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Trade: XRP/USDT/720/SSF/SMA/1295

Strategy
XRP/USDT/720/SSF/SMA/1295
Pair
XRP_USDT
Interval
12h
Score
743698
Daily Profit
0.323945
Profit Factor
15.003140
Profitability
73.529412
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 18:12
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1097507.402 815232.6996 282274.7024 257397837.6566 324613031.908 -67215194.2514
Total P&L (%) 1097.5074 815.2327 282.2747 257397.8377 324613.0319 -67215.1943
Avg Daily Profit (%) 0.439 0.3261 0.1129 0.3146 0.3239 0
Buy And Hold Return (%) 685.3911 685.3911 685.3911 685.3911 685.3911 685.3911
Max Trade Drawdown -53769 -50203 -55139 -159212099 -14318216 -160731470
Profit Factor 5.6352 9.6633 2.9785 2.3804 15.0031 0.5884
Total Trades 68 34 34 68 34 34
Winning Trades 51 25 26 51 25 26
Losing Trades 17 9 8 17 9 8
Profitability (%) 75 73.5294 76.4706 75 73.5294 76.4706
Ratio Avg Win / Avg Loss 1.8784 3.4788 0.9165 0.7935 5.4011 0.181
Largest Winning Trade 170740 170740 41894 186734547 186734547 24968272
Largest Losing Trade -53769 -38896 -53769 -159212099 -14318216 -159212099
Avg Bars in Trades 70 73 66 70 73 66
Avg Bars in Winners 73 74 72 73 74 72
Avg Bars in Losers 59 71 45 59 71 45
Bars Traded 4760 2505 2255 4760 2505 2255
Profit Streak 0 0 192.1334 0 0 192.1334
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101464 -86163 -200738 -99485 743698 -576389

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545566400000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757257923813,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 100,
            "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": [
        [
            1097507.4020360452,
            815232.6996264661,
            282274.7024095792,
            257397837.6566028,
            324613031.9079896,
            -67215194.25138684
        ],
        [
            1097.507402,
            815.2327,
            282.274702,
            257397.837657,
            324613.031908,
            -67215.194251
        ],
        [
            0.439003,
            0.326093,
            0.11291,
            0.314638,
            0.323945,
            0
        ],
        [
            685.391115,
            685.391115,
            685.391115,
            685.391115,
            685.391115,
            685.391115
        ],
        [
            -53769,
            -50203,
            -55139,
            -159212099,
            -14318216,
            -160731470
        ],
        [
            5.635248,
            9.663349,
            2.978474,
            2.38037,
            15.00314,
            0.588366
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            17,
            9,
            8,
            17,
            9,
            8
        ],
        [
            75,
            73.529412,
            76.470588,
            75,
            73.529412,
            76.470588
        ],
        [
            1.878416,
            3.478806,
            0.916454,
            0.793457,
            5.40113,
            0.181036
        ],
        [
            170740,
            170740,
            41894,
            186734547,
            186734547,
            24968272
        ],
        [
            -53769,
            -38896,
            -53769,
            -159212099,
            -14318216,
            -159212099
        ],
        [
            70,
            73,
            66,
            70,
            73,
            66
        ],
        [
            73,
            74,
            72,
            73,
            74,
            72
        ],
        [
            59,
            71,
            45,
            59,
            71,
            45
        ],
        [
            4760,
            2505,
            2255,
            4760,
            2505,
            2255
        ],
        [
            0,
            0,
            192.133377,
            0,
            0,
            192.133377
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101464,
            -86163,
            -200738,
            -99485,
            743698,
            -576389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545566400000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757257923813,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 100,
            "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)