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Trade: XRP/USDT/720/ALMA/KCB/6236

Strategy
XRP/USDT/720/ALMA/KCB/6236
Pair
XRP_USDT
Interval
12h
Score
520382
Daily Profit
0.188694
Profit Factor
3.174551
Profitability
48.648649
Streak
167.185207
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-24 07:26
Expiration Time
2025-12-08 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 922586.78 818870.2513 103716.5287 8234281.4906 11079550.0447 -2845268.5541
Total P&L (%) 922.5868 818.8703 103.7165 8234.2815 11079.55 -2845.2686
Avg Daily Profit (%) 0.3687 0.3273 0.0415 0.1769 0.1887 0
Buy And Hold Return (%) 825.2977 825.2977 825.2977 825.2977 825.2977 825.2977
Max Trade Drawdown -79040 -39206 -70429 -6714206 -2285259 -5730194
Profit Factor 3.1395 5.4543 1.4193 1.6198 3.1746 0.6526
Total Trades 74 37 37 74 37 37
Winning Trades 39 18 21 39 18 21
Losing Trades 35 19 16 35 19 16
Profitability (%) 52.7027 48.6486 56.7568 52.7027 48.6486 56.7568
Ratio Avg Win / Avg Loss 2.8175 5.7573 1.0813 1.4536 3.3509 0.4972
Largest Winning Trade 339626 339626 54415 9205072 9205072 846910
Largest Losing Trade -53393 -23723 -53393 -4462670 -1039151 -4462670
Avg Bars in Trades 65 70 59 65 70 59
Avg Bars in Winners 83 93 74 83 93 74
Avg Bars in Losers 45 49 41 45 49 41
Bars Traded 4840 2623 2217 4840 2623 2217
Profit Streak 152.6852 167.1852 152.6852 152.6852 167.1852 152.6852
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -180668 -148076 -300655 -57249 520382 -578933

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758688001865,
    "expiration_time": 1765157184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            922586.7799989616,
            818870.2512947072,
            103716.5287042545,
            8234281.490609538,
            11079550.04467906,
            -2845268.554069523
        ],
        [
            922.58678,
            818.870251,
            103.716529,
            8234.281491,
            11079.550045,
            -2845.268554
        ],
        [
            0.36874,
            0.327286,
            0.041453,
            0.176933,
            0.188694,
            0
        ],
        [
            825.297668,
            825.297668,
            825.297668,
            825.297668,
            825.297668,
            825.297668
        ],
        [
            -79040,
            -39206,
            -70429,
            -6714206,
            -2285259,
            -5730194
        ],
        [
            3.139489,
            5.454285,
            1.419261,
            1.619776,
            3.174551,
            0.652626
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            52.702703,
            48.648649,
            56.756757,
            52.702703,
            48.648649,
            56.756757
        ],
        [
            2.81749,
            5.757301,
            1.081342,
            1.453645,
            3.350915,
            0.497239
        ],
        [
            339626,
            339626,
            54415,
            9205072,
            9205072,
            846910
        ],
        [
            -53393,
            -23723,
            -53393,
            -4462670,
            -1039151,
            -4462670
        ],
        [
            65,
            70,
            59,
            65,
            70,
            59
        ],
        [
            83,
            93,
            74,
            83,
            93,
            74
        ],
        [
            45,
            49,
            41,
            45,
            49,
            41
        ],
        [
            4840,
            2623,
            2217,
            4840,
            2623,
            2217
        ],
        [
            152.685207,
            167.185207,
            152.685207,
            152.685207,
            167.185207,
            152.685207
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -180668,
            -148076,
            -300655,
            -57249,
            520382,
            -578933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758688001865,
    "expiration_time": 1765157184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 140,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)