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Trade: XRP/USDT/720/KCB/MIDPRICE/7893

Strategy
XRP/USDT/720/KCB/MIDPRICE/7893
Pair
XRP_USDT
Interval
12h
Score
687402
Daily Profit
0.198057
Profit Factor
6.648868
Profitability
70.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 18:58
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 952010.34 805709.0962 146301.2438 9559591.4279 13982469.0357 -4422877.6078
Total P&L (%) 952.0103 805.7091 146.3012 9559.5914 13982.469 -4422.8776
Avg Daily Profit (%) 0.3807 0.3222 0.0585 0.183 0.1981 0
Buy And Hold Return (%) 785.2033 785.2033 785.2033 785.2033 785.2033 785.2033
Max Trade Drawdown -77556 -57555 -77556 -7273388 -1186284 -6953924
Profit Factor 3.7596 6.0548 1.7883 1.8109 6.6489 0.5251
Total Trades 60 30 30 60 30 30
Winning Trades 39 21 18 39 21 18
Losing Trades 21 9 12 21 9 12
Profitability (%) 65 70 60 65 70 60
Ratio Avg Win / Avg Loss 2.0244 2.5949 1.1922 0.9751 2.8495 0.3501
Largest Winning Trade 369132 369132 53373 10402965 10402965 1778362
Largest Losing Trade -77556 -42316 -77556 -4533745 -1186284 -4533745
Avg Bars in Trades 74 97 51 74 97 51
Avg Bars in Winners 102 124 76 102 124 76
Avg Bars in Losers 23 35 15 23 35 15
Bars Traded 4487 2930 1557 4487 2930 1557
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -254773 -137497 -277042 -163005 687402 -579529

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757606309736,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 208,
            "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": [
        [
            952010.3400499157,
            805709.0962211152,
            146301.2438288005,
            9559591.427936386,
            13982469.035725003,
            -4422877.607788611
        ],
        [
            952.01034,
            805.709096,
            146.301244,
            9559.591428,
            13982.469036,
            -4422.877608
        ],
        [
            0.380728,
            0.322219,
            0.058509,
            0.182952,
            0.198057,
            0
        ],
        [
            785.203252,
            785.203252,
            785.203252,
            785.203252,
            785.203252,
            785.203252
        ],
        [
            -77556,
            -57555,
            -77556,
            -7273388,
            -1186284,
            -6953924
        ],
        [
            3.759558,
            6.054765,
            1.788301,
            1.81086,
            6.648868,
            0.525146
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            21,
            9,
            12,
            21,
            9,
            12
        ],
        [
            65,
            70,
            60,
            65,
            70,
            60
        ],
        [
            2.024377,
            2.594899,
            1.192201,
            0.975078,
            2.849515,
            0.350097
        ],
        [
            369132,
            369132,
            53373,
            10402965,
            10402965,
            1778362
        ],
        [
            -77556,
            -42316,
            -77556,
            -4533745,
            -1186284,
            -4533745
        ],
        [
            74,
            97,
            51,
            74,
            97,
            51
        ],
        [
            102,
            124,
            76,
            102,
            124,
            76
        ],
        [
            23,
            35,
            15,
            23,
            35,
            15
        ],
        [
            4487,
            2930,
            1557,
            4487,
            2930,
            1557
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -254773,
            -137497,
            -277042,
            -163005,
            687402,
            -579529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757606309736,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 208,
            "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)