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Trade: XRP/USDT/720/SSF/PWMA/6495

Strategy
XRP/USDT/720/SSF/PWMA/6495
Pair
XRP_USDT
Interval
12h
Score
745091
Daily Profit
0.283885
Profit Factor
12.405089
Profitability
72.413793
Streak
115.363179
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 11:42
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1026396.8783 805244.9364 221151.9419 78151071.5902 119709174.4965 -41558102.9063
Total P&L (%) 1026.3969 805.2449 221.1519 78151.0716 119709.1745 -41558.1029
Avg Daily Profit (%) 0.4105 0.322 0.0884 0.2668 0.2839 0
Buy And Hold Return (%) 901.7475 901.7475 901.7475 901.7475 901.7475 901.7475
Max Trade Drawdown -67800 -53911 -66688 -77695203 -6158129 -77266100
Profit Factor 5.5463 9.4728 2.6917 1.8581 12.4051 0.4843
Total Trades 58 29 29 58 29 29
Winning Trades 41 21 20 41 21 20
Losing Trades 17 8 9 17 8 9
Profitability (%) 70.6897 72.4138 68.9655 70.6897 72.4138 68.9655
Ratio Avg Win / Avg Loss 2.2997 3.6087 1.2113 0.7704 4.7257 0.2179
Largest Winning Trade 205409 205409 47527 75122033 75122033 11421572
Largest Losing Trade -66688 -37962 -66688 -77266100 -4295721 -77266100
Avg Bars in Trades 82 83 80 82 83 80
Avg Bars in Winners 79 86 72 79 86 72
Avg Bars in Losers 88 76 99 88 76 99
Bars Traded 4760 2426 2334 4760 2426 2334
Profit Streak 115.3632 115.3632 191.8632 115.3632 115.3632 191.8632
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -280205 -144754 -233258 -166108 745091 -577400

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1551009600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757925778701,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 212,
            "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": [
        [
            1026396.8783451081,
            805244.9364359616,
            221151.9419091466,
            78151071.59017095,
            119709174.49649994,
            -41558102.90632897
        ],
        [
            1026.396878,
            805.244936,
            221.151942,
            78151.07159,
            119709.174496,
            -41558.102906
        ],
        [
            0.410477,
            0.322034,
            0.088443,
            0.266802,
            0.283885,
            0
        ],
        [
            901.747488,
            901.747488,
            901.747488,
            901.747488,
            901.747488,
            901.747488
        ],
        [
            -67800,
            -53911,
            -66688,
            -77695203,
            -6158129,
            -77266100
        ],
        [
            5.54632,
            9.472842,
            2.691722,
            1.858091,
            12.405089,
            0.484259
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            17,
            8,
            9,
            17,
            8,
            9
        ],
        [
            70.689655,
            72.413793,
            68.965517,
            70.689655,
            72.413793,
            68.965517
        ],
        [
            2.299694,
            3.608702,
            1.211275,
            0.770428,
            4.725748,
            0.217917
        ],
        [
            205409,
            205409,
            47527,
            75122033,
            75122033,
            11421572
        ],
        [
            -66688,
            -37962,
            -66688,
            -77266100,
            -4295721,
            -77266100
        ],
        [
            82,
            83,
            80,
            82,
            83,
            80
        ],
        [
            79,
            86,
            72,
            79,
            86,
            72
        ],
        [
            88,
            76,
            99,
            88,
            76,
            99
        ],
        [
            4760,
            2426,
            2334,
            4760,
            2426,
            2334
        ],
        [
            115.363179,
            115.363179,
            191.863179,
            115.363179,
            115.363179,
            191.863179
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -280205,
            -144754,
            -233258,
            -166108,
            745091,
            -577400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1551009600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757925778701,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 212,
            "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)