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Trade: XRP/USDT/240/SSF/PWMA/7496

Strategy
XRP/USDT/240/SSF/PWMA/7496
Pair
XRP_USDT
Interval
4h
Score
635031
Daily Profit
0.154590
Profit Factor
5.626981
Profitability
67.647059
Streak
80.765880
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-05 17:22
Expiration Time
2025-12-19 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506356.6428 468558.5999 37798.0428 -746544.027 4702961.2365 -5449505.2635
Total P&L (%) 506.3566 468.5586 37.798 -746.544 4702.9612 -5449.5053
Avg Daily Profit (%) 0.202 0.1869 0.0151 0 0.1546 0
Buy And Hold Return (%) 877.2963 877.2963 877.2963 877.2963 877.2963 877.2963
Max Trade Drawdown -107364 -80469 -108802 -6442386 -553508 -6292692
Profit Factor 2.5119 5.1279 1.1707 0.9088 5.627 0.2397
Total Trades 69 34 35 69 34 35
Winning Trades 43 23 20 41 23 18
Losing Trades 26 11 15 28 11 17
Profitability (%) 62.3188 67.6471 57.1429 59.4203 67.6471 51.4286
Ratio Avg Win / Avg Loss 1.5189 2.4525 0.878 0.6206 2.6912 0.2264
Largest Winning Trade 113588 113588 36676 3057810 3057810 390492
Largest Losing Trade -107364 -42590 -107364 -6173274 -234479 -6173274
Avg Bars in Trades 207 205 208 207 205 208
Avg Bars in Winners 203 196 211 192 178 208
Avg Bars in Losers 212 224 203 229 262 207
Bars Traded 14293 7001 7292 14293 7001 7292
Profit Streak 0 0 0 31.0992 80.7659 31.0992
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -257337 -148109 -371955 -684556 635031 -580062
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15039,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1549036800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674172073,
    "expiration_time": 1766162448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 224,
            "offset": 193
        }
    }
}
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": [
        [
            506356.6427615001,
            468558.5999462627,
            37798.0428152375,
            -746544.027022259,
            4702961.236497357,
            -5449505.263519614
        ],
        [
            506.356643,
            468.5586,
            37.798043,
            -746.544027,
            4702.961236,
            -5449.505264
        ],
        [
            0.202017,
            0.186937,
            0.01508,
            0,
            0.15459,
            0
        ],
        [
            877.296316,
            877.296316,
            877.296316,
            877.296316,
            877.296316,
            877.296316
        ],
        [
            -107364,
            -80469,
            -108802,
            -6442386,
            -553508,
            -6292692
        ],
        [
            2.511946,
            5.127913,
            1.170727,
            0.908782,
            5.626981,
            0.239718
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            43,
            23,
            20,
            41,
            23,
            18
        ],
        [
            26,
            11,
            15,
            28,
            11,
            17
        ],
        [
            62.318841,
            67.647059,
            57.142857,
            59.42029,
            67.647059,
            51.428571
        ],
        [
            1.518851,
            2.45248,
            0.878046,
            0.620632,
            2.691165,
            0.226401
        ],
        [
            113588,
            113588,
            36676,
            3057810,
            3057810,
            390492
        ],
        [
            -107364,
            -42590,
            -107364,
            -6173274,
            -234479,
            -6173274
        ],
        [
            207,
            205,
            208,
            207,
            205,
            208
        ],
        [
            203,
            196,
            211,
            192,
            178,
            208
        ],
        [
            212,
            224,
            203,
            229,
            262,
            207
        ],
        [
            14293,
            7001,
            7292,
            14293,
            7001,
            7292
        ],
        [
            0,
            0,
            0,
            31.099214,
            80.76588,
            31.099214
        ],
        [
            0,
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            1,
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        ],
        [
            0.8,
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        ],
        [
            -257337,
            -148109,
            -371955,
            -684556,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15039,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1549036800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674172073,
    "expiration_time": 1766162448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 206,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 224,
            "offset": 193
        }
    }
}

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)