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Trade: XRP/USDT/720/SSF/PWMA/6258

Strategy
XRP/USDT/720/SSF/PWMA/6258
Pair
XRP_USDT
Interval
12h
Score
691891
Daily Profit
0.182617
Profit Factor
5.106234
Profitability
66.666667
Streak
336.946215
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 13:42
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 692379.6232 593012.9164 99366.7067 1478733.0188 9479126.6256 -8000393.6068
Total P&L (%) 692.3796 593.0129 99.3667 1478.733 9479.1266 -8000.3936
Avg Daily Profit (%) 0.2769 0.2372 0.0397 0.1104 0.1826 0
Buy And Hold Return (%) 830.4663 830.4663 830.4663 830.4663 830.4663 830.4663
Max Trade Drawdown -91719 -60723 -102262 -8797304 -1641008 -11001848
Profit Factor 3.0869 7.6761 1.409 1.0938 5.1062 0.4052
Total Trades 60 30 30 60 30 30
Winning Trades 42 20 22 42 20 22
Losing Trades 18 10 8 18 10 8
Profitability (%) 70 66.6667 73.3333 70 66.6667 73.3333
Ratio Avg Win / Avg Loss 1.3229 3.838 0.5124 0.4688 2.5531 0.1473
Largest Winning Trade 138020 138020 34385 5561817 5561817 787622
Largest Losing Trade -91719 -39176 -91719 -8797304 -1028105 -8797304
Avg Bars in Trades 79 80 77 79 80 77
Avg Bars in Winners 77 79 74 77 79 74
Avg Bars in Losers 83 83 84 83 83 84
Bars Traded 4747 2421 2326 4747 2421 2326
Profit Streak 200.9462 336.9462 200.9462 200.9462 336.9462 200.9462
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321816 -145437 -302561 -342029 691891 -576824

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1550793600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758364952965,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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": [
        [
            692379.6231518581,
            593012.9164205764,
            99366.7067312819,
            1478733.0187848508,
            9479126.625608165,
            -8000393.606823312
        ],
        [
            692.379623,
            593.012916,
            99.366707,
            1478.733019,
            9479.126626,
            -8000.393607
        ],
        [
            0.276896,
            0.237158,
            0.039739,
            0.110407,
            0.182617,
            0
        ],
        [
            830.466263,
            830.466263,
            830.466263,
            830.466263,
            830.466263,
            830.466263
        ],
        [
            -91719,
            -60723,
            -102262,
            -8797304,
            -1641008,
            -11001848
        ],
        [
            3.086863,
            7.67609,
            1.408994,
            1.093833,
            5.106234,
            0.405209
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            18,
            10,
            8,
            18,
            10,
            8
        ],
        [
            70,
            66.666667,
            73.333333,
            70,
            66.666667,
            73.333333
        ],
        [
            1.322941,
            3.838045,
            0.512362,
            0.468786,
            2.553117,
            0.147349
        ],
        [
            138020,
            138020,
            34385,
            5561817,
            5561817,
            787622
        ],
        [
            -91719,
            -39176,
            -91719,
            -8797304,
            -1028105,
            -8797304
        ],
        [
            79,
            80,
            77,
            79,
            80,
            77
        ],
        [
            77,
            79,
            74,
            77,
            79,
            74
        ],
        [
            83,
            83,
            84,
            83,
            83,
            84
        ],
        [
            4747,
            2421,
            2326,
            4747,
            2421,
            2326
        ],
        [
            200.946215,
            336.946215,
            200.946215,
            200.946215,
            336.946215,
            200.946215
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321816,
            -145437,
            -302561,
            -342029,
            691891,
            -576824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1550793600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758364952965,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 122,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 197,
            "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)