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Trade: XRP/USDT/480/KCL/MIDPRICE/5214

Strategy
XRP/USDT/480/KCL/MIDPRICE/5214
Pair
XRP_USDT
Interval
8h
Score
694106
Daily Profit
0.209592
Profit Factor
8.786923
Profitability
65.789474
Streak
146.606812
Best Strategy
Training Data Length
2505.330000
Evaluation Time
2025-10-03 17:33
Expiration Time
2025-12-17 13:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 851964.8398 691736.8556 160227.9842 16892970.2632 18870791.5688 -1977821.3056
Total P&L (%) 851.9648 691.7369 160.228 16892.9703 18870.7916 -1977.8213
Avg Daily Profit (%) 0.3401 0.2761 0.064 0.2052 0.2096 0
Buy And Hold Return (%) 870.8524 870.8524 870.8524 870.8524 870.8524 870.8524
Max Trade Drawdown -86911 -90120 -55984 -8123002 -1050458 -7786508
Profit Factor 3.7965 4.6454 2.3946 2.6001 8.7869 0.7569
Total Trades 77 38 39 77 38 39
Winning Trades 54 25 29 54 25 29
Losing Trades 23 13 10 23 13 10
Profitability (%) 70.1299 65.7895 74.359 70.1299 65.7895 74.359
Ratio Avg Win / Avg Loss 1.617 2.4156 0.8257 1.1074 4.5692 0.261
Largest Winning Trade 187685 187685 23049 10797744 10797744 2456954
Largest Losing Trade -52027 -52027 -28185 -4664884 -590384 -4664884
Avg Bars in Trades 88 143 34 88 143 34
Avg Bars in Winners 67 103 36 67 103 36
Avg Bars in Losers 137 220 28 137 220 28
Bars Traded 6786 5441 1345 6786 5441 1345
Profit Streak 146.6068 146.6068 242.2735 146.6068 146.6068 242.2735
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -191669 -146921 -267376 -30109 694106 -576627
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7516,
    "evaluation_days": 2505.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759502028591,
    "expiration_time": 1765972224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "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": [
        [
            851964.8397853754,
            691736.8555699337,
            160227.9842154419,
            16892970.263189077,
            18870791.568793997,
            -1977821.3056049226
        ],
        [
            851.96484,
            691.736856,
            160.227984,
            16892.970263,
            18870.791569,
            -1977.821306
        ],
        [
            0.340061,
            0.276106,
            0.063955,
            0.205189,
            0.209592,
            0
        ],
        [
            870.852376,
            870.852376,
            870.852376,
            870.852376,
            870.852376,
            870.852376
        ],
        [
            -86911,
            -90120,
            -55984,
            -8123002,
            -1050458,
            -7786508
        ],
        [
            3.79652,
            4.645377,
            2.394566,
            2.600081,
            8.786923,
            0.756851
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            70.12987,
            65.789474,
            74.358974,
            70.12987,
            65.789474,
            74.358974
        ],
        [
            1.617036,
            2.415596,
            0.825712,
            1.107442,
            4.5692,
            0.260983
        ],
        [
            187685,
            187685,
            23049,
            10797744,
            10797744,
            2456954
        ],
        [
            -52027,
            -52027,
            -28185,
            -4664884,
            -590384,
            -4664884
        ],
        [
            88,
            143,
            34,
            88,
            143,
            34
        ],
        [
            67,
            103,
            36,
            67,
            103,
            36
        ],
        [
            137,
            220,
            28,
            137,
            220,
            28
        ],
        [
            6786,
            5441,
            1345,
            6786,
            5441,
            1345
        ],
        [
            146.606812,
            146.606812,
            242.273479,
            146.606812,
            146.606812,
            242.273479
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -191669,
            -146921,
            -267376,
            -30109,
            694106,
            -576627
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7516,
    "evaluation_days": 2505.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759502028591,
    "expiration_time": 1765972224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "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)