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Trade: XRP/USDT/720/SSF/SWMA/2913

Strategy
XRP/USDT/720/SSF/SWMA/2913
Pair
XRP_USDT
Interval
12h
Score
450260
Daily Profit
0.166008
Profit Factor
2.762861
Profitability
46.938776
Streak
160.612861
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 05:42
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 883341.226 795545.187 87796.039 4580825.0582 6228063.7443 -1647238.686
Total P&L (%) 883.3412 795.5452 87.796 4580.8251 6228.0637 -1647.2387
Avg Daily Profit (%) 0.3533 0.3182 0.0351 0.1539 0.166 0
Buy And Hold Return (%) 969.4164 969.4164 969.4164 969.4164 969.4164 969.4164
Max Trade Drawdown -93142 -79652 -67081 -4409171 -1536826 -3538731
Profit Factor 2.523 3.7305 1.3042 1.5479 2.7629 0.6588
Total Trades 98 49 49 98 49 49
Winning Trades 51 23 28 51 23 28
Losing Trades 47 26 21 47 26 21
Profitability (%) 52.0408 46.9388 57.1429 52.0408 46.9388 57.1429
Ratio Avg Win / Avg Loss 2.3251 4.2171 0.9781 1.4265 3.1232 0.4941
Largest Winning Trade 351261 351261 51151 5283727 5283727 643378
Largest Losing Trade -45687 -28205 -45687 -2562261 -1045306 -2562261
Avg Bars in Trades 49 53 45 49 53 45
Avg Bars in Winners 58 65 52 58 65 52
Avg Bars in Losers 40 43 37 40 43 37
Bars Traded 4894 2642 2252 4894 2642 2252
Profit Streak 144.6129 160.6129 144.6129 144.6129 160.6129 144.6129
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149712 -149994 -311342 344644 450260 -578793

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758249751160,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "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": [
        [
            883341.2260158753,
            795545.1870459439,
            87796.0389699314,
            4580825.058233069,
            6228063.744258648,
            -1647238.68602558
        ],
        [
            883.341226,
            795.545187,
            87.796039,
            4580.825058,
            6228.063744,
            -1647.238686
        ],
        [
            0.353266,
            0.318154,
            0.035111,
            0.15393,
            0.166008,
            0
        ],
        [
            969.416359,
            969.416359,
            969.416359,
            969.416359,
            969.416359,
            969.416359
        ],
        [
            -93142,
            -79652,
            -67081,
            -4409171,
            -1536826,
            -3538731
        ],
        [
            2.523028,
            3.730483,
            1.304179,
            1.547898,
            2.762861,
            0.658801
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            52.040816,
            46.938776,
            57.142857,
            52.040816,
            46.938776,
            57.142857
        ],
        [
            2.325143,
            4.217068,
            0.978134,
            1.426494,
            3.123234,
            0.494101
        ],
        [
            351261,
            351261,
            51151,
            5283727,
            5283727,
            643378
        ],
        [
            -45687,
            -28205,
            -45687,
            -2562261,
            -1045306,
            -2562261
        ],
        [
            49,
            53,
            45,
            49,
            53,
            45
        ],
        [
            58,
            65,
            52,
            58,
            65,
            52
        ],
        [
            40,
            43,
            37,
            40,
            43,
            37
        ],
        [
            4894,
            2642,
            2252,
            4894,
            2642,
            2252
        ],
        [
            144.612861,
            160.612861,
            144.612861,
            144.612861,
            160.612861,
            144.612861
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149712,
            -149994,
            -311342,
            344644,
            450260,
            -578793
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758249751160,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "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)