← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XRP/USDT/720/SSF/MIDPRICE/2358

Strategy
XRP/USDT/720/SSF/MIDPRICE/2358
Pair
XRP_USDT
Interval
12h
Score
730661
Daily Profit
0.228348
Profit Factor
8.738836
Profitability
66.666667
Streak
117.587731
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 05:06
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1068918.8844 907968.5222 160950.3622 27120709.3899 29886836.3113 -2766126.9213
Total P&L (%) 1068.9189 907.9685 160.9504 27120.7094 29886.8363 -2766.1269
Avg Daily Profit (%) 0.4275 0.3631 0.0644 0.2245 0.2283 0
Buy And Hold Return (%) 877.4574 877.4574 877.4574 877.4574 877.4574 877.4574
Max Trade Drawdown -62248 -53974 -62248 -7591653 -1471649 -8348617
Profit Factor 4.2104 6.7481 1.9197 2.6795 8.7388 0.7749
Total Trades 66 33 33 66 33 33
Winning Trades 44 22 22 44 22 22
Losing Trades 22 11 11 22 11 11
Profitability (%) 66.6667 66.6667 66.6667 66.6667 66.6667 66.6667
Ratio Avg Win / Avg Loss 2.1052 3.3741 0.9599 1.3397 4.3694 0.3874
Largest Winning Trade 406452 406452 57570 20846388 20846388 2655867
Largest Losing Trade -62248 -36833 -62248 -7591653 -1021277 -7591653
Avg Bars in Trades 69 85 53 69 85 53
Avg Bars in Winners 84 94 73 84 94 73
Avg Bars in Losers 39 67 11 39 67 11
Bars Traded 4575 2818 1757 4575 2818 1757
Profit Streak 63.5877 117.5877 0 63.5877 117.5877 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -206475 -133511 -269758 -113532 730661 -578642

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1551873600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758161179941,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "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": [
        [
            1068918.884394243,
            907968.522173445,
            160950.3622207984,
            27120709.389934212,
            29886836.311257944,
            -2766126.9213237334
        ],
        [
            1068.918884,
            907.968522,
            160.950362,
            27120.70939,
            29886.836311,
            -2766.126921
        ],
        [
            0.427482,
            0.363115,
            0.064367,
            0.224469,
            0.228348,
            0
        ],
        [
            877.457397,
            877.457397,
            877.457397,
            877.457397,
            877.457397,
            877.457397
        ],
        [
            -62248,
            -53974,
            -62248,
            -7591653,
            -1471649,
            -8348617
        ],
        [
            4.210365,
            6.748134,
            1.919717,
            2.679478,
            8.738836,
            0.774862
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            66.666667,
            66.666667,
            66.666667,
            66.666667,
            66.666667,
            66.666667
        ],
        [
            2.105183,
            3.374067,
            0.959859,
            1.339739,
            4.369418,
            0.387431
        ],
        [
            406452,
            406452,
            57570,
            20846388,
            20846388,
            2655867
        ],
        [
            -62248,
            -36833,
            -62248,
            -7591653,
            -1021277,
            -7591653
        ],
        [
            69,
            85,
            53,
            69,
            85,
            53
        ],
        [
            84,
            94,
            73,
            84,
            94,
            73
        ],
        [
            39,
            67,
            11,
            39,
            67,
            11
        ],
        [
            4575,
            2818,
            1757,
            4575,
            2818,
            1757
        ],
        [
            63.587731,
            117.587731,
            0,
            63.587731,
            117.587731,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -206475,
            -133511,
            -269758,
            -113532,
            730661,
            -578642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1551873600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758161179941,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "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)