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Trade: XRP/USDT/720/SSF/MIDPOINT/3469

Strategy
XRP/USDT/720/SSF/MIDPOINT/3469
Pair
XRP_USDT
Interval
12h
Score
690750
Daily Profit
0.244179
Profit Factor
8.114055
Profitability
63.333333
Streak
113.006398
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-10 03:09
Expiration Time
2025-11-24 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1087653.583 888715.0192 198938.5638 44277197.0472 44462007.3284 -184810.2812
Total P&L (%) 1087.6536 888.715 198.9386 44277.197 44462.0073 -184.8103
Avg Daily Profit (%) 0.4349 0.3553 0.0795 0.244 0.2442 0
Buy And Hold Return (%) 710.8852 710.8852 710.8852 710.8852 710.8852 710.8852
Max Trade Drawdown -88698 -25291 -64599 -15893877 -2229854 -14039655
Profit Factor 4.9554 10.7708 2.0811 2.8343 8.1141 0.9897
Total Trades 60 30 30 60 30 30
Winning Trades 38 19 19 38 19 19
Losing Trades 22 11 11 22 11 11
Profitability (%) 63.3333 63.3333 63.3333 63.3333 63.3333 63.3333
Ratio Avg Win / Avg Loss 2.8689 6.2357 1.2048 1.6409 4.6976 0.573
Largest Winning Trade 391199 391199 44552 23103668 23103668 2453473
Largest Losing Trade -64599 -24099 -64599 -14039655 -1854222 -14039655
Avg Bars in Trades 79 95 63 79 95 63
Avg Bars in Winners 85 97 72 85 97 72
Avg Bars in Losers 69 91 46 69 91 46
Bars Traded 4757 2855 1902 4757 2855 1902
Profit Streak 113.0064 113.0064 335.5064 113.0064 113.0064 335.5064
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163028 -67814 -247033 -156989 690750 -578131

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757462952794,
    "expiration_time": 1763944992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "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": [
        [
            1087653.5830091515,
            888715.0192189362,
            198938.5637902149,
            44277197.04715283,
            44462007.3283934,
            -184810.281240561
        ],
        [
            1087.653583,
            888.715019,
            198.938564,
            44277.197047,
            44462.007328,
            -184.810281
        ],
        [
            0.434887,
            0.355344,
            0.079544,
            0.244012,
            0.244179,
            0
        ],
        [
            710.885177,
            710.885177,
            710.885177,
            710.885177,
            710.885177,
            710.885177
        ],
        [
            -88698,
            -25291,
            -64599,
            -15893877,
            -2229854,
            -14039655
        ],
        [
            4.955423,
            10.770835,
            2.081059,
            2.834296,
            8.114055,
            0.989669
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            63.333333,
            63.333333,
            63.333333,
            63.333333,
            63.333333,
            63.333333
        ],
        [
            2.868929,
            6.235746,
            1.204824,
            1.640908,
            4.697611,
            0.572966
        ],
        [
            391199,
            391199,
            44552,
            23103668,
            23103668,
            2453473
        ],
        [
            -64599,
            -24099,
            -64599,
            -14039655,
            -1854222,
            -14039655
        ],
        [
            79,
            95,
            63,
            79,
            95,
            63
        ],
        [
            85,
            97,
            72,
            85,
            97,
            72
        ],
        [
            69,
            91,
            46,
            69,
            91,
            46
        ],
        [
            4757,
            2855,
            1902,
            4757,
            2855,
            1902
        ],
        [
            113.006398,
            113.006398,
            335.506398,
            113.006398,
            113.006398,
            335.506398
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163028,
            -67814,
            -247033,
            -156989,
            690750,
            -578131
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757462952794,
    "expiration_time": 1763944992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 127,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "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)