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Trade: XRP/USDT/720/HMA/KCB/2528

Strategy
XRP/USDT/720/HMA/KCB/2528
Pair
XRP_USDT
Interval
12h
Score
665205
Daily Profit
0.304848
Profit Factor
5.396227
Profitability
60.975610
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-10 15:39
Expiration Time
2025-11-24 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1094566.7366 879314.1986 215252.538 -54847526.3189 202263901.3057 -257111427.6246
Total P&L (%) 1094.5667 879.3142 215.2525 -54847.5263 202263.9013 -257111.4276
Avg Daily Profit (%) 0.4377 0.3516 0.0861 0 0.3048 0
Buy And Hold Return (%) 817.669 817.669 817.669 817.669 817.669 817.669
Max Trade Drawdown -123124 -78175 -115661 -311089329 -16557207 -304413030
Profit Factor 4.0139 6.4448 2.0673 0.8494 5.3962 0.1919
Total Trades 82 41 41 82 41 41
Winning Trades 52 27 25 48 25 23
Losing Trades 30 14 16 34 16 18
Profitability (%) 63.4146 65.8537 60.9756 58.5366 60.9756 56.0976
Ratio Avg Win / Avg Loss 2.3157 3.3418 1.3231 0.6017 3.4536 0.1502
Largest Winning Trade 167157 167157 63590 160390223 160390223 13514810
Largest Losing Trade -112820 -47504 -112820 -289207284 -15900073 -289207284
Avg Bars in Trades 58 64 53 58 64 53
Avg Bars in Winners 67 63 71 69 70 68
Avg Bars in Losers 44 65 26 43 54 34
Bars Traded 4826 2628 2198 4826 2628 2198
Profit Streak 125.0274 126.0274 125.0274 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -48656 -121411 -238591 -588171 665205 -579951

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757507967322,
    "expiration_time": 1763988192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1094566.7365687042,
            879314.198550547,
            215252.5380181571,
            -54847526.31889988,
            202263901.30572096,
            -257111427.62462083
        ],
        [
            1094.566737,
            879.314199,
            215.252538,
            -54847.526319,
            202263.901306,
            -257111.427625
        ],
        [
            0.437652,
            0.351585,
            0.086067,
            0,
            0.304848,
            0
        ],
        [
            817.669023,
            817.669023,
            817.669023,
            817.669023,
            817.669023,
            817.669023
        ],
        [
            -123124,
            -78175,
            -115661,
            -311089329,
            -16557207,
            -304413030
        ],
        [
            4.013872,
            6.444837,
            2.067291,
            0.849389,
            5.396227,
            0.191873
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            52,
            27,
            25,
            48,
            25,
            23
        ],
        [
            30,
            14,
            16,
            34,
            16,
            18
        ],
        [
            63.414634,
            65.853659,
            60.97561,
            58.536585,
            60.97561,
            56.097561
        ],
        [
            2.315695,
            3.341767,
            1.323066,
            0.60165,
            3.453585,
            0.150162
        ],
        [
            167157,
            167157,
            63590,
            160390223,
            160390223,
            13514810
        ],
        [
            -112820,
            -47504,
            -112820,
            -289207284,
            -15900073,
            -289207284
        ],
        [
            58,
            64,
            53,
            58,
            64,
            53
        ],
        [
            67,
            63,
            71,
            69,
            70,
            68
        ],
        [
            44,
            65,
            26,
            43,
            54,
            34
        ],
        [
            4826,
            2628,
            2198,
            4826,
            2628,
            2198
        ],
        [
            125.027399,
            126.027399,
            125.027399,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -48656,
            -121411,
            -238591,
            -588171,
            665205,
            -579951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757507967322,
    "expiration_time": 1763988192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)