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Trade: XRP/USDT/720/SSF/MIDPRICE/1118

Strategy
XRP/USDT/720/SSF/MIDPRICE/1118
Pair
XRP_USDT
Interval
12h
Score
391185
Daily Profit
0.149890
Profit Factor
1.849611
Profitability
48.226950
Streak
74.382289
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 00:10
Expiration Time
2025-12-05 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 843312.5792 771241.7507 72070.8285 4131738.2571 4102078.9286 29659.3284
Total P&L (%) 843.3126 771.2418 72.0708 4131.7383 4102.0789 29.6593
Avg Daily Profit (%) 0.3373 0.3084 0.0288 0.1499 0.1496 0.0104
Buy And Hold Return (%) 704.4977 704.4977 704.4977 704.4977 704.4977 704.4977
Max Trade Drawdown -100312 -87411 -63579 -1247605 -1173091 -611791
Profit Factor 2.3812 3.2135 1.2749 1.8496 2.4301 1.0149
Total Trades 141 70 71 141 70 71
Winning Trades 68 36 32 68 36 32
Losing Trades 73 34 39 73 34 39
Profitability (%) 48.227 51.4286 45.0704 48.227 51.4286 45.0704
Ratio Avg Win / Avg Loss 2.5563 3.035 1.5538 1.9856 2.2951 1.2369
Largest Winning Trade 308205 308205 57636 2832514 2832514 259101
Largest Losing Trade -57782 -26221 -57782 -744136 -744136 -304309
Avg Bars in Trades 34 42 26 34 42 26
Avg Bars in Winners 48 59 37 48 59 37
Avg Bars in Losers 20 25 16 20 25 16
Bars Traded 4826 2975 1851 4826 2975 1851
Profit Streak 74.3823 118.3823 74.3823 74.3823 118.3823 74.3823
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90080 -214233 -407151 391185 -82103 -636944

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758489029780,
    "expiration_time": 1764937296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "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": [
        [
            843312.5792053884,
            771241.7506599538,
            72070.8285454344,
            4131738.2570581054,
            4102078.9286136404,
            29659.3284444646
        ],
        [
            843.312579,
            771.241751,
            72.070829,
            4131.738257,
            4102.078929,
            29.659328
        ],
        [
            0.337258,
            0.308435,
            0.028823,
            0.14989,
            0.149608,
            0.010388
        ],
        [
            704.497662,
            704.497662,
            704.497662,
            704.497662,
            704.497662,
            704.497662
        ],
        [
            -100312,
            -87411,
            -63579,
            -1247605,
            -1173091,
            -611791
        ],
        [
            2.381216,
            3.213549,
            1.274933,
            1.849611,
            2.430111,
            1.014869
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            48.22695,
            51.428571,
            45.070423,
            48.22695,
            51.428571,
            45.070423
        ],
        [
            2.556306,
            3.035018,
            1.553825,
            1.985612,
            2.295105,
            1.236871
        ],
        [
            308205,
            308205,
            57636,
            2832514,
            2832514,
            259101
        ],
        [
            -57782,
            -26221,
            -57782,
            -744136,
            -744136,
            -304309
        ],
        [
            34,
            42,
            26,
            34,
            42,
            26
        ],
        [
            48,
            59,
            37,
            48,
            59,
            37
        ],
        [
            20,
            25,
            16,
            20,
            25,
            16
        ],
        [
            4826,
            2975,
            1851,
            4826,
            2975,
            1851
        ],
        [
            74.382289,
            118.382289,
            74.382289,
            74.382289,
            118.382289,
            74.382289
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90080,
            -214233,
            -407151,
            391185,
            -82103,
            -636944
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758489029780,
    "expiration_time": 1764937296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "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)