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Trade: XRP/USDT/720/SSF/DCM/8762

Strategy
XRP/USDT/720/SSF/DCM/8762
Pair
XRP_USDT
Interval
12h
Score
423266
Daily Profit
0.181438
Profit Factor
2.347601
Profitability
46.808511
Streak
128.744222
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 20:51
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878455.8528 772719.7605 105736.0922 7600483.275 9201403.1991 -1600919.9241
Total P&L (%) 878.4559 772.7198 105.7361 7600.4833 9201.4032 -1600.9199
Avg Daily Profit (%) 0.3513 0.309 0.0423 0.1739 0.1814 0
Buy And Hold Return (%) 734.867 734.867 734.867 734.867 734.867 734.867
Max Trade Drawdown -100090 -88445 -102173 -4118940 -1967024 -5903645
Profit Factor 2.7162 3.5514 1.5059 1.5238 2.3476 0.7916
Total Trades 94 47 47 94 47 47
Winning Trades 45 22 23 45 22 23
Losing Trades 49 25 24 49 25 24
Profitability (%) 47.8723 46.8085 48.9362 47.8723 46.8085 48.9362
Ratio Avg Win / Avg Loss 2.9576 4.0357 1.5714 1.6592 2.6677 0.8261
Largest Winning Trade 269964 269964 57636 6226932 6226932 1303079
Largest Losing Trade -39229 -31676 -39229 -3347610 -1143496 -3347610
Avg Bars in Trades 51 63 40 51 63 40
Avg Bars in Winners 63 76 51 63 76 51
Avg Bars in Losers 40 51 29 40 51 29
Bars Traded 4862 2969 1893 4862 2969 1893
Profit Streak 94.7442 128.7442 94.7442 94.7442 128.7442 94.7442
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90092 -134643 -299522 387326 423266 -580551

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1546344000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757613100749,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 111,
            "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": [
        [
            878455.8527749191,
            772719.7605443562,
            105736.0922305628,
            7600483.275036768,
            9201403.199134734,
            -1600919.9240979669
        ],
        [
            878.455853,
            772.719761,
            105.736092,
            7600.483275,
            9201.403199,
            -1600.919924
        ],
        [
            0.351312,
            0.309026,
            0.042286,
            0.173871,
            0.181438,
            0
        ],
        [
            734.866962,
            734.866962,
            734.866962,
            734.866962,
            734.866962,
            734.866962
        ],
        [
            -100090,
            -88445,
            -102173,
            -4118940,
            -1967024,
            -5903645
        ],
        [
            2.716205,
            3.551384,
            1.505923,
            1.523767,
            2.347601,
            0.791634
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            47.87234,
            46.808511,
            48.93617,
            47.87234,
            46.808511,
            48.93617
        ],
        [
            2.957646,
            4.035663,
            1.571398,
            1.659212,
            2.667728,
            0.826053
        ],
        [
            269964,
            269964,
            57636,
            6226932,
            6226932,
            1303079
        ],
        [
            -39229,
            -31676,
            -39229,
            -3347610,
            -1143496,
            -3347610
        ],
        [
            51,
            63,
            40,
            51,
            63,
            40
        ],
        [
            63,
            76,
            51,
            63,
            76,
            51
        ],
        [
            40,
            51,
            29,
            40,
            51,
            29
        ],
        [
            4862,
            2969,
            1893,
            4862,
            2969,
            1893
        ],
        [
            94.744222,
            128.744222,
            94.744222,
            94.744222,
            128.744222,
            94.744222
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90092,
            -134643,
            -299522,
            387326,
            423266,
            -580551
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1546344000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757613100749,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 111,
            "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)