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Trade: XRP/USDT/480/KCL/FWMA/7251

Strategy
XRP/USDT/480/KCL/FWMA/7251
Pair
XRP_USDT
Interval
8h
Score
516678
Daily Profit
0.269539
Profit Factor
2.306092
Profitability
52.083333
Streak
67.076272
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-24 12:49
Expiration Time
2025-12-08 11:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484864.5873 596285.2991 -111420.7117 31246815.801 -52770471.657 84017287.458
Total P&L (%) 484.8646 596.2853 -111.4207 31246.8158 -52770.4717 84017.2875
Avg Daily Profit (%) 0.1938 0.2383 -0.0445 0.23 0 0.2695
Buy And Hold Return (%) 842.6165 842.6165 842.6165 842.6165 842.6165 842.6165
Max Trade Drawdown -307383 -78415 -303515 -115148645 -81526697 -53249133
Profit Factor 1.7415 4.6555 0.773 1.1805 0.5148 2.3061
Total Trades 95 47 48 95 47 48
Winning Trades 62 29 33 48 23 25
Losing Trades 33 18 15 47 24 23
Profitability (%) 65.2632 61.7021 68.75 50.5263 48.9362 52.0833
Ratio Avg Win / Avg Loss 0.9269 2.8896 0.3514 1.1559 0.5371 2.1216
Largest Winning Trade 140332 140332 54594 131373220 18968726 131373220
Largest Losing Trade -303515 -54724 -303515 -54615473 -54615473 -18327137
Avg Bars in Trades 75 100 51 75 100 51
Avg Bars in Winners 74 93 58 78 110 49
Avg Bars in Losers 77 111 37 72 90 53
Bars Traded 7202 4715 2487 7202 4715 2487
Profit Streak 51.7429 0 67.0763 51.7429 0 67.0763
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154612 -148272 -577288 -12759 -581110 516678

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549987200000,
    "last_datapoint_time": 1758700800000,
    "evaluation_time": 1758707389939,
    "expiration_time": 1765185984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 43,
            "offset": 216
        }
    }
}
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": [
        [
            484864.5873472181,
            596285.299091601,
            -111420.7117443831,
            31246815.800996263,
            -52770471.65704992,
            84017287.4580462
        ],
        [
            484.864587,
            596.285299,
            -111.420712,
            31246.815801,
            -52770.471657,
            84017.287458
        ],
        [
            0.193791,
            0.238323,
            -0.044533,
            0.229988,
            0,
            0.269539
        ],
        [
            842.616504,
            842.616504,
            842.616504,
            842.616504,
            842.616504,
            842.616504
        ],
        [
            -307383,
            -78415,
            -303515,
            -115148645,
            -81526697,
            -53249133
        ],
        [
            1.741478,
            4.655526,
            0.77298,
            1.180535,
            0.514762,
            2.306092
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            62,
            29,
            33,
            48,
            23,
            25
        ],
        [
            33,
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            24,
            23
        ],
        [
            65.263158,
            61.702128,
            68.75,
            50.526316,
            48.93617,
            52.083333
        ],
        [
            0.926916,
            2.889637,
            0.351355,
            1.155941,
            0.537142,
            2.121605
        ],
        [
            140332,
            140332,
            54594,
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            18968726,
            131373220
        ],
        [
            -303515,
            -54724,
            -303515,
            -54615473,
            -54615473,
            -18327137
        ],
        [
            75,
            100,
            51,
            75,
            100,
            51
        ],
        [
            74,
            93,
            58,
            78,
            110,
            49
        ],
        [
            77,
            111,
            37,
            72,
            90,
            53
        ],
        [
            7202,
            4715,
            2487,
            7202,
            4715,
            2487
        ],
        [
            51.742939,
            0,
            67.076272,
            51.742939,
            0,
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        ],
        [
            1,
            0,
            2,
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            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -154612,
            -148272,
            -577288,
            -12759,
            -581110,
            516678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549987200000,
    "last_datapoint_time": 1758700800000,
    "evaluation_time": 1758707389939,
    "expiration_time": 1765185984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 214,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 43,
            "offset": 216
        }
    }
}

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)