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Trade: XRP/USDT/120/KCL/DCM/6057

Strategy
XRP/USDT/120/KCL/DCM/6057
Pair
XRP_USDT
Interval
2h
Score
371559
Daily Profit
0.200423
Profit Factor
1.731764
Profitability
51.034483
Streak
0.000000
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-09-18 11:13
Expiration Time
2025-12-02 09:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 902509.8776 826881.4112 75628.4664 6769308.8198 6374673.2834 394635.5365
Total P&L (%) 902.5099 826.8814 75.6285 6769.3088 6374.6733 394.6355
Avg Daily Profit (%) 0.4333 0.397 0.0363 0.2033 0.2004 0.0768
Buy And Hold Return (%) 1148.6323 1148.6323 1148.6323 1148.6323 1148.6323 1148.6323
Max Trade Drawdown -111745 -85202 -63515 -3492967 -2719747 -1366707
Profit Factor 2.1091 2.7796 1.2166 1.4836 1.7318 1.0746
Total Trades 291 145 146 291 145 146
Winning Trades 144 74 70 144 74 70
Losing Trades 147 71 76 147 71 76
Profitability (%) 49.4845 51.0345 47.9452 49.4845 51.0345 47.9452
Ratio Avg Win / Avg Loss 2.153 2.6669 1.3209 1.5145 1.6616 1.1668
Largest Winning Trade 343974 343974 28360 4293401 4293401 664581
Largest Losing Trade -31367 -31367 -24171 -2295722 -2295722 -1149027
Avg Bars in Trades 83 126 40 83 126 40
Avg Bars in Winners 103 159 45 103 159 45
Avg Bars in Losers 62 91 35 62 91 35
Bars Traded 24193 18309 5884 24193 18309 5884
Profit Streak 3.4257 0 5.509 3.4257 0 5.509
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151162 -150787 -310857 367816 371559 -394896

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1578153600000,
    "first_datapoint_time": 1579413600000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758183179767,
    "expiration_time": 1764661104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "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": [
        [
            902509.8776186301,
            826881.4111958565,
            75628.4664227732,
            6769308.819841424,
            6374673.283365497,
            394635.5364759285
        ],
        [
            902.509878,
            826.881411,
            75.628466,
            6769.30882,
            6374.673283,
            394.635536
        ],
        [
            0.433291,
            0.396982,
            0.036309,
            0.20327,
            0.200423,
            0.07678
        ],
        [
            1148.632341,
            1148.632341,
            1148.632341,
            1148.632341,
            1148.632341,
            1148.632341
        ],
        [
            -111745,
            -85202,
            -63515,
            -3492967,
            -2719747,
            -1366707
        ],
        [
            2.109079,
            2.779578,
            1.21664,
            1.483566,
            1.731764,
            1.074638
        ],
        [
            291,
            145,
            146,
            291,
            145,
            146
        ],
        [
            144,
            74,
            70,
            144,
            74,
            70
        ],
        [
            147,
            71,
            76,
            147,
            71,
            76
        ],
        [
            49.484536,
            51.034483,
            47.945205,
            49.484536,
            51.034483,
            47.945205
        ],
        [
            2.153018,
            2.666892,
            1.320924,
            1.514474,
            1.661558,
            1.16675
        ],
        [
            343974,
            343974,
            28360,
            4293401,
            4293401,
            664581
        ],
        [
            -31367,
            -31367,
            -24171,
            -2295722,
            -2295722,
            -1149027
        ],
        [
            83,
            126,
            40,
            83,
            126,
            40
        ],
        [
            103,
            159,
            45,
            103,
            159,
            45
        ],
        [
            62,
            91,
            35,
            62,
            91,
            35
        ],
        [
            24193,
            18309,
            5884,
            24193,
            18309,
            5884
        ],
        [
            3.425692,
            0,
            5.509025,
            3.425692,
            0,
            5.509025
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151162,
            -150787,
            -310857,
            367816,
            371559,
            -394896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1578153600000,
    "first_datapoint_time": 1579413600000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758183179767,
    "expiration_time": 1764661104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 176,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "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)