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Trade: XRP/USDT/360/KCL/HMA/5835

Strategy
XRP/USDT/360/KCL/HMA/5835
Pair
XRP_USDT
Interval
6h
Score
422291
Daily Profit
0.170964
Profit Factor
1.789954
Profitability
62.857143
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-18 17:48
Expiration Time
2025-12-02 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 641321.8537 575263.808 66058.0456 -24315325.6945 7055425.6182 -31370751.3127
Total P&L (%) 641.3219 575.2638 66.058 -24315.3257 7055.4256 -31370.7513
Avg Daily Profit (%) 0.2565 0.2301 0.0264 0 0.171 0
Buy And Hold Return (%) 877.5893 877.5893 877.5893 877.5893 877.5893 877.5893
Max Trade Drawdown -165805 -64860 -163629 -41842958 -7200146 -34886887
Profit Factor 2.7929 5.9841 1.2726 0.4646 1.79 0.1402
Total Trades 70 35 35 70 35 35
Winning Trades 45 23 22 41 22 19
Losing Trades 25 12 13 29 13 16
Profitability (%) 64.2857 65.7143 62.8571 58.5714 62.8571 54.2857
Ratio Avg Win / Avg Loss 1.5516 3.1221 0.752 0.3287 1.0577 0.1181
Largest Winning Trade 130254 130254 30453 9971923 9971923 1049856
Largest Losing Trade -163629 -41487 -163629 -28843937 -6840816 -28843937
Avg Bars in Trades 137 148 126 137 148 126
Avg Bars in Winners 125 135 114 116 122 109
Avg Bars in Losers 158 172 146 165 190 145
Bars Traded 9598 5181 4417 9598 5181 4417
Profit Streak 229.3672 229.3672 233.8672 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -247170 -145965 -322091 -678166 422291 -580232

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758206925009,
    "expiration_time": 1764676800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 95,
            "offset": 206
        }
    }
}
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": [
        [
            641321.8536756529,
            575263.8080381193,
            66058.0456375336,
            -24315325.694455817,
            7055425.618237913,
            -31370751.312693734
        ],
        [
            641.321854,
            575.263808,
            66.058046,
            -24315.325694,
            7055.425618,
            -31370.751313
        ],
        [
            0.256529,
            0.230106,
            0.026423,
            0,
            0.170964,
            0
        ],
        [
            877.589283,
            877.589283,
            877.589283,
            877.589283,
            877.589283,
            877.589283
        ],
        [
            -165805,
            -64860,
            -163629,
            -41842958,
            -7200146,
            -34886887
        ],
        [
            2.792894,
            5.984105,
            1.272649,
            0.464645,
            1.789954,
            0.140236
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            45,
            23,
            22,
            41,
            22,
            19
        ],
        [
            25,
            12,
            13,
            29,
            13,
            16
        ],
        [
            64.285714,
            65.714286,
            62.857143,
            58.571429,
            62.857143,
            54.285714
        ],
        [
            1.551608,
            3.122142,
            0.75202,
            0.328651,
            1.0577,
            0.118094
        ],
        [
            130254,
            130254,
            30453,
            9971923,
            9971923,
            1049856
        ],
        [
            -163629,
            -41487,
            -163629,
            -28843937,
            -6840816,
            -28843937
        ],
        [
            137,
            148,
            126,
            137,
            148,
            126
        ],
        [
            125,
            135,
            114,
            116,
            122,
            109
        ],
        [
            158,
            172,
            146,
            165,
            190,
            145
        ],
        [
            9598,
            5181,
            4417,
            9598,
            5181,
            4417
        ],
        [
            229.367187,
            229.367188,
            233.867187,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -247170,
            -145965,
            -322091,
            -678166,
            422291,
            -580232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758206925009,
    "expiration_time": 1764676800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 95,
            "offset": 206
        }
    }
}

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)