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Trade: XRP/USDT/360/KCL/DCM/4913

Strategy
XRP/USDT/360/KCL/DCM/4913
Pair
XRP_USDT
Interval
6h
Score
513393
Daily Profit
0.169321
Profit Factor
2.744308
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 20:31
Expiration Time
2025-12-01 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 911672.8953 812843.0253 98829.87 7599252.7396 6767832.7851 831419.9545
Total P&L (%) 911.6729 812.843 98.8299 7599.2527 6767.8328 831.42
Avg Daily Profit (%) 0.3647 0.3251 0.0395 0.1739 0.1693 0.0893
Buy And Hold Return (%) 952.979 952.979 952.979 952.979 952.979 952.979
Max Trade Drawdown -62361 -71402 -29229 -5352729 -2928258 -2441487
Profit Factor 4.953 5.5524 2.8978 2.1748 2.7443 1.3212
Total Trades 61 30 31 61 30 31
Winning Trades 37 18 19 37 18 19
Losing Trades 24 12 12 24 12 12
Profitability (%) 60.6557 60 61.2903 60.6557 60 61.2903
Ratio Avg Win / Avg Loss 3.2127 3.7016 1.8302 1.4107 1.8295 0.8344
Largest Winning Trade 395214 395214 19777 3752254 3752254 1606069
Largest Losing Trade -44128 -44128 -13343 -1289117 -1246778 -1289117
Avg Bars in Trades 138 261 18 138 261 18
Avg Bars in Winners 145 277 21 145 277 21
Avg Bars in Losers 127 239 14 127 239 14
Bars Traded 8436 7858 577 8436 7858 577
Profit Streak 49.7301 0 53.2301 49.7301 0 53.2301
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -312626 -147221 -297655 -153213 513393 -237865

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1545004800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758130279866,
    "expiration_time": 1764590400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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": [
        [
            911672.895251052,
            812843.0252979563,
            98829.8699530957,
            7599252.739620225,
            6767832.785128461,
            831419.9544917635
        ],
        [
            911.672895,
            812.843025,
            98.82987,
            7599.25274,
            6767.832785,
            831.419954
        ],
        [
            0.364669,
            0.325137,
            0.039532,
            0.173899,
            0.169321,
            0.089301
        ],
        [
            952.978982,
            952.978982,
            952.978982,
            952.978982,
            952.978982,
            952.978982
        ],
        [
            -62361,
            -71402,
            -29229,
            -5352729,
            -2928258,
            -2441487
        ],
        [
            4.952956,
            5.552371,
            2.897768,
            2.17478,
            2.744308,
            1.321172
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            60.655738,
            60,
            61.290323,
            60.655738,
            60,
            61.290323
        ],
        [
            3.212728,
            3.701581,
            1.830169,
            1.410668,
            1.829539,
            0.834424
        ],
        [
            395214,
            395214,
            19777,
            3752254,
            3752254,
            1606069
        ],
        [
            -44128,
            -44128,
            -13343,
            -1289117,
            -1246778,
            -1289117
        ],
        [
            138,
            261,
            18,
            138,
            261,
            18
        ],
        [
            145,
            277,
            21,
            145,
            277,
            21
        ],
        [
            127,
            239,
            14,
            127,
            239,
            14
        ],
        [
            8436,
            7858,
            577,
            8436,
            7858,
            577
        ],
        [
            49.730091,
            0,
            53.230091,
            49.730091,
            0,
            53.230091
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -312626,
            -147221,
            -297655,
            -153213,
            513393,
            -237865
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1545004800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758130279866,
    "expiration_time": 1764590400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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)