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Trade: XRP/USDT/720/KCB/MIDPOINT/8686

Strategy
XRP/USDT/720/KCB/MIDPOINT/8686
Pair
XRP_USDT
Interval
12h
Score
546498
Daily Profit
0.167092
Profit Factor
2.972530
Profitability
55.555556
Streak
139.231043
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 08:32
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 860323.9567 764314.9575 96008.9992 6351797.3636 6401765.2422 -49967.8786
Total P&L (%) 860.324 764.315 96.009 6351.7974 6401.7652 -49.9679
Avg Daily Profit (%) 0.3441 0.3057 0.0384 0.1668 0.1671 -0.0277
Buy And Hold Return (%) 769.7503 769.7503 769.7503 769.7503 769.7503 769.7503
Max Trade Drawdown -92689 -83087 -83936 -1771974 -1256721 -2964539
Profit Factor 2.7041 3.6602 1.4413 1.8537 2.9725 0.9881
Total Trades 91 45 46 91 45 46
Winning Trades 49 25 24 49 25 24
Losing Trades 42 20 22 42 20 22
Profitability (%) 53.8462 55.5556 52.1739 53.8462 55.5556 52.1739
Ratio Avg Win / Avg Loss 2.3178 2.9281 1.3212 1.5889 2.378 0.9057
Largest Winning Trade 278344 278344 45821 3865036 3865036 798183
Largest Losing Trade -43663 -43663 -33979 -1771974 -521413 -1771974
Avg Bars in Trades 53 70 36 53 70 36
Avg Bars in Winners 57 69 45 57 69 45
Avg Bars in Losers 48 71 26 48 71 26
Bars Traded 4841 3162 1679 4841 3162 1679
Profit Streak 66.731 139.231 66.731 66.731 139.231 66.731
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -113030 -148277 -305527 467412 546498 -579863

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757914362079,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 108,
            "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": [
        [
            860323.9567048971,
            764314.9575107744,
            96008.9991941224,
            6351797.363600913,
            6401765.242236858,
            -49967.878635944
        ],
        [
            860.323957,
            764.314958,
            96.008999,
            6351.797364,
            6401.765242,
            -49.967879
        ],
        [
            0.344061,
            0.305665,
            0.038396,
            0.166783,
            0.167092,
            -0.027691
        ],
        [
            769.750284,
            769.750284,
            769.750284,
            769.750284,
            769.750284,
            769.750284
        ],
        [
            -92689,
            -83087,
            -83936,
            -1771974,
            -1256721,
            -2964539
        ],
        [
            2.704092,
            3.660165,
            1.441342,
            1.85366,
            2.97253,
            0.988089
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            53.846154,
            55.555556,
            52.173913,
            53.846154,
            55.555556,
            52.173913
        ],
        [
            2.317793,
            2.928132,
            1.32123,
            1.588851,
            2.378024,
            0.905749
        ],
        [
            278344,
            278344,
            45821,
            3865036,
            3865036,
            798183
        ],
        [
            -43663,
            -43663,
            -33979,
            -1771974,
            -521413,
            -1771974
        ],
        [
            53,
            70,
            36,
            53,
            70,
            36
        ],
        [
            57,
            69,
            45,
            57,
            69,
            45
        ],
        [
            48,
            71,
            26,
            48,
            71,
            26
        ],
        [
            4841,
            3162,
            1679,
            4841,
            3162,
            1679
        ],
        [
            66.731042,
            139.231042,
            66.731042,
            66.731043,
            139.231043,
            66.731043
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113030,
            -148277,
            -305527,
            467412,
            546498,
            -579863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757914362079,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 82,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 108,
            "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)