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Trade: XRP/USDT/360/KCL/DCM/5954

Strategy
XRP/USDT/360/KCL/DCM/5954
Pair
XRP_USDT
Interval
6h
Score
709655
Daily Profit
0.221127
Profit Factor
4.855305
Profitability
71.794872
Streak
131.746312
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 02:54
Expiration Time
2025-11-23 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 785282.8933 634242.1551 151040.7382 10746034.8781 24915448.6394 -14169413.7612
Total P&L (%) 785.2829 634.2422 151.0407 10746.0349 24915.4486 -14169.4138
Avg Daily Profit (%) 0.3141 0.2537 0.0604 0.1876 0.2211 0
Buy And Hold Return (%) 713.6968 713.6968 713.6968 713.6968 713.6968 713.6968
Max Trade Drawdown -76642 -72368 -81687 -20036391 -2943705 -20711048
Profit Factor 3.1142 4.7463 1.7472 1.3459 4.8553 0.424
Total Trades 79 39 40 79 39 40
Winning Trades 51 28 23 51 28 23
Losing Trades 28 11 17 28 11 17
Profitability (%) 64.557 71.7949 57.5 64.557 71.7949 57.5
Ratio Avg Win / Avg Loss 1.7097 1.8646 1.2914 0.7389 1.9074 0.3134
Largest Winning Trade 157122 157122 44740 16619080 16619080 1585857
Largest Losing Trade -72407 -47408 -72407 -19692032 -2943705 -19692032
Avg Bars in Trades 115 164 68 115 164 68
Avg Bars in Winners 112 129 90 112 129 90
Avg Bars in Losers 121 251 37 121 251 37
Bars Traded 9130 6398 2732 9130 6398 2732
Profit Streak 54.7463 131.7463 54.7463 54.7463 131.7463 54.7463
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147738 -145866 -274265 -21499 709655 -579215

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1546473600000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757462081325,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 234,
            "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": [
        [
            785282.8932933562,
            634242.1550931782,
            151040.7382001778,
            10746034.878144305,
            24915448.63935971,
            -14169413.761215396
        ],
        [
            785.282893,
            634.242155,
            151.040738,
            10746.034878,
            24915.448639,
            -14169.413761
        ],
        [
            0.314113,
            0.253697,
            0.060416,
            0.187631,
            0.221127,
            0
        ],
        [
            713.696816,
            713.696816,
            713.696816,
            713.696816,
            713.696816,
            713.696816
        ],
        [
            -76642,
            -72368,
            -81687,
            -20036391,
            -2943705,
            -20711048
        ],
        [
            3.114176,
            4.746345,
            1.747206,
            1.345933,
            4.855305,
            0.424037
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            28,
            11,
            17,
            28,
            11,
            17
        ],
        [
            64.556962,
            71.794872,
            57.5,
            64.556962,
            71.794872,
            57.5
        ],
        [
            1.709744,
            1.864635,
            1.291413,
            0.738944,
            1.907441,
            0.313419
        ],
        [
            157122,
            157122,
            44740,
            16619080,
            16619080,
            1585857
        ],
        [
            -72407,
            -47408,
            -72407,
            -19692032,
            -2943705,
            -19692032
        ],
        [
            115,
            164,
            68,
            115,
            164,
            68
        ],
        [
            112,
            129,
            90,
            112,
            129,
            90
        ],
        [
            121,
            251,
            37,
            121,
            251,
            37
        ],
        [
            9130,
            6398,
            2732,
            9130,
            6398,
            2732
        ],
        [
            54.746311,
            131.746312,
            54.746312,
            54.746312,
            131.746312,
            54.746312
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147738,
            -145866,
            -274265,
            -21499,
            709655,
            -579215
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1546473600000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757462081325,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 234,
            "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)