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Trade: XRP/USDT/720/KCB/MIDPOINT/3918

Strategy
XRP/USDT/720/KCB/MIDPOINT/3918
Pair
XRP_USDT
Interval
12h
Score
663618
Daily Profit
0.162066
Profit Factor
6.432999
Profitability
59.090909
Streak
445.119459
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 17:52
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 829886.244 722771.2173 107115.0267 6256885.6531 5635007.5018 621878.1513
Total P&L (%) 829.8862 722.7712 107.115 6256.8857 5635.0075 621.8782
Avg Daily Profit (%) 0.3319 0.2891 0.0428 0.1662 0.1621 0.0791
Buy And Hold Return (%) 884.4732 884.4732 884.4732 884.4732 884.4732 884.4732
Max Trade Drawdown -93818 -94153 -71703 -611074 -563045 -565474
Profit Factor 2.9505 4.6554 1.4703 3.5057 6.433 1.426
Total Trades 89 44 45 89 44 45
Winning Trades 49 26 23 49 26 23
Losing Trades 40 18 22 40 18 22
Profitability (%) 55.0562 59.0909 51.1111 55.0562 59.0909 51.1111
Ratio Avg Win / Avg Loss 2.4086 3.223 1.4064 2.8618 4.4536 1.364
Largest Winning Trade 342011 342011 37948 2800435 2800435 578087
Largest Losing Trade -71703 -42968 -71703 -565474 -221554 -565474
Avg Bars in Trades 53 68 38 53 68 38
Avg Bars in Winners 67 73 59 67 73 59
Avg Bars in Losers 36 62 15 36 62 15
Bars Traded 4745 3033 1712 4745 3033 1712
Profit Streak 223.6195 445.1195 223.6195 223.6195 445.1195 223.6195
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148704 -146825 -299159 601992 663618 -250685

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552721240,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "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": [
        [
            829886.2440089436,
            722771.2173007316,
            107115.0267082123,
            6256885.653138711,
            5635007.5017965315,
            621878.151342181
        ],
        [
            829.886244,
            722.771217,
            107.115027,
            6256.885653,
            5635.007502,
            621.878151
        ],
        [
            0.331888,
            0.289051,
            0.042837,
            0.16619,
            0.162066,
            0.079083
        ],
        [
            884.473223,
            884.473223,
            884.473223,
            884.473223,
            884.473223,
            884.473223
        ],
        [
            -93818,
            -94153,
            -71703,
            -611074,
            -563045,
            -565474
        ],
        [
            2.950519,
            4.655389,
            1.470335,
            3.505725,
            6.432999,
            1.425987
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            55.05618,
            59.090909,
            51.111111,
            55.05618,
            59.090909,
            51.111111
        ],
        [
            2.408587,
            3.222962,
            1.406408,
            2.861817,
            4.453614,
            1.363987
        ],
        [
            342011,
            342011,
            37948,
            2800435,
            2800435,
            578087
        ],
        [
            -71703,
            -42968,
            -71703,
            -565474,
            -221554,
            -565474
        ],
        [
            53,
            68,
            38,
            53,
            68,
            38
        ],
        [
            67,
            73,
            59,
            67,
            73,
            59
        ],
        [
            36,
            62,
            15,
            36,
            62,
            15
        ],
        [
            4745,
            3033,
            1712,
            4745,
            3033,
            1712
        ],
        [
            223.619459,
            445.119459,
            223.619459,
            223.619459,
            445.119459,
            223.619459
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148704,
            -146825,
            -299159,
            601992,
            663618,
            -250685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552721240,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 146,
            "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)