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Trade: XRP/USDT/720/SSF/MIDPRICE/3607

Strategy
XRP/USDT/720/SSF/MIDPRICE/3607
Pair
XRP_USDT
Interval
12h
Score
662684
Daily Profit
0.224544
Profit Factor
4.796210
Profitability
65.517241
Streak
88.338858
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 11:07
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 980816.2161 830247.4289 150568.7872 18446184.1407 27171867.9218 -8725683.7811
Total P&L (%) 980.8162 830.2474 150.5688 18446.1841 27171.8679 -8725.6838
Avg Daily Profit (%) 0.3922 0.332 0.0602 0.2091 0.2245 0
Buy And Hold Return (%) 802.7746 802.7746 802.7746 802.7746 802.7746 802.7746
Max Trade Drawdown -78304 -66191 -68157 -12202098 -2996073 -10424545
Profit Factor 3.7852 6.6599 1.7328 1.7838 4.7962 0.4672
Total Trades 58 29 29 58 29 29
Winning Trades 38 19 19 38 19 19
Losing Trades 20 10 10 20 10 10
Profitability (%) 65.5172 65.5172 65.5172 65.5172 65.5172 65.5172
Ratio Avg Win / Avg Loss 1.9922 3.5052 0.912 0.9388 2.5243 0.2459
Largest Winning Trade 325338 325338 59464 21531428 21531428 1031585
Largest Losing Trade -68157 -39282 -68157 -5633357 -1973580 -5633357
Avg Bars in Trades 78 96 61 78 96 61
Avg Bars in Winners 92 111 73 92 111 73
Avg Bars in Losers 52 67 38 52 67 38
Bars Traded 4573 2795 1778 4573 2795 1778
Profit Streak 72.8389 88.3389 0 72.8389 88.3389 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -257124 -134921 -275834 -168209 662684 -578821

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1552392000000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758528477369,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "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": [
        [
            980816.2161152733,
            830247.4289043385,
            150568.7872109345,
            18446184.140725084,
            27171867.921803065,
            -8725683.781077987
        ],
        [
            980.816216,
            830.247429,
            150.568787,
            18446.184141,
            27171.867922,
            -8725.683781
        ],
        [
            0.392248,
            0.332033,
            0.060215,
            0.20909,
            0.224544,
            0
        ],
        [
            802.774645,
            802.774645,
            802.774645,
            802.774645,
            802.774645,
            802.774645
        ],
        [
            -78304,
            -66191,
            -68157,
            -12202098,
            -2996073,
            -10424545
        ],
        [
            3.785151,
            6.659873,
            1.732806,
            1.783778,
            4.79621,
            0.467209
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            65.517241,
            65.517241,
            65.517241,
            65.517241,
            65.517241,
            65.517241
        ],
        [
            1.992185,
            3.505197,
            0.912003,
            0.938831,
            2.524321,
            0.2459
        ],
        [
            325338,
            325338,
            59464,
            21531428,
            21531428,
            1031585
        ],
        [
            -68157,
            -39282,
            -68157,
            -5633357,
            -1973580,
            -5633357
        ],
        [
            78,
            96,
            61,
            78,
            96,
            61
        ],
        [
            92,
            111,
            73,
            92,
            111,
            73
        ],
        [
            52,
            67,
            38,
            52,
            67,
            38
        ],
        [
            4573,
            2795,
            1778,
            4573,
            2795,
            1778
        ],
        [
            72.838858,
            88.338858,
            0,
            72.838858,
            88.338858,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -257124,
            -134921,
            -275834,
            -168209,
            662684,
            -578821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1552392000000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758528477369,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "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)