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Trade: XRP/USDT/720/KCB/MIDPOINT/4897

Strategy
XRP/USDT/720/KCB/MIDPOINT/4897
Pair
XRP_USDT
Interval
12h
Score
411049
Daily Profit
0.145843
Profit Factor
9.156265
Profitability
67.441860
Streak
61.668493
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 19:02
Expiration Time
2025-11-28 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 506459.393 514829.0595 -8369.6665 -24229.4313 3725055.2864 -3749284.7177
Total P&L (%) 506.4594 514.8291 -8.3697 -24.2294 3725.0553 -3749.2847
Avg Daily Profit (%) 0.2025 0.2059 -0.0033 -0.0111 0.1458 0
Buy And Hold Return (%) 888.1259 888.1259 888.1259 888.1259 888.1259 888.1259
Max Trade Drawdown -158325 -64712 -137975 -4052150 -202443 -3986445
Profit Factor 1.9481 5.1157 0.9795 0.9959 9.1563 0.3147
Total Trades 86 43 43 86 43 43
Winning Trades 55 29 26 55 29 26
Losing Trades 31 14 17 31 14 17
Profitability (%) 63.9535 67.4419 60.4651 63.9535 67.4419 60.4651
Ratio Avg Win / Avg Loss 1.098 2.4696 0.6405 0.5613 4.4203 0.2057
Largest Winning Trade 105149 105149 53471 2106184 2106184 268147
Largest Losing Trade -97246 -47497 -97246 -2592834 -164864 -2592834
Avg Bars in Trades 53 59 46 53 59 46
Avg Bars in Winners 54 44 64 54 44 64
Avg Bars in Losers 52 91 19 52 91 19
Bars Traded 4595 2578 2017 4595 2578 2017
Profit Streak 59.6685 61.6685 0 59.6685 61.6685 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152252 -146938 -579370 -577901 411049 -579370

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541851200000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757865757820,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 33,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 156,
            "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": [
        [
            506459.3929728427,
            514829.0594837501,
            -8369.6665109074,
            -24229.4312846401,
            3725055.28643167,
            -3749284.717716311
        ],
        [
            506.459393,
            514.829059,
            -8.369667,
            -24.229431,
            3725.055286,
            -3749.284718
        ],
        [
            0.202543,
            0.20589,
            -0.003347,
            -0.011096,
            0.145843,
            0
        ],
        [
            888.125917,
            888.125917,
            888.125917,
            888.125917,
            888.125917,
            888.125917
        ],
        [
            -158325,
            -64712,
            -137975,
            -4052150,
            -202443,
            -3986445
        ],
        [
            1.948107,
            5.115683,
            0.979541,
            0.995912,
            9.156265,
            0.314671
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            63.953488,
            67.44186,
            60.465116,
            63.953488,
            67.44186,
            60.465116
        ],
        [
            1.098024,
            2.46964,
            0.640469,
            0.561332,
            4.420266,
            0.205746
        ],
        [
            105149,
            105149,
            53471,
            2106184,
            2106184,
            268147
        ],
        [
            -97246,
            -47497,
            -97246,
            -2592834,
            -164864,
            -2592834
        ],
        [
            53,
            59,
            46,
            53,
            59,
            46
        ],
        [
            54,
            44,
            64,
            54,
            44,
            64
        ],
        [
            52,
            91,
            19,
            52,
            91,
            19
        ],
        [
            4595,
            2578,
            2017,
            4595,
            2578,
            2017
        ],
        [
            59.668493,
            61.668493,
            0,
            59.668493,
            61.668493,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152252,
            -146938,
            -579370,
            -577901,
            411049,
            -579370
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541851200000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757865757820,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 33,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 156,
            "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)