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Trade: XRP/USDT/30/KCL/SSF/9348

Strategy
XRP/USDT/30/KCL/SSF/9348
Pair
XRP_USDT
Interval
30m
Score
308113
Daily Profit
0.450930
Profit Factor
1.958331
Profitability
50.000000
Streak
20.570424
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-22 00:41
Expiration Time
2025-12-05 23:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 463085.3207 427630.0119 35455.3088 941555.3429 814502.8099 127052.533
Total P&L (%) 463.0853 427.63 35.4553 941.5553 814.5028 127.0525
Avg Daily Profit (%) 0.8891 0.8211 0.0681 0.4509 0.4258 0.1576
Buy And Hold Return (%) 456.3738 456.3738 456.3738 456.3738 456.3738 456.3738
Max Trade Drawdown -25476 -16798 -19527 -305027 -201965 -215222
Profit Factor 4.2708 5.2702 1.8556 1.9583 2.2269 1.3987
Total Trades 84 42 42 84 42 42
Winning Trades 42 18 24 42 18 24
Losing Trades 42 24 18 42 24 18
Profitability (%) 50 42.8571 57.1429 50 42.8571 57.1429
Ratio Avg Win / Avg Loss 4.2708 7.027 1.3917 1.9583 2.9692 1.0491
Largest Winning Trade 353095 353095 16263 409186 409186 80178
Largest Losing Trade -14625 -14625 -7216 -130949 -130949 -78749
Avg Bars in Trades 283 514 53 283 514 53
Avg Bars in Winners 289 614 45 289 614 45
Avg Bars in Losers 278 439 64 278 439 64
Bars Traded 23855 21608 2247 23855 21608 2247
Profit Streak 20.5704 20.5704 35.6121 20.5704 20.5704 35.6121
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139991 -147766 -263471 308113 112762 -155896

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713492000000,
    "first_datapoint_time": 1713796200000,
    "last_datapoint_time": 1758490200000,
    "evaluation_time": 1758490884658,
    "expiration_time": 1764970200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 170,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 197,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            463085.3207487948,
            427630.0119488338,
            35455.3087999608,
            941555.3429332422,
            814502.8099244263,
            127052.5330088157
        ],
        [
            463.085321,
            427.630012,
            35.455309,
            941.555343,
            814.50281,
            127.052533
        ],
        [
            0.88913,
            0.821055,
            0.068075,
            0.45093,
            0.425843,
            0.157567
        ],
        [
            456.373832,
            456.373832,
            456.373832,
            456.373832,
            456.373832,
            456.373832
        ],
        [
            -25476,
            -16798,
            -19527,
            -305027,
            -201965,
            -215222
        ],
        [
            4.270756,
            5.270226,
            1.855555,
            1.958331,
            2.226913,
            1.398744
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            50,
            42.857143,
            57.142857,
            50,
            42.857143,
            57.142857
        ],
        [
            4.270756,
            7.026967,
            1.391666,
            1.958331,
            2.969217,
            1.049058
        ],
        [
            353095,
            353095,
            16263,
            409186,
            409186,
            80178
        ],
        [
            -14625,
            -14625,
            -7216,
            -130949,
            -130949,
            -78749
        ],
        [
            283,
            514,
            53,
            283,
            514,
            53
        ],
        [
            289,
            614,
            45,
            289,
            614,
            45
        ],
        [
            278,
            439,
            64,
            278,
            439,
            64
        ],
        [
            23855,
            21608,
            2247,
            23855,
            21608,
            2247
        ],
        [
            20.570424,
            20.570424,
            35.612091,
            20.570424,
            20.570424,
            35.612091
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139991,
            -147766,
            -263471,
            308113,
            112762,
            -155896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713492000000,
    "first_datapoint_time": 1713796200000,
    "last_datapoint_time": 1758490200000,
    "evaluation_time": 1758490884658,
    "expiration_time": 1764970200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 170,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 197,
            "offset": 0,
            "poles": 2
        }
    }
}

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)