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Trade: XRP/USDT/360/KCL/MIDPRICE/5324

Strategy
XRP/USDT/360/KCL/MIDPRICE/5324
Pair
XRP_USDT
Interval
6h
Score
714414
Daily Profit
0.184526
Profit Factor
4.711940
Profitability
72.727273
Streak
136.291266
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-15 03:59
Expiration Time
2025-11-29 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 736219.8734 608232.7298 127987.1436 8543701.7234 9941993.5887 -1398291.8653
Total P&L (%) 736.2199 608.2327 127.9871 8543.7017 9941.9936 -1398.2919
Avg Daily Profit (%) 0.2945 0.2433 0.0512 0.1785 0.1845 0
Buy And Hold Return (%) 770.6493 770.6493 770.6493 770.6493 770.6493 770.6493
Max Trade Drawdown -73263 -75168 -51417 -4047788 -1004429 -4090223
Profit Factor 2.8483 4.0278 1.6482 2.0464 4.7119 0.7451
Total Trades 89 44 45 89 44 45
Winning Trades 57 32 25 57 32 25
Losing Trades 32 12 20 32 12 20
Profitability (%) 64.0449 72.7273 55.5556 64.0449 72.7273 55.5556
Ratio Avg Win / Avg Loss 1.599 1.5104 1.3186 1.1489 1.767 0.5961
Largest Winning Trade 175651 175651 36906 5723229 5723229 1330352
Largest Losing Trade -48014 -48014 -39189 -2398621 -877302 -2398621
Avg Bars in Trades 102 148 57 102 148 57
Avg Bars in Winners 101 117 81 101 117 81
Avg Bars in Losers 103 231 27 103 231 27
Bars Traded 9126 6541 2585 9126 6541 2585
Profit Streak 60.2913 136.2913 60.2913 60.2913 136.2913 60.2913
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148182 -145932 -286974 502034 714414 -579431

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541872800000,
    "first_datapoint_time": 1546711200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757897965383,
    "expiration_time": 1764375048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "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": [
        [
            736219.8733802227,
            608232.7298118997,
            127987.1435683221,
            8543701.72340459,
            9941993.58873125,
            -1398291.8653266598
        ],
        [
            736.219873,
            608.23273,
            127.987144,
            8543.701723,
            9941.993589,
            -1398.291865
        ],
        [
            0.294459,
            0.243269,
            0.05119,
            0.178518,
            0.184526,
            0
        ],
        [
            770.649336,
            770.649336,
            770.649336,
            770.649336,
            770.649336,
            770.649336
        ],
        [
            -73263,
            -75168,
            -51417,
            -4047788,
            -1004429,
            -4090223
        ],
        [
            2.848252,
            4.027774,
            1.648205,
            2.046424,
            4.71194,
            0.745129
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            32,
            12,
            20,
            32,
            12,
            20
        ],
        [
            64.044944,
            72.727273,
            55.555556,
            64.044944,
            72.727273,
            55.555556
        ],
        [
            1.599019,
            1.510415,
            1.318564,
            1.14887,
            1.766977,
            0.596104
        ],
        [
            175651,
            175651,
            36906,
            5723229,
            5723229,
            1330352
        ],
        [
            -48014,
            -48014,
            -39189,
            -2398621,
            -877302,
            -2398621
        ],
        [
            102,
            148,
            57,
            102,
            148,
            57
        ],
        [
            101,
            117,
            81,
            101,
            117,
            81
        ],
        [
            103,
            231,
            27,
            103,
            231,
            27
        ],
        [
            9126,
            6541,
            2585,
            9126,
            6541,
            2585
        ],
        [
            60.291266,
            136.291266,
            60.291266,
            60.291266,
            136.291266,
            60.291266
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148182,
            -145932,
            -286974,
            502034,
            714414,
            -579431
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541872800000,
    "first_datapoint_time": 1546711200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757897965383,
    "expiration_time": 1764375048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 225,
            "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)