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Trade: XRP/USDT/480/KCL/MIDPOINT/6026

Strategy
XRP/USDT/480/KCL/MIDPOINT/6026
Pair
XRP_USDT
Interval
8h
Score
703982
Daily Profit
0.173176
Profit Factor
9.750113
Profitability
67.741935
Streak
120.332302
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 18:58
Expiration Time
2025-11-29 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 798969.3332 671247.4492 127721.884 9083835.3163 7465897.4261 1617937.8902
Total P&L (%) 798.9693 671.2474 127.7219 9083.8353 7465.8974 1617.9379
Avg Daily Profit (%) 0.3195 0.2685 0.0511 0.1809 0.1732 0.1138
Buy And Hold Return (%) 867.2724 867.2724 867.2724 867.2724 867.2724 867.2724
Max Trade Drawdown -91039 -86001 -52739 -397975 -404544 -220078
Profit Factor 4.1768 5.2074 2.3888 7.1619 9.7501 3.6055
Total Trades 63 31 32 63 31 32
Winning Trades 42 21 21 42 21 21
Losing Trades 21 10 11 21 10 11
Profitability (%) 66.6667 67.7419 65.625 66.6667 67.7419 65.625
Ratio Avg Win / Avg Loss 2.0884 2.4797 1.2513 3.5809 4.6429 1.8886
Largest Winning Trade 329345 329345 31384 3652630 3652630 789648
Largest Losing Trade -50113 -50113 -36303 -244630 -244630 -220078
Avg Bars in Trades 108 176 42 108 176 42
Avg Bars in Winners 104 162 45 104 162 45
Avg Bars in Losers 116 204 36 116 204 36
Bars Traded 6824 5456 1368 6824 5456 1368
Profit Streak 0 120.3323 0 0 120.3323 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -298366 -145989 -285042 -132436 703982 -39678

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541923200000,
    "first_datapoint_time": 1548518400000,
    "last_datapoint_time": 1757923200000,
    "evaluation_time": 1757951910852,
    "expiration_time": 1764404064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "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": [
        [
            798969.333176562,
            671247.4491818816,
            127721.8839946806,
            9083835.31628528,
            7465897.426074588,
            1617937.8902106923
        ],
        [
            798.969333,
            671.247449,
            127.721884,
            9083.835316,
            7465.897426,
            1617.93789
        ],
        [
            0.319546,
            0.268464,
            0.051082,
            0.180941,
            0.173176,
            0.113798
        ],
        [
            867.272378,
            867.272378,
            867.272378,
            867.272378,
            867.272378,
            867.272378
        ],
        [
            -91039,
            -86001,
            -52739,
            -397975,
            -404544,
            -220078
        ],
        [
            4.17675,
            5.207397,
            2.388804,
            7.161864,
            9.750113,
            3.605509
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            66.666667,
            67.741935,
            65.625,
            66.666667,
            67.741935,
            65.625
        ],
        [
            2.088375,
            2.479713,
            1.251278,
            3.580932,
            4.642911,
            1.8886
        ],
        [
            329345,
            329345,
            31384,
            3652630,
            3652630,
            789648
        ],
        [
            -50113,
            -50113,
            -36303,
            -244630,
            -244630,
            -220078
        ],
        [
            108,
            176,
            42,
            108,
            176,
            42
        ],
        [
            104,
            162,
            45,
            104,
            162,
            45
        ],
        [
            116,
            204,
            36,
            116,
            204,
            36
        ],
        [
            6824,
            5456,
            1368,
            6824,
            5456,
            1368
        ],
        [
            0,
            120.332301,
            0,
            0,
            120.332302,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -298366,
            -145989,
            -285042,
            -132436,
            703982,
            -39678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541923200000,
    "first_datapoint_time": 1548518400000,
    "last_datapoint_time": 1757923200000,
    "evaluation_time": 1757951910852,
    "expiration_time": 1764404064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "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)