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Trade: XRP/USDT/720/SSF/WMA/1483

Strategy
XRP/USDT/720/SSF/WMA/1483
Pair
XRP_USDT
Interval
12h
Score
714081
Daily Profit
0.284507
Profit Factor
6.568513
Profitability
62.162162
Streak
159.808571
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 10:24
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 1196448.8171 936592.8667 259855.9504 123168850.7159 121582035.5999 1586815.116
Total P&L (%) 1196.4488 936.5929 259.856 123168.8507 121582.0356 1586.8151
Avg Daily Profit (%) 0.4785 0.3746 0.1039 0.285 0.2845 0.1131
Buy And Hold Return (%) 755.1295 755.1295 755.1295 755.1295 755.1295 755.1295
Max Trade Drawdown -83522 -43147 -70011 -31191509 -7319871 -50637493
Profit Factor 4.6979 7.2379 2.4986 2.5035 6.5685 1.0264
Total Trades 75 37 38 75 37 38
Winning Trades 49 23 26 49 23 26
Losing Trades 26 14 12 26 14 12
Profitability (%) 65.3333 62.1622 68.4211 65.3333 62.1622 68.4211
Ratio Avg Win / Avg Loss 2.4928 4.4057 1.1532 1.3284 3.9982 0.4737
Largest Winning Trade 345048 345048 46256 62339612 62339612 13303086
Largest Losing Trade -70011 -41695 -70011 -29033061 -7115150 -29033061
Avg Bars in Trades 64 69 60 64 69 60
Avg Bars in Winners 68 71 65 68 71 65
Avg Bars in Losers 58 66 50 58 66 50
Bars Traded 4866 2569 2296 4866 2569 2296
Profit Streak 149.8086 159.8086 149.8086 149.8086 159.8086 149.8086
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49297 -70410 -213006 -45204 714081 -237638

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": 1546560000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757575460536,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 117,
            "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": [
        [
            1196448.8171199616,
            936592.8667208435,
            259855.9503991186,
            123168850.71593608,
            121582035.59991072,
            1586815.116025364
        ],
        [
            1196.448817,
            936.592867,
            259.85595,
            123168.850716,
            121582.0356,
            1586.815116
        ],
        [
            0.478484,
            0.374562,
            0.103922,
            0.285027,
            0.284507,
            0.113058
        ],
        [
            755.129522,
            755.129522,
            755.129522,
            755.129522,
            755.129522,
            755.129522
        ],
        [
            -83522,
            -43147,
            -70011,
            -31191509,
            -7319871,
            -50637493
        ],
        [
            4.697907,
            7.237908,
            2.498573,
            2.503536,
            6.568513,
            1.026409
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            65.333333,
            62.162162,
            68.421053,
            65.333333,
            62.162162,
            68.421053
        ],
        [
            2.492767,
            4.405683,
            1.153188,
            1.328407,
            3.998226,
            0.473727
        ],
        [
            345048,
            345048,
            46256,
            62339612,
            62339612,
            13303086
        ],
        [
            -70011,
            -41695,
            -70011,
            -29033061,
            -7115150,
            -29033061
        ],
        [
            64,
            69,
            60,
            64,
            69,
            60
        ],
        [
            68,
            71,
            65,
            68,
            71,
            65
        ],
        [
            58,
            66,
            50,
            58,
            66,
            50
        ],
        [
            4866,
            2569,
            2296,
            4866,
            2569,
            2296
        ],
        [
            149.808571,
            159.808571,
            149.808571,
            149.808571,
            159.808571,
            149.808571
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49297,
            -70410,
            -213006,
            -45204,
            714081,
            -237638
        ]
    ]
}
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": 1546560000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757575460536,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 100,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 117,
            "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)