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Trade: XRP/USDT/720/SSF/RMA/3389

Strategy
XRP/USDT/720/SSF/RMA/3389
Pair
XRP_USDT
Interval
12h
Score
334529
Daily Profit
0.200311
Profit Factor
1.318402
Profitability
45.402299
Streak
24.756576
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 09:09
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 980593.9064 845824.1445 134769.7618 14797492.7923 19039271.684 -4241778.8917
Total P&L (%) 980.5939 845.8241 134.7698 14797.4928 19039.2717 -4241.7789
Avg Daily Profit (%) 0.3922 0.3383 0.0539 0.2003 0.2104 0
Buy And Hold Return (%) 479.5384 479.5384 479.5384 479.5384 479.5384 479.5384
Max Trade Drawdown -105957 -64190 -82866 -16954484 -10294682 -10731918
Profit Factor 2.2997 3.0321 1.3984 1.3184 1.7248 0.7901
Total Trades 174 87 87 174 87 87
Winning Trades 79 37 42 79 37 42
Losing Trades 95 50 45 95 50 45
Profitability (%) 45.4023 42.5287 48.2759 45.4023 42.5287 48.2759
Ratio Avg Win / Avg Loss 2.7654 4.0974 1.4983 1.5854 2.3309 0.8465
Largest Winning Trade 314592 314592 56840 16021591 16021591 2968616
Largest Losing Trade -26511 -26511 -26313 -5595591 -5595591 -4582217
Avg Bars in Trades 28 29 27 28 29 27
Avg Bars in Winners 40 41 39 40 41 39
Avg Bars in Losers 18 20 16 18 20 16
Bars Traded 4956 2562 2394 4956 2562 2394
Profit Streak 24.7566 0 33.2566 24.7566 0 33.2566
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 266890 129557 -286209 334529 304063 -580951

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": 1542110400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757570968154,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 14,
            "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": [
        [
            980593.9063501176,
            845824.1445389462,
            134769.7618111707,
            14797492.792304242,
            19039271.683958434,
            -4241778.891654186
        ],
        [
            980.593906,
            845.824145,
            134.769762,
            14797.492792,
            19039.271684,
            -4241.778892
        ],
        [
            0.392159,
            0.338262,
            0.053897,
            0.200311,
            0.210352,
            0
        ],
        [
            479.538426,
            479.538426,
            479.538426,
            479.538426,
            479.538426,
            479.538426
        ],
        [
            -105957,
            -64190,
            -82866,
            -16954484,
            -10294682,
            -10731918
        ],
        [
            2.299687,
            3.032068,
            1.398436,
            1.318402,
            1.724832,
            0.790084
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            95,
            50,
            45,
            95,
            50,
            45
        ],
        [
            45.402299,
            42.528736,
            48.275862,
            45.402299,
            42.528736,
            48.275862
        ],
        [
            2.765446,
            4.09739,
            1.498325,
            1.585421,
            2.330854,
            0.846519
        ],
        [
            314592,
            314592,
            56840,
            16021591,
            16021591,
            2968616
        ],
        [
            -26511,
            -26511,
            -26313,
            -5595591,
            -5595591,
            -4582217
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            40,
            41,
            39,
            40,
            41,
            39
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            4956,
            2562,
            2394,
            4956,
            2562,
            2394
        ],
        [
            24.756576,
            0,
            33.256576,
            24.756576,
            0,
            33.256576
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            266890,
            129557,
            -286209,
            334529,
            304063,
            -580951
        ]
    ]
}
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": 1542110400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757570968154,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 66,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 14,
            "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)