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Trade: XRP/USDT/720/SSF/MIDPOINT/9104

Strategy
XRP/USDT/720/SSF/MIDPOINT/9104
Pair
XRP_USDT
Interval
12h
Score
592971
Daily Profit
0.152478
Profit Factor
3.859229
Profitability
65.714286
Streak
91.720311
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 20:17
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 626465.3182 570309.9312 56155.3871 121840.8773 4414154.1138 -4292313.2366
Total P&L (%) 626.4653 570.3099 56.1554 121.8409 4414.1541 -4292.3132
Avg Daily Profit (%) 0.2505 0.2281 0.0225 0.0319 0.1525 0
Buy And Hold Return (%) 826.333 826.333 826.333 826.333 826.333 826.333
Max Trade Drawdown -103430 -67157 -123093 -4561908 -797603 -5557899
Profit Factor 2.4926 5.5799 1.1902 1.0147 3.8592 0.3612
Total Trades 71 35 36 71 35 36
Winning Trades 48 23 25 48 23 25
Losing Trades 23 12 11 23 12 11
Profitability (%) 67.6056 65.7143 69.4444 67.6056 65.7143 69.4444
Ratio Avg Win / Avg Loss 1.1944 2.9112 0.5237 0.4862 2.0135 0.1589
Largest Winning Trade 105559 105559 54148 2403951 2403951 606579
Largest Losing Trade -97246 -52405 -97246 -4410419 -603539 -4410419
Avg Bars in Trades 66 76 56 66 76 56
Avg Bars in Winners 67 66 68 67 66 68
Avg Bars in Losers 64 95 29 64 95 29
Bars Traded 4721 2670 2051 4721 2670 2051
Profit Streak 56.7203 91.7203 56.7203 56.7203 91.7203 56.7203
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -241405 -146292 -338495 -609802 592971 -577698

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": 1547683200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757611034853,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 142,
            "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": [
        [
            626465.3182388027,
            570309.9311706974,
            56155.3870681053,
            121840.8772524427,
            4414154.113832808,
            -4292313.236580366
        ],
        [
            626.465318,
            570.309931,
            56.155387,
            121.840877,
            4414.154114,
            -4292.313237
        ],
        [
            0.250536,
            0.228078,
            0.022458,
            0.03187,
            0.152478,
            0
        ],
        [
            826.333014,
            826.333014,
            826.333014,
            826.333014,
            826.333014,
            826.333014
        ],
        [
            -103430,
            -67157,
            -123093,
            -4561908,
            -797603,
            -5557899
        ],
        [
            2.492596,
            5.579873,
            1.190235,
            1.014745,
            3.859229,
            0.361204
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            67.605634,
            65.714286,
            69.444444,
            67.605634,
            65.714286,
            69.444444
        ],
        [
            1.194369,
            2.911238,
            0.523703,
            0.486232,
            2.013511,
            0.15893
        ],
        [
            105559,
            105559,
            54148,
            2403951,
            2403951,
            606579
        ],
        [
            -97246,
            -52405,
            -97246,
            -4410419,
            -603539,
            -4410419
        ],
        [
            66,
            76,
            56,
            66,
            76,
            56
        ],
        [
            67,
            66,
            68,
            67,
            66,
            68
        ],
        [
            64,
            95,
            29,
            64,
            95,
            29
        ],
        [
            4721,
            2670,
            2051,
            4721,
            2670,
            2051
        ],
        [
            56.720311,
            91.720311,
            56.720311,
            56.720311,
            91.720311,
            56.720311
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -241405,
            -146292,
            -338495,
            -609802,
            592971,
            -577698
        ]
    ]
}
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": 1547683200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757611034853,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 142,
            "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)