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Trade: XRP/USDT/720/SSF/PWMA/3429

Strategy
XRP/USDT/720/SSF/PWMA/3429
Pair
XRP_USDT
Interval
12h
Score
659271
Daily Profit
0.242501
Profit Factor
5.543326
Profitability
63.157895
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 08:36
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 800804.9044 640185.9361 160618.9683 -4919678.0848 42583760.3854 -47503438.4702
Total P&L (%) 800.8049 640.1859 160.619 -4919.6781 42583.7604 -47503.4385
Avg Daily Profit (%) 0.3203 0.256 0.0642 0 0.2425 0
Buy And Hold Return (%) 905.4997 905.4997 905.4997 905.4997 905.4997 905.4997
Max Trade Drawdown -105094 -68875 -105094 -60176581 -4614183 -58814076
Profit Factor 3.3625 6.9045 1.6967 0.9354 5.5433 0.2883
Total Trades 77 38 39 77 38 39
Winning Trades 53 26 27 49 24 25
Losing Trades 24 12 12 28 14 14
Profitability (%) 68.8312 68.4211 69.2308 63.6364 63.1579 64.1026
Ratio Avg Win / Avg Loss 1.5226 3.1867 0.7541 0.5345 3.2336 0.1614
Largest Winning Trade 109759 109759 39411 28966289 28966289 2722383
Largest Losing Trade -105094 -40283 -105094 -58176856 -2605429 -58176856
Avg Bars in Trades 61 63 60 61 63 60
Avg Bars in Winners 62 60 63 59 57 62
Avg Bars in Losers 61 68 53 65 73 57
Bars Traded 4758 2396 2362 4758 2396 2362
Profit Streak 193.2337 330.7337 193.2337 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -192455 -144987 -269012 -625010 659271 -578929

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": 1549584000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757568991964,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "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": [
        [
            800804.90439709,
            640185.9360667133,
            160618.9683303769,
            -4919678.084788041,
            42583760.385375716,
            -47503438.47016376
        ],
        [
            800.804904,
            640.185936,
            160.618968,
            -4919.678085,
            42583.760385,
            -47503.43847
        ],
        [
            0.320258,
            0.256023,
            0.064235,
            0,
            0.242501,
            0
        ],
        [
            905.499665,
            905.499665,
            905.499665,
            905.499665,
            905.499665,
            905.499665
        ],
        [
            -105094,
            -68875,
            -105094,
            -60176581,
            -4614183,
            -58814076
        ],
        [
            3.362491,
            6.904501,
            1.696699,
            0.935366,
            5.543326,
            0.288268
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            53,
            26,
            27,
            49,
            24,
            25
        ],
        [
            24,
            12,
            12,
            28,
            14,
            14
        ],
        [
            68.831169,
            68.421053,
            69.230769,
            63.636364,
            63.157895,
            64.102564
        ],
        [
            1.522637,
            3.186693,
            0.754088,
            0.534495,
            3.233607,
            0.16143
        ],
        [
            109759,
            109759,
            39411,
            28966289,
            28966289,
            2722383
        ],
        [
            -105094,
            -40283,
            -105094,
            -58176856,
            -2605429,
            -58176856
        ],
        [
            61,
            63,
            60,
            61,
            63,
            60
        ],
        [
            62,
            60,
            63,
            59,
            57,
            62
        ],
        [
            61,
            68,
            53,
            65,
            73,
            57
        ],
        [
            4758,
            2396,
            2362,
            4758,
            2396,
            2362
        ],
        [
            193.233703,
            330.733703,
            193.233703,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -192455,
            -144987,
            -269012,
            -625010,
            659271,
            -578929
        ]
    ]
}
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": 1549584000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757568991964,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 174,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 187,
            "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)