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Trade: XRP/USDT/720/ALMA/SSF/3404

Strategy
XRP/USDT/720/ALMA/SSF/3404
Pair
XRP_USDT
Interval
12h
Score
530490
Daily Profit
0.150645
Profit Factor
3.508172
Profitability
57.894737
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 06:29
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 530453.8662 520428.8332 10025.033 -2065303.8746 4212257.6922 -6277561.5668
Total P&L (%) 530.4539 520.4288 10.025 -2065.3039 4212.2577 -6277.5616
Avg Daily Profit (%) 0.2121 0.2081 0.004 0 0.1506 0
Buy And Hold Return (%) 693.5028 693.5028 693.5028 693.5028 693.5028 693.5028
Max Trade Drawdown -171308 -98322 -138224 -6930829 -729790 -6853035
Profit Factor 2.0754 3.6336 1.0339 0.7854 3.5082 0.2097
Total Trades 76 38 38 76 38 38
Winning Trades 40 21 19 38 22 16
Losing Trades 36 17 19 38 16 22
Profitability (%) 52.6316 55.2632 50 50 57.8947 42.1053
Ratio Avg Win / Avg Loss 1.8678 2.9415 1.0339 0.7854 2.5514 0.2884
Largest Winning Trade 152005 152005 30152 2995121 2995121 335673
Largest Losing Trade -128932 -55070 -128932 -6402187 -620930 -6402187
Avg Bars in Trades 63 65 61 63 65 61
Avg Bars in Winners 67 64 70 65 60 71
Avg Bars in Losers 59 67 53 62 72 54
Bars Traded 4838 2493 2345 4838 2493 2345
Profit Streak 147.6452 152.6452 147.6452 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205744 -149218 -535492 -634555 530490 -583835

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1543233600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757302144543,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            530453.8662249894,
            520428.833210705,
            10025.0330142844,
            -2065303.8745570334,
            4212257.692196752,
            -6277561.566753784
        ],
        [
            530.453866,
            520.428833,
            10.025033,
            -2065.303875,
            4212.257692,
            -6277.561567
        ],
        [
            0.212139,
            0.20813,
            0.004009,
            0,
            0.150645,
            0
        ],
        [
            693.502778,
            693.502778,
            693.502778,
            693.502778,
            693.502778,
            693.502778
        ],
        [
            -171308,
            -98322,
            -138224,
            -6930829,
            -729790,
            -6853035
        ],
        [
            2.075383,
            3.633619,
            1.033907,
            0.785376,
            3.508172,
            0.20972
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            40,
            21,
            19,
            38,
            22,
            16
        ],
        [
            36,
            17,
            19,
            38,
            16,
            22
        ],
        [
            52.631579,
            55.263158,
            50,
            50,
            57.894737,
            42.105263
        ],
        [
            1.867845,
            2.941501,
            1.033907,
            0.785376,
            2.551398,
            0.288365
        ],
        [
            152005,
            152005,
            30152,
            2995121,
            2995121,
            335673
        ],
        [
            -128932,
            -55070,
            -128932,
            -6402187,
            -620930,
            -6402187
        ],
        [
            63,
            65,
            61,
            63,
            65,
            61
        ],
        [
            67,
            64,
            70,
            65,
            60,
            71
        ],
        [
            59,
            67,
            53,
            62,
            72,
            54
        ],
        [
            4838,
            2493,
            2345,
            4838,
            2493,
            2345
        ],
        [
            147.645191,
            152.645191,
            147.645191,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205744,
            -149218,
            -535492,
            -634555,
            530490,
            -583835
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1543233600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757302144543,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 3
        }
    }
}

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)