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Trade: XRP/USDT/720/KCB/MIDPRICE/8403

Strategy
XRP/USDT/720/KCB/MIDPRICE/8403
Pair
XRP_USDT
Interval
12h
Score
717554
Daily Profit
0.216714
Profit Factor
6.676600
Profitability
64.102564
Streak
444.978180
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 02:28
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1038526.1626 854328.6963 184197.4663 25179663.4438 22380268.0706 2799395.3732
Total P&L (%) 1038.5262 854.3287 184.1975 25179.6634 22380.2681 2799.3954
Avg Daily Profit (%) 0.4152 0.3415 0.0736 0.2214 0.2167 0.1347
Buy And Hold Return (%) 819.3236 819.3236 819.3236 819.3236 819.3236 819.3236
Max Trade Drawdown -90507 -87340 -68124 -2100397 -1924170 -1244362
Profit Factor 3.6957 5.1434 2.0286 4.2055 6.6766 1.7155
Total Trades 78 39 39 78 39 39
Winning Trades 51 25 26 51 25 26
Losing Trades 27 14 13 27 14 13
Profitability (%) 65.3846 64.1026 66.6667 65.3846 64.1026 66.6667
Ratio Avg Win / Avg Loss 1.9565 2.8803 1.0143 2.2265 3.7389 0.8577
Largest Winning Trade 378989 378989 46964 11417724 11417724 1331731
Largest Losing Trade -68124 -42316 -68124 -1244362 -842906 -1244362
Avg Bars in Trades 57 74 40 57 74 40
Avg Bars in Winners 65 79 52 65 79 52
Avg Bars in Losers 42 66 16 42 66 16
Bars Traded 4488 2916 1572 4488 2916 1572
Profit Streak 434.4782 444.9782 434.4782 434.4782 444.9782 434.4782
Trades During Streak 7 5 3 7 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100921 -132115 -254140 -19660 717554 -11546

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549800000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758670114749,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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": [
        [
            1038526.162578518,
            854328.696296857,
            184197.4662816612,
            25179663.44378094,
            22380268.07056281,
            2799395.373218133
        ],
        [
            1038.526163,
            854.328696,
            184.197466,
            25179.663444,
            22380.268071,
            2799.395373
        ],
        [
            0.415161,
            0.341527,
            0.073635,
            0.221415,
            0.216714,
            0.134693
        ],
        [
            819.323609,
            819.323609,
            819.323609,
            819.323609,
            819.323609,
            819.323609
        ],
        [
            -90507,
            -87340,
            -68124,
            -2100397,
            -1924170,
            -1244362
        ],
        [
            3.695651,
            5.143445,
            2.028623,
            4.205531,
            6.6766,
            1.715497
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            65.384615,
            64.102564,
            66.666667,
            65.384615,
            64.102564,
            66.666667
        ],
        [
            1.956521,
            2.880329,
            1.014312,
            2.226458,
            3.738896,
            0.857748
        ],
        [
            378989,
            378989,
            46964,
            11417724,
            11417724,
            1331731
        ],
        [
            -68124,
            -42316,
            -68124,
            -1244362,
            -842906,
            -1244362
        ],
        [
            57,
            74,
            40,
            57,
            74,
            40
        ],
        [
            65,
            79,
            52,
            65,
            79,
            52
        ],
        [
            42,
            66,
            16,
            42,
            66,
            16
        ],
        [
            4488,
            2916,
            1572,
            4488,
            2916,
            1572
        ],
        [
            434.47818,
            444.97818,
            434.47818,
            434.47818,
            444.97818,
            434.47818
        ],
        [
            7,
            5,
            3,
            7,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100921,
            -132115,
            -254140,
            -19660,
            717554,
            -11546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549800000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758670114749,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "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)