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Trade: XRP/USDT/480/SSF/WMA/9036

Strategy
XRP/USDT/480/SSF/WMA/9036
Pair
XRP_USDT
Interval
8h
Score
413803
Daily Profit
0.176590
Profit Factor
2.479084
Profitability
44.736842
Streak
162.318907
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-13 02:39
Expiration Time
2025-11-26 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 800169.6075 727799.9504 72369.657 3890181.3315 8138775.0482 -4248593.7167
Total P&L (%) 800.1696 727.8 72.3697 3890.1813 8138.775 -4248.5937
Avg Daily Profit (%) 0.32 0.2911 0.0289 0.1475 0.1766 0
Buy And Hold Return (%) 761.7538 761.7538 761.7538 761.7538 761.7538 761.7538
Max Trade Drawdown -90123 -52351 -110642 -4855945 -2046672 -7586385
Profit Factor 2.7519 4.8051 1.2726 1.2472 2.4791 0.585
Total Trades 76 38 38 76 38 38
Winning Trades 34 17 17 34 17 17
Losing Trades 42 21 21 42 21 21
Profitability (%) 44.7368 44.7368 44.7368 44.7368 44.7368 44.7368
Ratio Avg Win / Avg Loss 3.3994 5.9357 1.572 1.5406 3.0624 0.7226
Largest Winning Trade 313139 313139 46525 5755234 5755234 1090181
Largest Losing Trade -58165 -23737 -58165 -3884899 -984857 -3884899
Avg Bars in Trades 94 94 93 94 94 93
Avg Bars in Winners 116 119 113 116 119 113
Avg Bars in Losers 76 74 77 76 74 77
Bars Traded 7151 3600 3551 7151 3600 3551
Profit Streak 143.6522 162.3189 143.6522 143.6522 162.3189 143.6522
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -190246 -150377 -320426 -50524 413803 -582239

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541692800000,
    "first_datapoint_time": 1545984000000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757720353593,
    "expiration_time": 1764173664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "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": [
        [
            800169.6074847844,
            727799.9504411246,
            72369.6570436596,
            3890181.331542421,
            8138775.048222983,
            -4248593.716680564
        ],
        [
            800.169607,
            727.79995,
            72.369657,
            3890.181332,
            8138.775048,
            -4248.593717
        ],
        [
            0.320026,
            0.291082,
            0.028944,
            0.147546,
            0.17659,
            0
        ],
        [
            761.75384,
            761.75384,
            761.75384,
            761.75384,
            761.75384,
            761.75384
        ],
        [
            -90123,
            -52351,
            -110642,
            -4855945,
            -2046672,
            -7586385
        ],
        [
            2.751895,
            4.805066,
            1.272606,
            1.247168,
            2.479084,
            0.584954
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            44.736842,
            44.736842,
            44.736842,
            44.736842,
            44.736842,
            44.736842
        ],
        [
            3.3994,
            5.93567,
            1.572042,
            1.540619,
            3.062398,
            0.72259
        ],
        [
            313139,
            313139,
            46525,
            5755234,
            5755234,
            1090181
        ],
        [
            -58165,
            -23737,
            -58165,
            -3884899,
            -984857,
            -3884899
        ],
        [
            94,
            94,
            93,
            94,
            94,
            93
        ],
        [
            116,
            119,
            113,
            116,
            119,
            113
        ],
        [
            76,
            74,
            77,
            76,
            74,
            77
        ],
        [
            7151,
            3600,
            3551,
            7151,
            3600,
            3551
        ],
        [
            143.652241,
            162.318907,
            143.652241,
            143.652241,
            162.318907,
            143.652241
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -190246,
            -150377,
            -320426,
            -50524,
            413803,
            -582239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541692800000,
    "first_datapoint_time": 1545984000000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757720353593,
    "expiration_time": 1764173664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 172,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "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)