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Trade: XRP/USDT/720/SSF/MIDPOINT/6929

Strategy
XRP/USDT/720/SSF/MIDPOINT/6929
Pair
XRP_USDT
Interval
12h
Score
676950
Daily Profit
0.278782
Profit Factor
7.943249
Profitability
57.500000
Streak
118.549449
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 16:11
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1141769.3743 909959.7062 231809.6681 124272801.5628 105395340.9627 18877460.6
Total P&L (%) 1141.7694 909.9597 231.8097 124272.8016 105395.341 18877.4606
Avg Daily Profit (%) 0.4566 0.3639 0.0927 0.2854 0.2788 0.21
Buy And Hold Return (%) 731.2779 731.2779 731.2779 731.2779 731.2779 731.2779
Max Trade Drawdown -78911 -81661 -32713 -10084720 -4990400 -5850603
Profit Factor 4.4875 5.4527 2.8842 5.8278 7.9432 2.7874
Total Trades 81 40 41 81 40 41
Winning Trades 45 23 22 45 23 22
Losing Trades 36 17 19 36 17 19
Profitability (%) 55.5556 57.5 53.6585 55.5556 57.5 53.6585
Ratio Avg Win / Avg Loss 3.59 4.0303 2.4909 4.6622 5.8711 2.4073
Largest Winning Trade 341427 341427 56523 61464046 61464046 10245652
Largest Losing Trade -35212 -35212 -20479 -5850603 -4234116 -5850603
Avg Bars in Trades 58 69 47 58 69 47
Avg Bars in Winners 76 80 72 76 80 72
Avg Bars in Losers 36 55 19 36 55 19
Bars Traded 4745 2792 1953 4745 2792 1953
Profit Streak 118.5494 118.5494 119.5494 118.5494 118.5494 119.5494
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6368 -70629 -228002 106709 676950 536806

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1546819200000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757509872368,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 124,
            "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": [
        [
            1141769.3742654764,
            909959.7062020517,
            231809.6680634252,
            124272801.56276774,
            105395340.96272129,
            18877460.60004648
        ],
        [
            1141.769374,
            909.959706,
            231.809668,
            124272.801563,
            105395.340963,
            18877.4606
        ],
        [
            0.456616,
            0.363911,
            0.092705,
            0.285384,
            0.278782,
            0.210012
        ],
        [
            731.277873,
            731.277873,
            731.277873,
            731.277873,
            731.277873,
            731.277873
        ],
        [
            -78911,
            -81661,
            -32713,
            -10084720,
            -4990400,
            -5850603
        ],
        [
            4.487496,
            5.452704,
            2.884198,
            5.827776,
            7.943249,
            2.787356
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            55.555556,
            57.5,
            53.658537,
            55.555556,
            57.5,
            53.658537
        ],
        [
            3.589997,
            4.030259,
            2.490899,
            4.662221,
            5.871097,
            2.407262
        ],
        [
            341427,
            341427,
            56523,
            61464046,
            61464046,
            10245652
        ],
        [
            -35212,
            -35212,
            -20479,
            -5850603,
            -4234116,
            -5850603
        ],
        [
            58,
            69,
            47,
            58,
            69,
            47
        ],
        [
            76,
            80,
            72,
            76,
            80,
            72
        ],
        [
            36,
            55,
            19,
            36,
            55,
            19
        ],
        [
            4745,
            2792,
            1953,
            4745,
            2792,
            1953
        ],
        [
            118.549449,
            118.549449,
            119.549449,
            118.549449,
            118.549449,
            119.549449
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6368,
            -70629,
            -228002,
            106709,
            676950,
            536806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1546819200000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757509872368,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 136,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 124,
            "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)