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Trade: XRP/USDT/720/SSF/MIDPOINT/2833

Strategy
XRP/USDT/720/SSF/MIDPOINT/2833
Pair
XRP_USDT
Interval
12h
Score
398248
Daily Profit
0.176597
Profit Factor
1.552956
Profitability
44.324324
Streak
62.888003
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 00:18
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 887098.9859 787143.4237 99955.5622 8142648.0971 6797378.4481 1345269.649
Total P&L (%) 887.099 787.1434 99.9556 8142.6481 6797.3784 1345.2696
Avg Daily Profit (%) 0.3548 0.3148 0.04 0.1766 0.1695 0.1069
Buy And Hold Return (%) 856.6286 856.6286 856.6286 856.6286 856.6286 856.6286
Max Trade Drawdown -157999 -122752 -49695 -4745532 -2630645 -2160793
Profit Factor 2.0918 2.5599 1.3246 1.553 1.7752 1.2258
Total Trades 185 92 93 185 92 93
Winning Trades 82 39 43 82 39 43
Losing Trades 103 53 50 103 53 50
Profitability (%) 44.3243 42.3913 46.2366 44.3243 42.3913 46.2366
Ratio Avg Win / Avg Loss 2.6274 3.4788 1.5403 1.9507 2.4125 1.4254
Largest Winning Trade 206130 206130 63763 2198215 2198215 1691508
Largest Losing Trade -35384 -35384 -17277 -2535616 -2535616 -951603
Avg Bars in Trades 26 32 19 26 32 19
Avg Bars in Winners 37 44 31 37 44 31
Avg Bars in Losers 16 24 9 16 24 9
Bars Traded 4853 3035 1817 4853 3035 1817
Profit Streak 62.888 78.888 62.888 62.888 78.888 62.888
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140889 -153776 -304457 398248 332811 -60534

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1544097600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757452723468,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 63,
            "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": [
        [
            887098.9859112302,
            787143.4236865101,
            99955.5622247207,
            8142648.097134666,
            6797378.448141532,
            1345269.6489931373
        ],
        [
            887.098986,
            787.143424,
            99.955562,
            8142.648097,
            6797.378448,
            1345.269649
        ],
        [
            0.354769,
            0.314794,
            0.039974,
            0.176597,
            0.169459,
            0.106871
        ],
        [
            856.62861,
            856.62861,
            856.62861,
            856.62861,
            856.62861,
            856.62861
        ],
        [
            -157999,
            -122752,
            -49695,
            -4745532,
            -2630645,
            -2160793
        ],
        [
            2.091754,
            2.559857,
            1.324616,
            1.552956,
            1.775238,
            1.225809
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            82,
            39,
            43,
            82,
            39,
            43
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            44.324324,
            42.391304,
            46.236559,
            44.324324,
            42.391304,
            46.236559
        ],
        [
            2.627447,
            3.47878,
            1.540251,
            1.950665,
            2.412504,
            1.425359
        ],
        [
            206130,
            206130,
            63763,
            2198215,
            2198215,
            1691508
        ],
        [
            -35384,
            -35384,
            -17277,
            -2535616,
            -2535616,
            -951603
        ],
        [
            26,
            32,
            19,
            26,
            32,
            19
        ],
        [
            37,
            44,
            31,
            37,
            44,
            31
        ],
        [
            16,
            24,
            9,
            16,
            24,
            9
        ],
        [
            4853,
            3035,
            1817,
            4853,
            3035,
            1817
        ],
        [
            62.888003,
            78.888003,
            62.888003,
            62.888003,
            78.888003,
            62.888003
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140889,
            -153776,
            -304457,
            398248,
            332811,
            -60534
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1544097600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757452723468,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 63,
            "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)