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Trade: XRP/USDT/720/SSF/MIDPOINT/6621

Strategy
XRP/USDT/720/SSF/MIDPOINT/6621
Pair
XRP_USDT
Interval
12h
Score
802673
Daily Profit
0.256549
Profit Factor
6.273232
Profitability
80.645161
Streak
520.317012
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 10:36
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1345836.3393 1052376.1491 293460.1902 335060740.6702 274566577.3455 60494163.3248
Total P&L (%) 1345.8363 1052.3761 293.4602 335060.7407 274566.5773 60494.1633
Avg Daily Profit (%) 0.5382 0.4209 0.1174 0.3252 0.3172 0.2565
Buy And Hold Return (%) 902.7737 902.7737 902.7737 902.7737 902.7737 902.7737
Max Trade Drawdown -71703 -42436 -71703 -14293456 -9175884 -6644147
Profit Factor 6.1322 8.408 3.442 15.2556 23.82 6.2732
Total Trades 62 31 31 62 31 31
Winning Trades 48 23 25 48 23 25
Losing Trades 14 8 6 14 8 6
Profitability (%) 77.4194 74.1935 80.6452 77.4194 74.1935 80.6452
Ratio Avg Win / Avg Loss 1.7886 2.9245 0.8261 4.4496 8.2852 1.5056
Largest Winning Trade 363749 363749 65044 122379762 122379762 28709109
Largest Losing Trade -71703 -41696 -71703 -7406090 -7406090 -6644147
Avg Bars in Trades 74 86 61 74 86 61
Avg Bars in Winners 80 90 71 80 90 71
Avg Bars in Losers 51 75 18 51 75 18
Bars Traded 4590 2681 1909 4590 2681 1909
Profit Streak 520.317 521.817 520.317 520.317 521.817 520.317
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147175 -91319 -193050 -135905 792588 802673

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1549756800000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758094589838,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 69,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 179,
            "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": [
        [
            1345836.3393146542,
            1052376.1490738422,
            293460.1902408121,
            335060740.6702292,
            274566577.34547436,
            60494163.324754834
        ],
        [
            1345.836339,
            1052.376149,
            293.46019,
            335060.74067,
            274566.577345,
            60494.163325
        ],
        [
            0.538227,
            0.420866,
            0.117361,
            0.32515,
            0.317164,
            0.256549
        ],
        [
            902.77365,
            902.77365,
            902.77365,
            902.77365,
            902.77365,
            902.77365
        ],
        [
            -71703,
            -42436,
            -71703,
            -14293456,
            -9175884,
            -6644147
        ],
        [
            6.132233,
            8.40797,
            3.441999,
            15.255613,
            23.819991,
            6.273232
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            14,
            8,
            6,
            14,
            8,
            6
        ],
        [
            77.419355,
            74.193548,
            80.645161,
            77.419355,
            74.193548,
            80.645161
        ],
        [
            1.788568,
            2.924511,
            0.82608,
            4.449554,
            8.285214,
            1.505576
        ],
        [
            363749,
            363749,
            65044,
            122379762,
            122379762,
            28709109
        ],
        [
            -71703,
            -41696,
            -71703,
            -7406090,
            -7406090,
            -6644147
        ],
        [
            74,
            86,
            61,
            74,
            86,
            61
        ],
        [
            80,
            90,
            71,
            80,
            90,
            71
        ],
        [
            51,
            75,
            18,
            51,
            75,
            18
        ],
        [
            4590,
            2681,
            1909,
            4590,
            2681,
            1909
        ],
        [
            520.317012,
            521.817012,
            520.317012,
            520.317012,
            521.817012,
            520.317012
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147175,
            -91319,
            -193050,
            -135905,
            792588,
            802673
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1549756800000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758094589838,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 69,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 179,
            "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)