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Trade: XRP/USDT/720/SSF/SMA/9069

Strategy
XRP/USDT/720/SSF/SMA/9069
Pair
XRP_USDT
Interval
12h
Score
563560
Daily Profit
0.227660
Profit Factor
2.994957
Profitability
55.263158
Streak
157.688100
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 07:30
Expiration Time
2025-11-26 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 945229.9648 794779.2784 150450.6864 16011423.9254 29375849.2577 -13364425.3323
Total P&L (%) 945.23 794.7793 150.4507 16011.4239 29375.8493 -13364.4253
Avg Daily Profit (%) 0.378 0.3178 0.0602 0.2035 0.2277 0
Buy And Hold Return (%) 759.1792 759.1792 759.1792 759.1792 759.1792 759.1792
Max Trade Drawdown -82475 -38668 -90942 -16550283 -7543812 -22563142
Profit Factor 3.4536 6.2365 1.6444 1.3262 2.995 0.611
Total Trades 76 38 38 76 38 38
Winning Trades 43 21 22 43 21 22
Losing Trades 33 17 16 33 17 16
Profitability (%) 56.5789 55.2632 57.8947 56.5789 55.2632 57.8947
Ratio Avg Win / Avg Loss 2.6504 5.0486 1.1959 1.0178 2.4245 0.4443
Largest Winning Trade 355043 355043 50083 20960329 20960329 6121956
Largest Losing Trade -67707 -26107 -67707 -13906033 -3193135 -13906033
Avg Bars in Trades 63 67 59 63 67 59
Avg Bars in Winners 78 77 79 78 77 79
Avg Bars in Losers 43 54 32 43 54 32
Bars Traded 4810 2546 2264 4810 2546 2264
Profit Streak 152.1881 157.6881 152.1881 152.1881 157.6881 152.1881
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124664 -131955 -274745 -42983 563560 -579166

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545393600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757651451844,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 88,
            "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": [
        [
            945229.964813352,
            794779.2784311413,
            150450.6863822108,
            16011423.92536648,
            29375849.257688425,
            -13364425.332321944
        ],
        [
            945.229965,
            794.779278,
            150.450686,
            16011.423925,
            29375.849258,
            -13364.425332
        ],
        [
            0.378016,
            0.317848,
            0.060168,
            0.203451,
            0.22766,
            0
        ],
        [
            759.17918,
            759.17918,
            759.17918,
            759.17918,
            759.17918,
            759.17918
        ],
        [
            -82475,
            -38668,
            -90942,
            -16550283,
            -7543812,
            -22563142
        ],
        [
            3.453558,
            6.236468,
            1.644409,
            1.326238,
            2.994957,
            0.610978
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            56.578947,
            55.263158,
            57.894737,
            56.578947,
            55.263158,
            57.894737
        ],
        [
            2.650405,
            5.048569,
            1.195934,
            1.01781,
            2.424489,
            0.444348
        ],
        [
            355043,
            355043,
            50083,
            20960329,
            20960329,
            6121956
        ],
        [
            -67707,
            -26107,
            -67707,
            -13906033,
            -3193135,
            -13906033
        ],
        [
            63,
            67,
            59,
            63,
            67,
            59
        ],
        [
            78,
            77,
            79,
            78,
            77,
            79
        ],
        [
            43,
            54,
            32,
            43,
            54,
            32
        ],
        [
            4810,
            2546,
            2264,
            4810,
            2546,
            2264
        ],
        [
            152.1881,
            157.6881,
            152.1881,
            152.1881,
            157.6881,
            152.1881
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124664,
            -131955,
            -274745,
            -42983,
            563560,
            -579166
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545393600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757651451844,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 129,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 88,
            "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)