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Trade: XRP/USDT/720/SSF/MIDPRICE/7413

Strategy
XRP/USDT/720/SSF/MIDPRICE/7413
Pair
XRP_USDT
Interval
12h
Score
627308
Daily Profit
0.201924
Profit Factor
3.570777
Profitability
65.789474
Streak
118.270045
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 21:28
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 822738.4202 712014.9857 110723.4346 7990683.3202 15409348.4432 -7418665.123
Total P&L (%) 822.7384 712.015 110.7234 7990.6833 15409.3484 -7418.6651
Avg Daily Profit (%) 0.329 0.2847 0.0443 0.1759 0.2019 0
Buy And Hold Return (%) 963.7996 963.7996 963.7996 963.7996 963.7996 963.7996
Max Trade Drawdown -83619 -69978 -75882 -9684433 -2504603 -9616409
Profit Factor 2.9377 4.8721 1.46 1.3845 3.5708 0.4983
Total Trades 76 38 38 76 38 38
Winning Trades 51 25 26 51 25 26
Losing Trades 25 13 12 25 13 12
Profitability (%) 67.1053 65.7895 68.4211 67.1053 65.7895 68.4211
Ratio Avg Win / Avg Loss 1.4401 2.5335 0.6738 0.6787 1.8568 0.23
Largest Winning Trade 163843 163843 54733 8709219 8709219 703143
Largest Losing Trade -63261 -50305 -63261 -8474284 -1686330 -8474284
Avg Bars in Trades 60 71 49 60 71 49
Avg Bars in Winners 60 63 56 60 63 56
Avg Bars in Losers 61 86 33 61 86 33
Bars Traded 4587 2715 1872 4587 2715 1872
Profit Streak 118.27 118.27 206.77 118.27 118.27 206.77
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -202462 -146690 -297154 -43559 627308 -577784

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757701731857,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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": [
        [
            822738.4202075538,
            712014.9856555755,
            110723.4345519781,
            7990683.3202124275,
            15409348.44319552,
            -7418665.12298309
        ],
        [
            822.73842,
            712.014986,
            110.723435,
            7990.68332,
            15409.348443,
            -7418.665123
        ],
        [
            0.32903,
            0.284749,
            0.044281,
            0.175851,
            0.201924,
            0
        ],
        [
            963.799556,
            963.799556,
            963.799556,
            963.799556,
            963.799556,
            963.799556
        ],
        [
            -83619,
            -69978,
            -75882,
            -9684433,
            -2504603,
            -9616409
        ],
        [
            2.937749,
            4.872132,
            1.460001,
            1.384493,
            3.570777,
            0.498343
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            67.105263,
            65.789474,
            68.421053,
            67.105263,
            65.789474,
            68.421053
        ],
        [
            1.440073,
            2.533508,
            0.673847,
            0.678673,
            1.856804,
            0.230004
        ],
        [
            163843,
            163843,
            54733,
            8709219,
            8709219,
            703143
        ],
        [
            -63261,
            -50305,
            -63261,
            -8474284,
            -1686330,
            -8474284
        ],
        [
            60,
            71,
            49,
            60,
            71,
            49
        ],
        [
            60,
            63,
            56,
            60,
            63,
            56
        ],
        [
            61,
            86,
            33,
            61,
            86,
            33
        ],
        [
            4587,
            2715,
            1872,
            4587,
            2715,
            1872
        ],
        [
            118.270045,
            118.270045,
            206.770045,
            118.270045,
            118.270045,
            206.770045
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -202462,
            -146690,
            -297154,
            -43559,
            627308,
            -577784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757701731857,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 57,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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)