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Trade: XRP/USDT/720/SSF/PWMA/2889

Strategy
XRP/USDT/720/SSF/PWMA/2889
Pair
XRP_USDT
Interval
12h
Score
489433
Daily Profit
0.152285
Profit Factor
3.234504
Profitability
51.428571
Streak
170.435557
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 01:27
Expiration Time
2025-12-01 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 691288.0478 627727.9376 63560.1101 -61685.8852 4392504.8381 -4454190.7233
Total P&L (%) 691.288 627.7279 63.5601 -61.6859 4392.5048 -4454.1907
Avg Daily Profit (%) 0.2765 0.251 0.0254 -0.0384 0.1523 0
Buy And Hold Return (%) 883.9301 883.9301 883.9301 883.9301 883.9301 883.9301
Max Trade Drawdown -103083 -51053 -118913 -4876641 -1024132 -5830844
Profit Factor 2.5007 4.6699 1.2195 0.9935 3.2345 0.41
Total Trades 71 35 36 71 35 36
Winning Trades 41 18 23 41 18 23
Losing Trades 30 17 13 30 17 13
Profitability (%) 57.7465 51.4286 63.8889 57.7465 51.4286 63.8889
Ratio Avg Win / Avg Loss 1.8298 4.4104 0.6893 0.727 3.0548 0.2317
Largest Winning Trade 153562 153562 37557 2961601 2961601 479541
Largest Losing Trade -99713 -35232 -99713 -4876168 -584898 -4876168
Avg Bars in Trades 65 66 65 65 66 65
Avg Bars in Winners 62 68 58 62 68 58
Avg Bars in Losers 69 63 77 69 63 77
Bars Traded 4658 2312 2346 4658 2312 2346
Profit Streak 170.4356 170.4356 233.9356 170.4356 170.4356 233.9356
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -240904 -148607 -323589 -669362 489433 -577600

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1551614400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758148032114,
    "expiration_time": 1764591696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 221,
            "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": [
        [
            691288.0477579741,
            627727.937625853,
            63560.110132121,
            -61685.8851745028,
            4392504.838146558,
            -4454190.723321061
        ],
        [
            691.288048,
            627.727938,
            63.56011,
            -61.685885,
            4392.504838,
            -4454.190723
        ],
        [
            0.27646,
            0.251041,
            0.025419,
            -0.038359,
            0.152285,
            0
        ],
        [
            883.930064,
            883.930064,
            883.930064,
            883.930064,
            883.930064,
            883.930064
        ],
        [
            -103083,
            -51053,
            -118913,
            -4876641,
            -1024132,
            -5830844
        ],
        [
            2.500748,
            4.669866,
            1.219491,
            0.993517,
            3.234504,
            0.409999
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            57.746479,
            51.428571,
            63.888889,
            57.746479,
            51.428571,
            63.888889
        ],
        [
            1.829815,
            4.410429,
            0.689277,
            0.726964,
            3.05481,
            0.231738
        ],
        [
            153562,
            153562,
            37557,
            2961601,
            2961601,
            479541
        ],
        [
            -99713,
            -35232,
            -99713,
            -4876168,
            -584898,
            -4876168
        ],
        [
            65,
            66,
            65,
            65,
            66,
            65
        ],
        [
            62,
            68,
            58,
            62,
            68,
            58
        ],
        [
            69,
            63,
            77,
            69,
            63,
            77
        ],
        [
            4658,
            2312,
            2346,
            4658,
            2312,
            2346
        ],
        [
            170.435557,
            170.435557,
            233.935557,
            170.435557,
            170.435557,
            233.935557
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -240904,
            -148607,
            -323589,
            -669362,
            489433,
            -577600
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1551614400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758148032114,
    "expiration_time": 1764591696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 221,
            "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)