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Trade: XRP/USDT/720/SSF/WMA/3474

Strategy
XRP/USDT/720/SSF/WMA/3474
Pair
XRP_USDT
Interval
12h
Score
659899
Daily Profit
0.264434
Profit Factor
3.885437
Profitability
63.888889
Streak
163.463370
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 14:07
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1118759.4859 918875.6089 199883.877 44171564.6987 73663649.5176 -29492084.8189
Total P&L (%) 1118.7595 918.8756 199.8839 44171.5647 73663.6495 -29492.0848
Avg Daily Profit (%) 0.4474 0.3675 0.0799 0.244 0.2644 0
Buy And Hold Return (%) 858.9686 858.9686 858.9686 858.9686 858.9686 858.9686
Max Trade Drawdown -84594 -46001 -80605 -42645311 -11709713 -54364887
Profit Factor 4.0644 7.2695 1.9147 1.4479 3.8854 0.5965
Total Trades 72 36 36 72 36 36
Winning Trades 48 23 25 48 23 25
Losing Trades 24 13 11 24 13 11
Profitability (%) 66.6667 63.8889 69.4444 66.6667 63.8889 69.4444
Ratio Avg Win / Avg Loss 2.0322 4.1088 0.8425 0.7239 2.1961 0.2625
Largest Winning Trade 313324 313324 48075 49555575 49555575 8004272
Largest Losing Trade -71330 -38529 -71330 -31402910 -10267022 -31402910
Avg Bars in Trades 66 71 61 66 71 61
Avg Bars in Winners 73 74 71 73 74 71
Avg Bars in Losers 54 66 39 54 66 39
Bars Traded 4813 2589 2224 4813 2589 2224
Profit Streak 157.4634 163.4634 157.4634 157.4634 163.4634 157.4634
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134379 -123318 -247659 -72222 659899 -577294

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758107235201,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 12,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 144,
            "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": [
        [
            1118759.4859380752,
            918875.6089492082,
            199883.8769888666,
            44171564.69868147,
            73663649.51759459,
            -29492084.81891313
        ],
        [
            1118.759486,
            918.875609,
            199.883877,
            44171.564699,
            73663.649518,
            -29492.084819
        ],
        [
            0.447414,
            0.367477,
            0.079938,
            0.243965,
            0.264434,
            0
        ],
        [
            858.968646,
            858.968646,
            858.968646,
            858.968646,
            858.968646,
            858.968646
        ],
        [
            -84594,
            -46001,
            -80605,
            -42645311,
            -11709713,
            -54364887
        ],
        [
            4.064412,
            7.269489,
            1.914724,
            1.447872,
            3.885437,
            0.59653
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            66.666667,
            63.888889,
            69.444444,
            66.666667,
            63.888889,
            69.444444
        ],
        [
            2.032206,
            4.108841,
            0.842479,
            0.723936,
            2.196117,
            0.262473
        ],
        [
            313324,
            313324,
            48075,
            49555575,
            49555575,
            8004272
        ],
        [
            -71330,
            -38529,
            -71330,
            -31402910,
            -10267022,
            -31402910
        ],
        [
            66,
            71,
            61,
            66,
            71,
            61
        ],
        [
            73,
            74,
            71,
            73,
            74,
            71
        ],
        [
            54,
            66,
            39,
            54,
            66,
            39
        ],
        [
            4813,
            2589,
            2224,
            4813,
            2589,
            2224
        ],
        [
            157.46337,
            163.46337,
            157.46337,
            157.46337,
            163.46337,
            157.46337
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134379,
            -123318,
            -247659,
            -72222,
            659899,
            -577294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758107235201,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 105,
            "offset": 12,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 144,
            "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)