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Trade: XRP/USDT/720/SSF/WMA/3094

Strategy
XRP/USDT/720/SSF/WMA/3094
Pair
XRP_USDT
Interval
12h
Score
697913
Daily Profit
0.248685
Profit Factor
6.788210
Profitability
64.516129
Streak
111.140608
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 18:22
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1033071.0712 845739.4719 187331.5993 38276330.2967 49702311.3761 -11425981.0794
Total P&L (%) 1033.0711 845.7395 187.3316 38276.3303 49702.3114 -11425.9811
Avg Daily Profit (%) 0.4131 0.3382 0.0749 0.2382 0.2487 0
Buy And Hold Return (%) 836.3216 836.3216 836.3216 836.3216 836.3216 836.3216
Max Trade Drawdown -78932 -45953 -75909 -17380256 -4106456 -28408667
Profit Factor 4.4998 8.8272 2.0011 1.932 6.7882 0.6482
Total Trades 61 31 30 61 31 30
Winning Trades 42 20 22 42 20 22
Losing Trades 19 11 8 19 11 8
Profitability (%) 68.8525 64.5161 73.3333 68.8525 64.5161 73.3333
Ratio Avg Win / Avg Loss 2.0356 4.8549 0.7277 0.874 3.7335 0.2357
Largest Winning Trade 324774 324774 51775 29296442 29296442 4082848
Largest Losing Trade -67030 -37315 -67030 -16745690 -3397978 -16745690
Avg Bars in Trades 77 82 71 77 82 71
Avg Bars in Winners 78 78 77 78 78 77
Avg Bars in Losers 75 90 54 75 90 54
Bars Traded 4714 2572 2142 4714 2572 2142
Profit Streak 111.1406 111.1406 232.1406 111.1406 111.1406 232.1406
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -237897 -142122 -253718 -153342 697913 -576827

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757517748564,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 147,
            "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": [
        [
            1033071.0711847236,
            845739.4718818559,
            187331.5993028673,
            38276330.296704754,
            49702311.37607533,
            -11425981.079370575
        ],
        [
            1033.071071,
            845.739472,
            187.331599,
            38276.330297,
            49702.311376,
            -11425.981079
        ],
        [
            0.413146,
            0.338228,
            0.074918,
            0.238237,
            0.248685,
            0
        ],
        [
            836.321638,
            836.321638,
            836.321638,
            836.321638,
            836.321638,
            836.321638
        ],
        [
            -78932,
            -45953,
            -75909,
            -17380256,
            -4106456,
            -28408667
        ],
        [
            4.499768,
            8.827172,
            2.001072,
            1.931994,
            6.78821,
            0.648242
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            19,
            11,
            8,
            19,
            11,
            8
        ],
        [
            68.852459,
            64.516129,
            73.333333,
            68.852459,
            64.516129,
            73.333333
        ],
        [
            2.035609,
            4.854944,
            0.727663,
            0.873997,
            3.733515,
            0.235724
        ],
        [
            324774,
            324774,
            51775,
            29296442,
            29296442,
            4082848
        ],
        [
            -67030,
            -37315,
            -67030,
            -16745690,
            -3397978,
            -16745690
        ],
        [
            77,
            82,
            71,
            77,
            82,
            71
        ],
        [
            78,
            78,
            77,
            78,
            78,
            77
        ],
        [
            75,
            90,
            54,
            75,
            90,
            54
        ],
        [
            4714,
            2572,
            2142,
            4714,
            2572,
            2142
        ],
        [
            111.140608,
            111.140608,
            232.140608,
            111.140608,
            111.140608,
            232.140608
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -237897,
            -142122,
            -253718,
            -153342,
            697913,
            -576827
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757517748564,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 147,
            "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)