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Trade: XRP/USDT/480/KCL/MIDPRICE/5821

Strategy
XRP/USDT/480/KCL/MIDPRICE/5821
Pair
XRP_USDT
Interval
8h
Score
408685
Daily Profit
0.147626
Profit Factor
3.166440
Profitability
61.616162
Streak
69.967229
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-18 18:12
Expiration Time
2025-12-02 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 645630.5614 558347.9952 87282.5662 3898157.8225 2825840.5101 1072317.3124
Total P&L (%) 645.6306 558.348 87.2826 3898.1578 2825.8405 1072.3173
Avg Daily Profit (%) 0.2582 0.2233 0.0349 0.1476 0.1351 0.0985
Buy And Hold Return (%) 1008.9172 1008.9172 1008.9172 1008.9172 1008.9172 1008.9172
Max Trade Drawdown -79230 -84890 -26539 -1046078 -279517 -766560
Profit Factor 2.7924 3.1751 1.8433 3.1664 4.2896 2.1404
Total Trades 99 49 50 99 49 50
Winning Trades 61 29 32 61 29 32
Losing Trades 38 20 18 38 20 18
Profitability (%) 61.6162 59.1837 64 61.6162 59.1837 64
Ratio Avg Win / Avg Loss 1.7395 2.1897 1.0369 1.9725 2.9584 1.204
Largest Winning Trade 234160 234160 17683 1019910 1019910 456544
Largest Losing Trade -51987 -51987 -14254 -399650 -279517 -399650
Avg Bars in Trades 68 119 17 68 119 17
Avg Bars in Winners 69 123 20 69 123 20
Avg Bars in Losers 66 113 13 66 113 13
Bars Traded 6741 5851 890 6741 5851 890
Profit Streak 69.9672 77.9672 69.9672 69.9672 77.9672 69.9672
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148713 -149222 -486647 408685 -5993 -381321

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542182400000,
    "first_datapoint_time": 1544860800000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758208368588,
    "expiration_time": 1764663264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "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": [
        [
            645630.5613661407,
            558347.9951835012,
            87282.5661826394,
            3898157.822516736,
            2825840.5100929383,
            1072317.3124237983
        ],
        [
            645.630561,
            558.347995,
            87.282566,
            3898.157823,
            2825.84051,
            1072.317312
        ],
        [
            0.258218,
            0.22331,
            0.034908,
            0.147626,
            0.13512,
            0.098498
        ],
        [
            1008.91722,
            1008.91722,
            1008.91722,
            1008.91722,
            1008.91722,
            1008.91722
        ],
        [
            -79230,
            -84890,
            -26539,
            -1046078,
            -279517,
            -766560
        ],
        [
            2.792413,
            3.175096,
            1.843298,
            3.16644,
            4.289641,
            2.140368
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            61.616162,
            59.183673,
            64,
            61.616162,
            59.183673,
            64
        ],
        [
            1.739536,
            2.189721,
            1.036855,
            1.972537,
            2.958373,
            1.203957
        ],
        [
            234160,
            234160,
            17683,
            1019910,
            1019910,
            456544
        ],
        [
            -51987,
            -51987,
            -14254,
            -399650,
            -279517,
            -399650
        ],
        [
            68,
            119,
            17,
            68,
            119,
            17
        ],
        [
            69,
            123,
            20,
            69,
            123,
            20
        ],
        [
            66,
            113,
            13,
            66,
            113,
            13
        ],
        [
            6741,
            5851,
            890,
            6741,
            5851,
            890
        ],
        [
            69.967229,
            77.967229,
            69.967229,
            69.967229,
            77.967229,
            69.967229
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148713,
            -149222,
            -486647,
            408685,
            -5993,
            -381321
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542182400000,
    "first_datapoint_time": 1544860800000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758208368588,
    "expiration_time": 1764663264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "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)