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Trade: XRP/USDT/240/KCL/PWMA/8318

Strategy
XRP/USDT/240/KCL/PWMA/8318
Pair
XRP_USDT
Interval
4h
Score
660784
Daily Profit
0.272877
Profit Factor
4.320031
Profitability
68.750000
Streak
0.000000
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-23 00:07
Expiration Time
2025-12-06 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1037956.056 837642.8445 200313.2116 -49356494.2875 90660807.7906 -140017302.0782
Total P&L (%) 1037.9561 837.6428 200.3132 -49356.4943 90660.8078 -140017.3021
Avg Daily Profit (%) 0.4153 0.3351 0.0801 0 0.2729 0
Buy And Hold Return (%) 795.9987 795.9987 795.9987 795.9987 795.9987 795.9987
Max Trade Drawdown -129292 -92301 -133036 -173883701 -15825156 -166977915
Profit Factor 4.4359 6.4486 2.3502 0.7497 4.32 0.1757
Total Trades 65 32 33 65 32 33
Winning Trades 48 23 25 44 22 22
Losing Trades 17 9 8 21 10 11
Profitability (%) 73.8462 71.875 75.7576 67.6923 68.75 66.6667
Ratio Avg Win / Avg Loss 1.571 2.5234 0.7521 0.3578 1.9637 0.0878
Largest Winning Trade 168688 168688 67250 68701503 68701503 9618971
Largest Losing Trade -117450 -54572 -117450 -146374772 -14476825 -146374772
Avg Bars in Trades 210 292 131 210 292 131
Avg Bars in Winners 197 268 132 211 290 133
Avg Bars in Losers 247 353 127 208 297 126
Bars Traded 13690 9365 4325 13690 9365 4325
Profit Streak 119.8801 119.8801 236.2134 0 0 0
Trades During Streak 3 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -185507 -128412 -245330 -714484 660784 -578642

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548172800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758575238831,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 142,
            "offset": 249
        }
    }
}
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": [
        [
            1037956.0560035191,
            837642.8444518714,
            200313.2115516477,
            -49356494.287536114,
            90660807.7906158,
            -140017302.0781519
        ],
        [
            1037.956056,
            837.642844,
            200.313212,
            -49356.494288,
            90660.807791,
            -140017.302078
        ],
        [
            0.415294,
            0.335147,
            0.080147,
            0,
            0.272877,
            0
        ],
        [
            795.99874,
            795.99874,
            795.99874,
            795.99874,
            795.99874,
            795.99874
        ],
        [
            -129292,
            -92301,
            -133036,
            -173883701,
            -15825156,
            -166977915
        ],
        [
            4.435858,
            6.448602,
            2.350185,
            0.749662,
            4.320031,
            0.175651
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            48,
            23,
            25,
            44,
            22,
            22
        ],
        [
            17,
            9,
            8,
            21,
            10,
            11
        ],
        [
            73.846154,
            71.875,
            75.757576,
            67.692308,
            68.75,
            66.666667
        ],
        [
            1.571033,
            2.523366,
            0.752059,
            0.357793,
            1.96365,
            0.087825
        ],
        [
            168688,
            168688,
            67250,
            68701503,
            68701503,
            9618971
        ],
        [
            -117450,
            -54572,
            -117450,
            -146374772,
            -14476825,
            -146374772
        ],
        [
            210,
            292,
            131,
            210,
            292,
            131
        ],
        [
            197,
            268,
            132,
            211,
            290,
            133
        ],
        [
            247,
            353,
            127,
            208,
            297,
            126
        ],
        [
            13690,
            9365,
            4325,
            13690,
            9365,
            4325
        ],
        [
            119.880079,
            119.880079,
            236.213412,
            0,
            0,
            0
        ],
        [
            3,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -185507,
            -128412,
            -245330,
            -714484,
            660784,
            -578642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548172800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758575238831,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 127,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 142,
            "offset": 249
        }
    }
}

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)