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Trade: XRP/USDT/720/SSF/BBM/3779

Strategy
XRP/USDT/720/SSF/BBM/3779
Pair
XRP_USDT
Interval
12h
Score
612995
Daily Profit
0.194637
Profit Factor
3.861581
Profitability
61.538462
Streak
94.938711
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-10-01 01:31
Expiration Time
2025-12-14 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 907446.3436 785771.9378 121674.4058 9902865.0531 12830475.4738 -2927610.4208
Total P&L (%) 907.4463 785.7719 121.6744 9902.8651 12830.4755 -2927.6104
Avg Daily Profit (%) 0.3629 0.3142 0.0487 0.1844 0.1946 0
Buy And Hold Return (%) 738.2637 738.2637 738.2637 738.2637 738.2637 738.2637
Max Trade Drawdown -111865 -41256 -102883 -7935599 -1417651 -8742131
Profit Factor 3.1656 6.1348 1.4574 1.6227 3.8616 0.7436
Total Trades 78 39 39 78 39 39
Winning Trades 47 24 23 47 24 23
Losing Trades 31 15 16 31 15 16
Profitability (%) 60.2564 61.5385 58.9744 60.2564 61.5385 58.9744
Ratio Avg Win / Avg Loss 2.0879 3.8343 1.0139 1.0703 2.4135 0.5173
Largest Winning Trade 342551 342551 49311 5794558 5794558 1704085
Largest Losing Trade -67432 -25586 -67432 -6489423 -825424 -6489423
Avg Bars in Trades 62 67 57 62 67 57
Avg Bars in Winners 75 74 77 75 74 77
Avg Bars in Losers 42 55 29 42 55 29
Bars Traded 4870 2629 2241 4870 2629 2241
Profit Streak 93.9387 94.9387 93.9387 93.9387 94.9387 93.9387
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115214 -126139 -290915 -26346 612995 -579034
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543233600000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759271504639,
    "expiration_time": 1765714896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 90,
            "offset": 0,
            "std": 3.52304
        }
    }
}
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": [
        [
            907446.3435748845,
            785771.9377729788,
            121674.4058019057,
            9902865.053084252,
            12830475.473841187,
            -2927610.420756934
        ],
        [
            907.446344,
            785.771938,
            121.674406,
            9902.865053,
            12830.475474,
            -2927.610421
        ],
        [
            0.362906,
            0.314246,
            0.04866,
            0.184351,
            0.194637,
            0
        ],
        [
            738.263666,
            738.263666,
            738.263666,
            738.263666,
            738.263666,
            738.263666
        ],
        [
            -111865,
            -41256,
            -102883,
            -7935599,
            -1417651,
            -8742131
        ],
        [
            3.165566,
            6.134828,
            1.457412,
            1.622677,
            3.861581,
            0.743641
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            60.25641,
            61.538462,
            58.974359,
            60.25641,
            61.538462,
            58.974359
        ],
        [
            2.087927,
            3.834268,
            1.013852,
            1.070277,
            2.413488,
            0.517316
        ],
        [
            342551,
            342551,
            49311,
            5794558,
            5794558,
            1704085
        ],
        [
            -67432,
            -25586,
            -67432,
            -6489423,
            -825424,
            -6489423
        ],
        [
            62,
            67,
            57,
            62,
            67,
            57
        ],
        [
            75,
            74,
            77,
            75,
            74,
            77
        ],
        [
            42,
            55,
            29,
            42,
            55,
            29
        ],
        [
            4870,
            2629,
            2241,
            4870,
            2629,
            2241
        ],
        [
            93.938711,
            94.938711,
            93.938711,
            93.938711,
            94.938711,
            93.938711
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115214,
            -126139,
            -290915,
            -26346,
            612995,
            -579034
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543233600000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759271504639,
    "expiration_time": 1765714896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 128,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 90,
            "offset": 0,
            "std": 3.52304
        }
    }
}

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)