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Trade: XRP/USDT/720/SSF/BBM/3954

Strategy
XRP/USDT/720/SSF/BBM/3954
Pair
XRP_USDT
Interval
12h
Score
716077
Daily Profit
0.354627
Profit Factor
5.892577
Profitability
61.538462
Streak
123.844889
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 23:16
Expiration Time
2025-11-29 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1310072.3295 986963.9648 323108.3647 743710105.5944 698567906.4096 45142199.1848
Total P&L (%) 1310.0723 986.964 323.1084 743710.1056 698567.9064 45142.1992
Avg Daily Profit (%) 0.5239 0.3947 0.1292 0.3571 0.3546 0.2448
Buy And Hold Return (%) 604.3022 604.3022 604.3022 604.3022 604.3022 604.3022
Max Trade Drawdown -42246 -53193 -38778 -192875551 -80855518 -197221759
Profit Factor 5.8554 7.4394 3.7723 2.9593 5.8926 1.1906
Total Trades 79 39 40 79 39 40
Winning Trades 50 24 26 50 24 26
Losing Trades 29 15 14 29 15 14
Profitability (%) 63.2911 61.5385 65 63.2911 61.5385 65
Ratio Avg Win / Avg Loss 3.3961 4.6496 2.0312 1.7164 3.6829 0.6411
Largest Winning Trade 247331 247331 61318 381140896 381140896 67734941
Largest Losing Trade -42246 -42246 -36035 -192875551 -80855518 -192875551
Avg Bars in Trades 61 66 56 61 66 56
Avg Bars in Winners 65 64 67 65 64 67
Avg Bars in Losers 53 71 35 53 71 35
Bars Traded 4848 2608 2240 4848 2608 2240
Profit Streak 123.8449 123.8449 126.3449 123.8449 123.8449 126.3449
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14466 395220 -176467 -12893 716077 -1140

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757967398435,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 86,
            "offset": 0,
            "std": 3.06879
        }
    }
}
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": [
        [
            1310072.3294708428,
            986963.964753594,
            323108.3647172495,
            743710105.5944359,
            698567906.4096079,
            45142199.18482792
        ],
        [
            1310.072329,
            986.963965,
            323.108365,
            743710.105594,
            698567.90641,
            45142.199185
        ],
        [
            0.523924,
            0.394707,
            0.129218,
            0.35714,
            0.354627,
            0.244835
        ],
        [
            604.302213,
            604.302213,
            604.302213,
            604.302213,
            604.302213,
            604.302213
        ],
        [
            -42246,
            -53193,
            -38778,
            -192875551,
            -80855518,
            -197221759
        ],
        [
            5.855412,
            7.439431,
            3.772317,
            2.959306,
            5.892577,
            1.190637
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            63.291139,
            61.538462,
            65,
            63.291139,
            61.538462,
            65
        ],
        [
            3.396139,
            4.649645,
            2.031248,
            1.716397,
            3.682861,
            0.641112
        ],
        [
            247331,
            247331,
            61318,
            381140896,
            381140896,
            67734941
        ],
        [
            -42246,
            -42246,
            -36035,
            -192875551,
            -80855518,
            -192875551
        ],
        [
            61,
            66,
            56,
            61,
            66,
            56
        ],
        [
            65,
            64,
            67,
            65,
            64,
            67
        ],
        [
            53,
            71,
            35,
            53,
            71,
            35
        ],
        [
            4848,
            2608,
            2240,
            4848,
            2608,
            2240
        ],
        [
            123.844889,
            123.844889,
            126.344889,
            123.844889,
            123.844889,
            126.344889
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14466,
            395220,
            -176467,
            -12893,
            716077,
            -1140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757967398435,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 104,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 86,
            "offset": 0,
            "std": 3.06879
        }
    }
}

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)