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Trade: XRP/USDT/360/SMA/KCB/9888

Strategy
XRP/USDT/360/SMA/KCB/9888
Pair
XRP_USDT
Interval
6h
Score
610430
Daily Profit
0.263267
Profit Factor
3.772474
Profitability
53.846154
Streak
154.464861
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 08:09
Expiration Time
2025-11-26 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1112446.0065 908705.46 203740.5465 47673600.9296 71452385.7382 -23778784.8086
Total P&L (%) 1112.446 908.7055 203.7405 47673.6009 71452.3857 -23778.7848
Avg Daily Profit (%) 0.445 0.3635 0.0815 0.2471 0.2633 0
Buy And Hold Return (%) 953.8533 953.8533 953.8533 953.8533 953.8533 953.8533
Max Trade Drawdown -88876 -36118 -70543 -38104036 -15935146 -39077749
Profit Factor 4.1018 7.1139 1.9701 1.5638 3.7725 0.5955
Total Trades 78 39 39 78 39 39
Winning Trades 45 21 24 45 21 24
Losing Trades 33 18 15 33 18 15
Profitability (%) 57.6923 53.8462 61.5385 57.6923 53.8462 61.5385
Ratio Avg Win / Avg Loss 3.008 6.0976 1.2313 1.1468 3.2335 0.3722
Largest Winning Trade 367132 367132 46078 53530003 53530003 10225199
Largest Losing Trade -70543 -20297 -70543 -21945869 -8707754 -21945869
Avg Bars in Trades 122 135 108 122 135 108
Avg Bars in Winners 146 162 133 146 162 133
Avg Bars in Losers 88 105 69 88 105 69
Bars Traded 9545 5303 4242 9545 5303 4242
Profit Streak 145.2149 154.4649 145.2149 145.2149 154.4649 145.2149
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132934 -146331 -245202 -26015 610430 -578689

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653763971,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 149,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            1112446.0064717163,
            908705.4599678505,
            203740.5465038654,
            47673600.929607816,
            71452385.73822233,
            -23778784.80861453
        ],
        [
            1112.446006,
            908.70546,
            203.740547,
            47673.60093,
            71452.385738,
            -23778.784809
        ],
        [
            0.444978,
            0.363482,
            0.081496,
            0.247067,
            0.263267,
            0
        ],
        [
            953.853328,
            953.853328,
            953.853328,
            953.853328,
            953.853328,
            953.853328
        ],
        [
            -88876,
            -36118,
            -70543,
            -38104036,
            -15935146,
            -39077749
        ],
        [
            4.10183,
            7.113909,
            1.970135,
            1.563813,
            3.772474,
            0.595486
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            57.692308,
            53.846154,
            61.538462,
            57.692308,
            53.846154,
            61.538462
        ],
        [
            3.008009,
            6.097636,
            1.231334,
            1.146796,
            3.233549,
            0.372179
        ],
        [
            367132,
            367132,
            46078,
            53530003,
            53530003,
            10225199
        ],
        [
            -70543,
            -20297,
            -70543,
            -21945869,
            -8707754,
            -21945869
        ],
        [
            122,
            135,
            108,
            122,
            135,
            108
        ],
        [
            146,
            162,
            133,
            146,
            162,
            133
        ],
        [
            88,
            105,
            69,
            88,
            105,
            69
        ],
        [
            9545,
            5303,
            4242,
            9545,
            5303,
            4242
        ],
        [
            145.214861,
            154.464861,
            145.214861,
            145.214861,
            154.464861,
            145.214861
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132934,
            -146331,
            -245202,
            -26015,
            610430,
            -578689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653763971,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 149,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)