%) 51.1905 52.381 50 51.1905 52.381 50
Ratio Avg Win / Avg Loss 2.8369 4.5576 1.4319 1.6171 3.2345 0.6995
Largest Winning Trade 362179 362179 50738 4037220 4037220 768248
Largest Losing Trade -71582 -17765 -71582 -3667267 -684673 -3667267
Avg Bars in Trades 85 86 84 85 86 84
Avg Bars in Winners 109 114 103 109 114 103
Avg Bars in Losers 60 55 65 60 55 65
Bars Traded 7185 3632 3553 7185 3632 3553
Profit Streak 159.5167 159.5167 236.5167 159.5167 159.5167 236.5167
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81564 -127360 -299949 458438 572325 -579380

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545177600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757305443143,
    "expiration_time": 1763770464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 153,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "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": [
        [
            849235.536398311,
            743570.6259837046,
            105664.9104146069,
            6460652.08213024,
            8277588.327792551,
            -1816936.2456623113
        ],
        [
            849.235536,
            743.570626,
            105.66491,
            6460.652082,
            8277.588328,
            -1816.936246
        ],
        [
            0.339649,
            0.297389,
            0.04226,
            0.167465,
            0.177259,
            0
        ],
        [
            697.760575,
            697.760575,
            697.760575,
            697.760575,
            697.760575,
            697.760575
        ],
        [
            -90593,
            -49114,
            -71582,
            -4008410,
            -1036651,
            -4020058
        ],
        [
            2.975257,
            5.013393,
            1.431877,
            1.696029,
            3.55797,
            0.699489
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            51.190476,
            52.380952,
            50,
            51.190476,
            52.380952,
            50
        ],
        [
            2.836873,
            4.55763,
            1.431877,
            1.617144,
            3.234519,
            0.699489
        ],
        [
            362179,
            362179,
            50738,
            4037220,
            4037220,
            768248
        ],
        [
            -71582,
            -17765,
            -71582,
            -3667267,
            -684673,
            -3667267
        ],
        [
            85,
            86,
            84,
            85,
            86,
            84
        ],
        [
            109,
            114,
            103,
            109,
            114,
            103
        ],
        [
            60,
            55,
            65,
            60,
            55,
            65
        ],
        [
            7185,
            3632,
            3553,
            7185,
            3632,
            3553
        ],
        [
            159.516703,
            159.516703,
            236.516703,
            159.516703,
            159.516703,
            236.516703
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81564,
            -127360,
            -299949,
            458438,
            572325,
            -579380
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545177600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757305443143,
    "expiration_time": 1763770464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 153,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "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)