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Trade: XRP/USDT/720/SSF/BBM/3425

Strategy
XRP/USDT/720/SSF/BBM/3425
Pair
XRP_USDT
Interval
12h
Score
672899
Daily Profit
0.271340
Profit Factor
7.868670
Profitability
57.575758
Streak
89.876840
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 12:02
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1194737.3053 959279.4391 235457.8661 106565697.1228 87525760.0325 19039937.0902
Total P&L (%) 1194.7373 959.2794 235.4579 106565.6971 87525.76 19039.9371
Avg Daily Profit (%) 0.4778 0.3836 0.0942 0.2792 0.2713 0.2104
Buy And Hold Return (%) 813.4439 813.4439 813.4439 813.4439 813.4439 813.4439
Max Trade Drawdown -68211 -54140 -57248 -9823447 -4525188 -7451193
Profit Factor 5.3382 8.2753 2.6403 4.981 7.8687 2.3575
Total Trades 67 33 34 67 33 34
Winning Trades 43 19 24 43 19 24
Losing Trades 24 14 10 24 14 10
Profitability (%) 64.1791 57.5758 70.5882 64.1791 57.5758 70.5882
Ratio Avg Win / Avg Loss 2.9794 6.0976 1.1001 2.7801 5.798 0.9823
Largest Winning Trade 373714 373714 49170 43671488 43671488 6714147
Largest Losing Trade -57248 -39397 -57248 -7451193 -4525188 -7451193
Avg Bars in Trades 70 76 64 70 76 64
Avg Bars in Winners 71 72 70 71 72 70
Avg Bars in Losers 68 82 49 68 82 49
Bars Traded 4713 2529 2184 4713 2529 2184
Profit Streak 88.8768 89.8768 88.8768 88.8768 89.8768 88.8768
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119694 -90349 -225897 -101705 672899 469750

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758358958947,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 121,
            "offset": 0,
            "std": 1.01662
        }
    }
}
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": [
        [
            1194737.3052682811,
            959279.4391298941,
            235457.8661383867,
            106565697.12275591,
            87525760.03252111,
            19039937.0902348
        ],
        [
            1194.737305,
            959.279439,
            235.457866,
            106565.697123,
            87525.760033,
            19039.93709
        ],
        [
            0.477799,
            0.383635,
            0.094164,
            0.279225,
            0.27134,
            0.210353
        ],
        [
            813.443887,
            813.443887,
            813.443887,
            813.443887,
            813.443887,
            813.443887
        ],
        [
            -68211,
            -54140,
            -57248,
            -9823447,
            -4525188,
            -7451193
        ],
        [
            5.338173,
            8.275264,
            2.640295,
            4.980951,
            7.86867,
            2.35746
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            24,
            14,
            10,
            24,
            14,
            10
        ],
        [
            64.179104,
            57.575758,
            70.588235,
            64.179104,
            57.575758,
            70.588235
        ],
        [
            2.979446,
            6.097563,
            1.100123,
            2.780066,
            5.797967,
            0.982275
        ],
        [
            373714,
            373714,
            49170,
            43671488,
            43671488,
            6714147
        ],
        [
            -57248,
            -39397,
            -57248,
            -7451193,
            -4525188,
            -7451193
        ],
        [
            70,
            76,
            64,
            70,
            76,
            64
        ],
        [
            71,
            72,
            70,
            71,
            72,
            70
        ],
        [
            68,
            82,
            49,
            68,
            82,
            49
        ],
        [
            4713,
            2529,
            2184,
            4713,
            2529,
            2184
        ],
        [
            88.87684,
            89.87684,
            88.87684,
            88.87684,
            89.87684,
            88.87684
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119694,
            -90349,
            -225897,
            -101705,
            672899,
            469750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758358958947,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 121,
            "offset": 0,
            "std": 1.01662
        }
    }
}

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)