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Trade: XRP/USDT/720/SSF/MIDPRICE/1251

Strategy
XRP/USDT/720/SSF/MIDPRICE/1251
Pair
XRP_USDT
Interval
12h
Score
382693
Daily Profit
0.166487
Profit Factor
2.076750
Profitability
44.148936
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-19 03:26
Expiration Time
2025-12-03 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 922969.594 826142.5107 96827.0833 6309498.5368 5227445.6904 1082052.8464
Total P&L (%) 922.9696 826.1425 96.8271 6309.4985 5227.4457 1082.0528
Avg Daily Profit (%) 0.369 0.3303 0.0387 0.1665 0.1591 0.0988
Buy And Hold Return (%) 912.323 912.323 912.323 912.323 912.323 912.323
Max Trade Drawdown -132657 -102280 -50691 -1279611 -1172136 -593837
Profit Factor 2.2329 2.8002 1.3342 2.0768 2.5067 1.4527
Total Trades 188 94 94 188 94 94
Winning Trades 83 39 44 83 39 44
Losing Trades 105 55 50 105 55 50
Profitability (%) 44.1489 41.4894 46.8085 44.1489 41.4894 46.8085
Ratio Avg Win / Avg Loss 2.8248 3.9491 1.5162 2.6272 3.5351 1.6508
Largest Winning Trade 328770 328770 48679 2830535 2830535 801600
Largest Losing Trade -34684 -34684 -21630 -1172136 -1172136 -593837
Avg Bars in Trades 26 29 22 26 29 22
Avg Bars in Winners 36 44 29 36 44 29
Avg Bars in Losers 17 18 17 17 18 17
Bars Traded 4898 2740 2158 4898 2740 2158
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149428 -154616 -306826 382693 298229 -167689

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1544572800000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758241578647,
    "expiration_time": 1764722592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 93,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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": [
        [
            922969.5940206591,
            826142.5107202329,
            96827.083300427,
            6309498.536812759,
            5227445.690398604,
            1082052.8464141549
        ],
        [
            922.969594,
            826.142511,
            96.827083,
            6309.498537,
            5227.44569,
            1082.052846
        ],
        [
            0.36904,
            0.330325,
            0.038715,
            0.166487,
            0.159081,
            0.098803
        ],
        [
            912.32296,
            912.32296,
            912.32296,
            912.32296,
            912.32296,
            912.32296
        ],
        [
            -132657,
            -102280,
            -50691,
            -1279611,
            -1172136,
            -593837
        ],
        [
            2.232919,
            2.80024,
            1.334234,
            2.07675,
            2.506697,
            1.452687
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            44.148936,
            41.489362,
            46.808511,
            44.148936,
            41.489362,
            46.808511
        ],
        [
            2.824778,
            3.949056,
            1.516176,
            2.627214,
            3.535086,
            1.650781
        ],
        [
            328770,
            328770,
            48679,
            2830535,
            2830535,
            801600
        ],
        [
            -34684,
            -34684,
            -21630,
            -1172136,
            -1172136,
            -593837
        ],
        [
            26,
            29,
            22,
            26,
            29,
            22
        ],
        [
            36,
            44,
            29,
            36,
            44,
            29
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            4898,
            2740,
            2158,
            4898,
            2740,
            2158
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149428,
            -154616,
            -306826,
            382693,
            298229,
            -167689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1544572800000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758241578647,
    "expiration_time": 1764722592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 93,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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)