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Trade: XRP/USDT/720/SSF/DCM/6630

Strategy
XRP/USDT/720/SSF/DCM/6630
Pair
XRP_USDT
Interval
12h
Score
463485
Daily Profit
0.160871
Profit Factor
1.925328
Profitability
51.538462
Streak
66.063233
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 16:31
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 820292.7337 731554.2025 88738.5312 5466408.1291 4338076.9005 1128331.2286
Total P&L (%) 820.2927 731.5542 88.7385 5466.4081 4338.0769 1128.3312
Avg Daily Profit (%) 0.3281 0.2926 0.0355 0.1609 0.1518 0.1004
Buy And Hold Return (%) 751.8588 751.8588 751.8588 751.8588 751.8588 751.8588
Max Trade Drawdown -100420 -89164 -47432 -1331865 -1256686 -682955
Profit Factor 2.3161 2.8304 1.3969 1.9253 2.0789 1.5981
Total Trades 130 65 65 130 65 65
Winning Trades 67 34 33 67 34 33
Losing Trades 63 31 32 63 31 32
Profitability (%) 51.5385 52.3077 50.7692 51.5385 52.3077 50.7692
Ratio Avg Win / Avg Loss 2.1778 2.5806 1.3545 1.8104 1.8954 1.5497
Largest Winning Trade 313585 313585 59470 2189089 2189089 686070
Largest Losing Trade -45912 -45912 -26748 -739767 -739767 -299365
Avg Bars in Trades 37 46 28 37 46 28
Avg Bars in Winners 46 56 36 46 56 36
Avg Bars in Losers 27 35 19 27 35 19
Bars Traded 4847 3027 1820 4847 3027 1820
Profit Streak 66.0632 152.5632 66.0632 66.0632 152.5632 66.0632
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122402 -281575 -441335 463485 -119271 -196521

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757770263329,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 80,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "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": [
        [
            820292.7337280879,
            731554.202513061,
            88738.5312150269,
            5466408.129114036,
            4338076.900544335,
            1128331.2285697008
        ],
        [
            820.292734,
            731.554203,
            88.738531,
            5466.408129,
            4338.076901,
            1128.331229
        ],
        [
            0.328051,
            0.292563,
            0.035488,
            0.160871,
            0.151797,
            0.10036
        ],
        [
            751.858816,
            751.858816,
            751.858816,
            751.858816,
            751.858816,
            751.858816
        ],
        [
            -100420,
            -89164,
            -47432,
            -1331865,
            -1256686,
            -682955
        ],
        [
            2.316096,
            2.830382,
            1.396855,
            1.925328,
            2.078852,
            1.5981
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            51.538462,
            52.307692,
            50.769231,
            51.538462,
            52.307692,
            50.769231
        ],
        [
            2.177822,
            2.580643,
            1.354526,
            1.810383,
            1.895424,
            1.549673
        ],
        [
            313585,
            313585,
            59470,
            2189089,
            2189089,
            686070
        ],
        [
            -45912,
            -45912,
            -26748,
            -739767,
            -739767,
            -299365
        ],
        [
            37,
            46,
            28,
            37,
            46,
            28
        ],
        [
            46,
            56,
            36,
            46,
            56,
            36
        ],
        [
            27,
            35,
            19,
            27,
            35,
            19
        ],
        [
            4847,
            3027,
            1820,
            4847,
            3027,
            1820
        ],
        [
            66.063233,
            152.563233,
            66.063233,
            66.063233,
            152.563233,
            66.063233
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122402,
            -281575,
            -441335,
            463485,
            -119271,
            -196521
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757770263329,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 80,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 83,
            "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)