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Trade: XRP/USDT/720/SSF/DCM/1354

Strategy
XRP/USDT/720/SSF/DCM/1354
Pair
XRP_USDT
Interval
12h
Score
745117
Daily Profit
0.284111
Profit Factor
8.138449
Profitability
72.413793
Streak
110.271821
Best Strategy
Training Data Length
2506.000000
Evaluation Time
2025-10-09 09:31
Expiration Time
2025-12-23 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1173268.1281 938922.8926 234345.2355 105659803.7668 122281755.6928 -16621951.926
Total P&L (%) 1173.2681 938.9229 234.3452 105659.8038 122281.7557 -16621.9519
Avg Daily Profit (%) 0.4682 0.3747 0.0935 0.2783 0.2841 0
Buy And Hold Return (%) 803.0284 803.0284 803.0284 803.0284 803.0284 803.0284
Max Trade Drawdown -63261 -49586 -63261 -45904904 -10227227 -35677677
Profit Factor 5.3852 8.705 2.6085 2.6662 8.1384 0.6409
Total Trades 58 29 29 58 29 29
Winning Trades 43 21 22 43 21 22
Losing Trades 15 8 7 15 8 7
Profitability (%) 74.1379 72.4138 75.8621 74.1379 72.4138 75.8621
Ratio Avg Win / Avg Loss 1.8786 3.3162 0.83 0.9301 3.1004 0.2039
Largest Winning Trade 358095 358095 59141 94077919 94077919 6592336
Largest Losing Trade -63261 -29345 -63261 -35677677 -10227227 -35677677
Avg Bars in Trades 78 95 62 78 95 62
Avg Bars in Winners 96 118 75 96 118 75
Avg Bars in Losers 28 35 19 28 35 19
Bars Traded 4579 2778 1801 4579 2778 1801
Profit Streak 89.7718 110.2718 0 89.7718 110.2718 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -179743 -91657 -228404 -164797 745117 -577480
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 2506,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1552953600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759991485362,
    "expiration_time": 1766463552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 220,
            "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": [
        [
            1173268.1281256322,
            938922.8926258561,
            234345.2354997764,
            105659803.76675233,
            122281755.69276214,
            -16621951.926009793
        ],
        [
            1173.268128,
            938.922893,
            234.345235,
            105659.803767,
            122281.755693,
            -16621.951926
        ],
        [
            0.468184,
            0.37467,
            0.093514,
            0.27827,
            0.284111,
            0
        ],
        [
            803.028371,
            803.028371,
            803.028371,
            803.028371,
            803.028371,
            803.028371
        ],
        [
            -63261,
            -49586,
            -63261,
            -45904904,
            -10227227,
            -35677677
        ],
        [
            5.385182,
            8.704991,
            2.608477,
            2.666186,
            8.138449,
            0.640872
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            15,
            8,
            7,
            15,
            8,
            7
        ],
        [
            74.137931,
            72.413793,
            75.862069,
            74.137931,
            72.413793,
            75.862069
        ],
        [
            1.878552,
            3.316187,
            0.82997,
            0.930065,
            3.100362,
            0.203914
        ],
        [
            358095,
            358095,
            59141,
            94077919,
            94077919,
            6592336
        ],
        [
            -63261,
            -29345,
            -63261,
            -35677677,
            -10227227,
            -35677677
        ],
        [
            78,
            95,
            62,
            78,
            95,
            62
        ],
        [
            96,
            118,
            75,
            96,
            118,
            75
        ],
        [
            28,
            35,
            19,
            28,
            35,
            19
        ],
        [
            4579,
            2778,
            1801,
            4579,
            2778,
            1801
        ],
        [
            89.771821,
            110.271821,
            0,
            89.771821,
            110.271821,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -179743,
            -91657,
            -228404,
            -164797,
            745117,
            -577480
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5012,
    "evaluation_days": 2506,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1552953600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759991485362,
    "expiration_time": 1766463552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 85,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 220,
            "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)