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Trade: XRP/USDT/720/KCB/MIDPRICE/9689

Strategy
XRP/USDT/720/KCB/MIDPRICE/9689
Pair
XRP_USDT
Interval
12h
Score
733866
Daily Profit
0.202949
Profit Factor
7.612170
Profitability
68.421053
Streak
440.640259
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 18:21
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 835911.9341 685822.3271 150089.607 17346792.6389 15811112.1806 1535680.4583
Total P&L (%) 835.9119 685.8223 150.0896 17346.7926 15811.1122 1535.6805
Avg Daily Profit (%) 0.3343 0.2743 0.06 0.2066 0.2029 0.1118
Buy And Hold Return (%) 895.1886 895.1886 895.1886 895.1886 895.1886 895.1886
Max Trade Drawdown -90747 -79582 -68157 -2193845 -1071313 -2180834
Profit Factor 3.1631 4.843 1.7217 3.7643 7.6122 1.3954
Total Trades 76 38 38 76 38 38
Winning Trades 49 26 23 49 26 23
Losing Trades 27 12 15 27 12 15
Profitability (%) 64.4737 68.4211 60.5263 64.4737 68.4211 60.5263
Ratio Avg Win / Avg Loss 1.7429 2.2352 1.1228 2.0742 3.5133 0.91
Largest Winning Trade 178537 178537 43641 6921017 6921017 1453513
Largest Losing Trade -68157 -51099 -68157 -1022011 -596815 -1022011
Avg Bars in Trades 60 74 45 60 74 45
Avg Bars in Winners 66 67 65 66 67 65
Avg Bars in Losers 49 91 15 49 91 15
Bars Traded 4588 2848 1740 4588 2848 1740
Profit Streak 293.1403 440.6403 293.1403 293.1403 440.6403 293.1403
Trades During Streak 5 6 2 5 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -200780 -145631 -274054 -35249 733866 -50728

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758208918415,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 145,
            "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": [
        [
            835911.9341472252,
            685822.3271497204,
            150089.6069975052,
            17346792.63894714,
            15811112.180598136,
            1535680.458349004
        ],
        [
            835.911934,
            685.822327,
            150.089607,
            17346.792639,
            15811.112181,
            1535.680458
        ],
        [
            0.334298,
            0.274274,
            0.060024,
            0.206642,
            0.202949,
            0.111826
        ],
        [
            895.188631,
            895.188631,
            895.188631,
            895.188631,
            895.188631,
            895.188631
        ],
        [
            -90747,
            -79582,
            -68157,
            -2193845,
            -1071313,
            -2180834
        ],
        [
            3.163128,
            4.843006,
            1.721665,
            3.76429,
            7.61217,
            1.395376
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            64.473684,
            68.421053,
            60.526316,
            64.473684,
            68.421053,
            60.526316
        ],
        [
            1.742948,
            2.235233,
            1.122825,
            2.074201,
            3.513309,
            0.910028
        ],
        [
            178537,
            178537,
            43641,
            6921017,
            6921017,
            1453513
        ],
        [
            -68157,
            -51099,
            -68157,
            -1022011,
            -596815,
            -1022011
        ],
        [
            60,
            74,
            45,
            60,
            74,
            45
        ],
        [
            66,
            67,
            65,
            66,
            67,
            65
        ],
        [
            49,
            91,
            15,
            49,
            91,
            15
        ],
        [
            4588,
            2848,
            1740,
            4588,
            2848,
            1740
        ],
        [
            293.140259,
            440.640259,
            293.140259,
            293.140259,
            440.640259,
            293.140259
        ],
        [
            5,
            6,
            2,
            5,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -200780,
            -145631,
            -274054,
            -35249,
            733866,
            -50728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758208918415,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 145,
            "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)