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Trade: XRP/USDT/720/SSF/MIDPRICE/9080

Strategy
XRP/USDT/720/SSF/MIDPRICE/9080
Pair
XRP_USDT
Interval
12h
Score
562459
Daily Profit
0.217287
Profit Factor
3.265958
Profitability
54.347826
Streak
80.981792
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 14:33
Expiration Time
2025-11-25 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 851686.504 715574.7565 136111.7475 15580204.3392 22654872.4087 -7074668.0695
Total P&L (%) 851.6865 715.5748 136.1117 15580.2043 22654.8724 -7074.6681
Avg Daily Profit (%) 0.3406 0.2862 0.0544 0.2024 0.2173 0
Buy And Hold Return (%) 714.7877 714.7877 714.7877 714.7877 714.7877 714.7877
Max Trade Drawdown -88327 -48605 -72516 -17225997 -5680021 -13597388
Profit Factor 3.5167 4.8537 1.8912 1.5942 3.266 0.5639
Total Trades 93 46 47 93 46 47
Winning Trades 52 25 27 52 25 27
Losing Trades 41 21 20 41 21 20
Profitability (%) 55.914 54.3478 57.4468 55.914 54.3478 57.4468
Ratio Avg Win / Avg Loss 2.7728 4.0771 1.4009 1.257 2.7434 0.4177
Largest Winning Trade 268431 268431 45434 18853914 18853914 2065681
Largest Losing Trade -41603 -35678 -41603 -10766120 -3062104 -10766120
Avg Bars in Trades 51 65 37 51 65 37
Avg Bars in Winners 66 82 51 66 82 51
Avg Bars in Losers 32 46 19 32 46 19
Bars Traded 4794 3020 1773 4794 3020 1773
Profit Streak 76.9818 80.9818 76.9818 76.9818 80.9818 76.9818
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88266 -147778 -281922 429072 562459 -579173

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757590426817,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 114,
            "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": [
        [
            851686.5039959928,
            715574.7564788889,
            136111.7475171041,
            15580204.33924444,
            22654872.408706706,
            -7074668.069462267
        ],
        [
            851.686504,
            715.574756,
            136.111748,
            15580.204339,
            22654.872409,
            -7074.668069
        ],
        [
            0.340606,
            0.286173,
            0.054434,
            0.202363,
            0.217287,
            0
        ],
        [
            714.787701,
            714.787701,
            714.787701,
            714.787701,
            714.787701,
            714.787701
        ],
        [
            -88327,
            -48605,
            -72516,
            -17225997,
            -5680021,
            -13597388
        ],
        [
            3.516686,
            4.853737,
            1.891177,
            1.594205,
            3.265958,
            0.563893
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            55.913978,
            54.347826,
            57.446809,
            55.913978,
            54.347826,
            57.446809
        ],
        [
            2.772772,
            4.077139,
            1.400872,
            1.25697,
            2.743405,
            0.417698
        ],
        [
            268431,
            268431,
            45434,
            18853914,
            18853914,
            2065681
        ],
        [
            -41603,
            -35678,
            -41603,
            -10766120,
            -3062104,
            -10766120
        ],
        [
            51,
            65,
            37,
            51,
            65,
            37
        ],
        [
            66,
            82,
            51,
            66,
            82,
            51
        ],
        [
            32,
            46,
            19,
            32,
            46,
            19
        ],
        [
            4794,
            3020,
            1773,
            4794,
            3020,
            1773
        ],
        [
            76.981792,
            80.981792,
            76.981792,
            76.981792,
            80.981792,
            76.981792
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88266,
            -147778,
            -281922,
            429072,
            562459,
            -579173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757590426817,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 114,
            "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)