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Trade: XRP/USDT/360/HILO/KCU/5085

Strategy
XRP/USDT/360/HILO/KCU/5085
Pair
XRP_USDT
Interval
6h
Score
391450
Daily Profit
0.166873
Profit Factor
2.104407
Profitability
45.695364
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 04:51
Expiration Time
2025-11-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 865177.2263 778256.2114 86921.0149 6360796.2199 6378813.8921 -18017.6722
Total P&L (%) 865.1772 778.2562 86.921 6360.7962 6378.8139 -18.0177
Avg Daily Profit (%) 0.3461 0.3113 0.0348 0.1669 0.167 -0.0079
Buy And Hold Return (%) 703.6084 703.6084 703.6084 703.6084 703.6084 703.6084
Max Trade Drawdown -166875 -111921 -77880 -2094436 -838702 -1450616
Profit Factor 2.7085 3.6741 1.4036 2.1044 3.2275 0.9938
Total Trades 151 75 76 151 75 76
Winning Trades 69 38 31 69 38 31
Losing Trades 82 37 45 82 37 45
Profitability (%) 45.6954 50.6667 40.7895 45.6954 50.6667 40.7895
Ratio Avg Win / Avg Loss 3.2188 3.5774 2.0375 2.5009 3.1426 1.4426
Largest Winning Trade 337110 337110 67001 2768394 2768394 605508
Largest Losing Trade -51780 -35002 -51780 -1221256 -642329 -1221256
Avg Bars in Trades 61 101 22 61 101 22
Avg Bars in Winners 86 132 30 86 132 30
Avg Bars in Losers 40 68 17 40 68 17
Bars Traded 9321 7577 1744 9321 7577 1744
Profit Streak 0 17.8274 0 0 17.8274 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80766 -173265 -363160 391450 -42381 -631873

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757382685225,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 51
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 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": [
        [
            865177.2262937502,
            778256.2113946017,
            86921.0148991485,
            6360796.219900623,
            6378813.892064521,
            -18017.6721638975
        ],
        [
            865.177226,
            778.256211,
            86.921015,
            6360.79622,
            6378.813892,
            -18.017672
        ],
        [
            0.346071,
            0.311302,
            0.034768,
            0.166873,
            0.166984,
            -0.007946
        ],
        [
            703.60836,
            703.60836,
            703.60836,
            703.60836,
            703.60836,
            703.60836
        ],
        [
            -166875,
            -111921,
            -77880,
            -2094436,
            -838702,
            -1450616
        ],
        [
            2.708466,
            3.674133,
            1.403581,
            2.104407,
            3.227496,
            0.993778
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            82,
            37,
            45,
            82,
            37,
            45
        ],
        [
            45.695364,
            50.666667,
            40.789474,
            45.695364,
            50.666667,
            40.789474
        ],
        [
            3.218757,
            3.577445,
            2.037456,
            2.50089,
            3.142562,
            1.442581
        ],
        [
            337110,
            337110,
            67001,
            2768394,
            2768394,
            605508
        ],
        [
            -51780,
            -35002,
            -51780,
            -1221256,
            -642329,
            -1221256
        ],
        [
            61,
            101,
            22,
            61,
            101,
            22
        ],
        [
            86,
            132,
            30,
            86,
            132,
            30
        ],
        [
            40,
            68,
            17,
            40,
            68,
            17
        ],
        [
            9321,
            7577,
            1744,
            9321,
            7577,
            1744
        ],
        [
            0,
            17.827375,
            0,
            0,
            17.827375,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80766,
            -173265,
            -363160,
            391450,
            -42381,
            -631873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757382685225,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 51
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 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)