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Trade: XRP/USDT/720/SSF/MIDPRICE/5601

Strategy
XRP/USDT/720/SSF/MIDPRICE/5601
Pair
XRP_USDT
Interval
12h
Score
503934
Daily Profit
0.273566
Profit Factor
1.959957
Profitability
52.884615
Streak
104.137508
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 06:18
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 1153308.5156 935932.2078 217376.3078 92527828.6286 101889765.6471 -9361937.0185
Total P&L (%) 1153.3085 935.9322 217.3763 92527.8286 101889.7656 -9361.937
Avg Daily Profit (%) 0.4612 0.3743 0.0869 0.2736 0.2774 0
Buy And Hold Return (%) 700.3909 700.3909 700.3909 700.3909 700.3909 700.3909
Max Trade Drawdown -77177 -68811 -61004 -40928704 -13712752 -43735937
Profit Factor 3.8464 5.0289 2.2574 1.96 3.8646 0.8461
Total Trades 104 52 52 104 52 52
Winning Trades 55 26 29 55 26 29
Losing Trades 49 26 23 49 26 23
Profitability (%) 52.8846 50 55.7692 52.8846 50 55.7692
Ratio Avg Win / Avg Loss 3.4268 5.0289 1.7904 1.7461 3.8646 0.671
Largest Winning Trade 310254 310254 49803 77443198 77443198 13287957
Largest Losing Trade -33915 -25993 -33915 -34731289 -10522205 -34731289
Avg Bars in Trades 46 56 36 46 56 36
Avg Bars in Winners 59 74 46 59 74 46
Avg Bars in Losers 31 38 23 31 38 23
Bars Traded 4810 2926 1884 4810 2926 1884
Profit Streak 104.1375 137.6375 104.1375 104.1375 137.6375 104.1375
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345013 -223292 -417122 503934 -163823 -759524

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": 1546819200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758511080718,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "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": [
        [
            1153308.5155845718,
            935932.2078189191,
            217376.3077656524,
            92527828.62857765,
            101889765.64711931,
            -9361937.018541636
        ],
        [
            1153.308516,
            935.932208,
            217.376308,
            92527.828629,
            101889.765647,
            -9361.937019
        ],
        [
            0.461231,
            0.374298,
            0.086933,
            0.273566,
            0.277427,
            0
        ],
        [
            700.390905,
            700.390905,
            700.390905,
            700.390905,
            700.390905,
            700.390905
        ],
        [
            -77177,
            -68811,
            -61004,
            -40928704,
            -13712752,
            -43735937
        ],
        [
            3.846396,
            5.028865,
            2.257417,
            1.959957,
            3.864598,
            0.846069
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            52.884615,
            50,
            55.769231,
            52.884615,
            50,
            55.769231
        ],
        [
            3.426789,
            5.028865,
            1.790365,
            1.746143,
            3.864598,
            0.67102
        ],
        [
            310254,
            310254,
            49803,
            77443198,
            77443198,
            13287957
        ],
        [
            -33915,
            -25993,
            -33915,
            -34731289,
            -10522205,
            -34731289
        ],
        [
            46,
            56,
            36,
            46,
            56,
            36
        ],
        [
            59,
            74,
            46,
            59,
            74,
            46
        ],
        [
            31,
            38,
            23,
            31,
            38,
            23
        ],
        [
            4810,
            2926,
            1884,
            4810,
            2926,
            1884
        ],
        [
            104.137508,
            137.637508,
            104.137508,
            104.137508,
            137.637508,
            104.137508
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345013,
            -223292,
            -417122,
            503934,
            -163823,
            -759524
        ]
    ]
}
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": 1546819200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758511080718,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "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)