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Trade: XRP/USDT/720/SSF/DCM/1000

Strategy
XRP/USDT/720/SSF/DCM/1000
Pair
XRP_USDT
Interval
12h
Score
667143
Daily Profit
0.168995
Profit Factor
5.759597
Profitability
68.292683
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 13:39
Expiration Time
2025-11-25 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655939.2015 611571.0163 44368.1851 1462834.2314 6718042.0834 -5255207.852
Total P&L (%) 655.9392 611.571 44.3682 1462.8342 6718.0421 -5255.2079
Avg Daily Profit (%) 0.2623 0.2446 0.0177 0.11 0.169 0
Buy And Hold Return (%) 862.704 862.704 862.704 862.704 862.704 862.704
Max Trade Drawdown -111792 -43565 -123857 -5280230 -499294 -5934850
Profit Factor 2.4328 5.4124 1.139 1.1502 5.7596 0.3687
Total Trades 82 41 41 82 41 41
Winning Trades 54 28 26 54 28 26
Losing Trades 28 13 15 28 13 15
Profitability (%) 65.8537 68.2927 63.4146 65.8537 68.2927 63.4146
Ratio Avg Win / Avg Loss 1.2615 2.5129 0.6571 0.5964 2.6741 0.2127
Largest Winning Trade 184127 184127 51359 4434620 4434620 318898
Largest Losing Trade -77457 -35645 -77457 -3786924 -421090 -3786924
Avg Bars in Trades 55 68 43 55 68 43
Avg Bars in Winners 63 65 62 63 65 62
Avg Bars in Losers 40 74 10 40 74 10
Bars Traded 4564 2794 1770 4564 2794 1770
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160127 -146854 -402444 -118005 667143 -579003

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1551484800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757587191948,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 231,
            "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": [
        [
            655939.2014511881,
            611571.0163203455,
            44368.1851308432,
            1462834.2313935582,
            6718042.083385295,
            -5255207.851991738
        ],
        [
            655.939201,
            611.571016,
            44.368185,
            1462.834231,
            6718.042083,
            -5255.207852
        ],
        [
            0.262323,
            0.244579,
            0.017744,
            0.110002,
            0.168995,
            0
        ],
        [
            862.703963,
            862.703963,
            862.703963,
            862.703963,
            862.703963,
            862.703963
        ],
        [
            -111792,
            -43565,
            -123857,
            -5280230,
            -499294,
            -5934850
        ],
        [
            2.432814,
            5.412447,
            1.139,
            1.150247,
            5.759597,
            0.368724
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            65.853659,
            68.292683,
            63.414634,
            65.853659,
            68.292683,
            63.414634
        ],
        [
            1.261459,
            2.512922,
            0.657115,
            0.596424,
            2.674099,
            0.212725
        ],
        [
            184127,
            184127,
            51359,
            4434620,
            4434620,
            318898
        ],
        [
            -77457,
            -35645,
            -77457,
            -3786924,
            -421090,
            -3786924
        ],
        [
            55,
            68,
            43,
            55,
            68,
            43
        ],
        [
            63,
            65,
            62,
            63,
            65,
            62
        ],
        [
            40,
            74,
            10,
            40,
            74,
            10
        ],
        [
            4564,
            2794,
            1770,
            4564,
            2794,
            1770
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160127,
            -146854,
            -402444,
            -118005,
            667143,
            -579003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1551484800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757587191948,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 231,
            "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)