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Trade: XRP/USDT/720/SSF/DCM/3380

Strategy
XRP/USDT/720/SSF/DCM/3380
Pair
XRP_USDT
Interval
12h
Score
311961
Daily Profit
0.157373
Profit Factor
1.385579
Profitability
51.968504
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 10:24
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 959838.9664 865043.3706 94795.5958 5000985.1005 5574250.6563 -573265.5558
Total P&L (%) 959.839 865.0434 94.7956 5000.9851 5574.2507 -573.2656
Avg Daily Profit (%) 0.3839 0.3459 0.0379 0.1574 0.1616 0
Buy And Hold Return (%) 747.5132 747.5132 747.5132 747.5132 747.5132 747.5132
Max Trade Drawdown -77546 -55315 -74927 -4376535 -2267081 -2552509
Profit Factor 2.7767 3.6274 1.4493 1.3856 1.7969 0.9041
Total Trades 127 64 63 127 64 63
Winning Trades 66 32 34 66 32 34
Losing Trades 61 32 29 61 32 29
Profitability (%) 51.9685 50 53.9683 51.9685 50 53.9683
Ratio Avg Win / Avg Loss 2.5663 3.6274 1.2361 1.2806 1.7969 0.7711
Largest Winning Trade 455785 455785 47617 4650832 4650832 1634507
Largest Losing Trade -33998 -25999 -33998 -2267081 -2267081 -1098247
Avg Bars in Trades 38 51 25 38 51 25
Avg Bars in Winners 43 59 27 43 59 27
Avg Bars in Losers 33 42 23 33 42 23
Bars Traded 4897 3269 1628 4897 3269 1628
Profit Streak 0 0 62.8086 0 0 62.8086
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61908 -239969 -452368 311961 -128062 -726106

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": 1545436800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757575462354,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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": [
        [
            959838.9664227006,
            865043.3705846246,
            94795.5958380759,
            5000985.100516835,
            5574250.65632483,
            -573265.5558079958
        ],
        [
            959.838966,
            865.043371,
            94.795596,
            5000.985101,
            5574.250656,
            -573.265556
        ],
        [
            0.383859,
            0.345948,
            0.037911,
            0.157373,
            0.161639,
            0
        ],
        [
            747.513219,
            747.513219,
            747.513219,
            747.513219,
            747.513219,
            747.513219
        ],
        [
            -77546,
            -55315,
            -74927,
            -4376535,
            -2267081,
            -2552509
        ],
        [
            2.776697,
            3.627418,
            1.449267,
            1.385579,
            1.796884,
            0.904056
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            51.968504,
            50,
            53.968254,
            51.968504,
            50,
            53.968254
        ],
        [
            2.566342,
            3.627418,
            1.236139,
            1.280611,
            1.796884,
            0.771107
        ],
        [
            455785,
            455785,
            47617,
            4650832,
            4650832,
            1634507
        ],
        [
            -33998,
            -25999,
            -33998,
            -2267081,
            -2267081,
            -1098247
        ],
        [
            38,
            51,
            25,
            38,
            51,
            25
        ],
        [
            43,
            59,
            27,
            43,
            59,
            27
        ],
        [
            33,
            42,
            23,
            33,
            42,
            23
        ],
        [
            4897,
            3269,
            1628,
            4897,
            3269,
            1628
        ],
        [
            0,
            0,
            62.808592,
            0,
            0,
            62.808592
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61908,
            -239969,
            -452368,
            311961,
            -128062,
            -726106
        ]
    ]
}
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": 1545436800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757575462354,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 182,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 91,
            "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)