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Trade: XRP/USDT/720/SSF/DCM/4067

Strategy
XRP/USDT/720/SSF/DCM/4067
Pair
XRP_USDT
Interval
12h
Score
668873
Daily Profit
0.232199
Profit Factor
5.432654
Profitability
61.904762
Streak
131.536211
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 03:52
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1110931.5389 916936.8509 193994.6879 42574872.1935 32910440.8275 9664431.366
Total P&L (%) 1110.9315 916.9369 193.9947 42574.8722 32910.4408 9664.4314
Avg Daily Profit (%) 0.4443 0.3667 0.0776 0.2425 0.2322 0.1834
Buy And Hold Return (%) 674.4953 674.4953 674.4953 674.4953 674.4953 674.4953
Max Trade Drawdown -103022 -89321 -32679 -3609922 -2227868 -4060056
Profit Factor 3.619 4.3401 2.2962 4.175 5.4327 2.6148
Total Trades 85 42 43 85 42 43
Winning Trades 50 26 24 50 26 24
Losing Trades 35 16 19 35 16 19
Profitability (%) 58.8235 61.9048 55.814 58.8235 61.9048 55.814
Ratio Avg Win / Avg Loss 2.5333 2.6709 1.8178 2.9225 3.3432 2.0701
Largest Winning Trade 374873 374873 64165 17020755 17020755 6554612
Largest Losing Trade -51300 -51300 -32411 -3609922 -989917 -3609922
Avg Bars in Trades 53 64 43 53 64 43
Avg Bars in Winners 59 64 54 59 64 54
Avg Bars in Losers 45 64 28 45 64 28
Bars Traded 4567 2703 1864 4567 2703 1864
Profit Streak 131.5362 131.5362 231.5362 131.5362 131.5362 231.5362
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373967 -35023 -248609 659265 668873 541528

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757292728671,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "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": [
        [
            1110931.538872064,
            916936.8509438374,
            193994.6879282266,
            42574872.19345522,
            32910440.82745908,
            9664431.365996147
        ],
        [
            1110.931539,
            916.936851,
            193.994688,
            42574.872193,
            32910.440827,
            9664.431366
        ],
        [
            0.444284,
            0.366701,
            0.077582,
            0.242493,
            0.232199,
            0.183385
        ],
        [
            674.495269,
            674.495269,
            674.495269,
            674.495269,
            674.495269,
            674.495269
        ],
        [
            -103022,
            -89321,
            -32679,
            -3609922,
            -2227868,
            -4060056
        ],
        [
            3.618958,
            4.340134,
            2.296172,
            4.17502,
            5.432654,
            2.614835
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            58.823529,
            61.904762,
            55.813953,
            58.823529,
            61.904762,
            55.813953
        ],
        [
            2.533271,
            2.670852,
            1.817803,
            2.922514,
            3.343172,
            2.070078
        ],
        [
            374873,
            374873,
            64165,
            17020755,
            17020755,
            6554612
        ],
        [
            -51300,
            -51300,
            -32411,
            -3609922,
            -989917,
            -3609922
        ],
        [
            53,
            64,
            43,
            53,
            64,
            43
        ],
        [
            59,
            64,
            54,
            59,
            64,
            54
        ],
        [
            45,
            64,
            28,
            45,
            64,
            28
        ],
        [
            4567,
            2703,
            1864,
            4567,
            2703,
            1864
        ],
        [
            131.536211,
            131.536211,
            231.536211,
            131.536211,
            131.536211,
            231.536211
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373967,
            -35023,
            -248609,
            659265,
            668873,
            541528
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757292728671,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 103,
            "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)