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Trade: XRP/USDT/720/KCL/DCL/6288

Strategy
XRP/USDT/720/KCL/DCL/6288
Pair
XRP_USDT
Interval
12h
Score
542560
Daily Profit
0.150106
Profit Factor
3.047643
Profitability
65.714286
Streak
169.468315
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 14:14
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385499.2507 369816.3991 15682.8516 182468.948 4157791.9116 -3975322.9636
Total P&L (%) 385.4993 369.8164 15.6829 182.4689 4157.7919 -3975.323
Avg Daily Profit (%) 0.1541 0.1479 0.0063 0.0415 0.1501 0
Buy And Hold Return (%) 810.8579 810.8579 810.8579 810.8579 810.8579 810.8579
Max Trade Drawdown -161257 -28033 -195258 -7024509 -641032 -7563559
Profit Factor 1.9225 4.1536 1.0522 1.0162 3.0476 0.5701
Total Trades 70 35 35 70 35 35
Winning Trades 41 23 18 41 23 18
Losing Trades 29 12 17 29 12 17
Profitability (%) 58.5714 65.7143 51.4286 58.5714 65.7143 51.4286
Ratio Avg Win / Avg Loss 1.3598 2.1671 0.9937 0.7188 1.5901 0.5385
Largest Winning Trade 93824 93824 42474 1322682 1322682 965086
Largest Losing Trade -87782 -17708 -87782 -2369999 -427021 -2369999
Avg Bars in Trades 61 29 93 61 29 93
Avg Bars in Winners 62 38 94 62 38 94
Avg Bars in Losers 58 11 91 58 11 91
Bars Traded 4278 1022 3256 4278 1022 3256
Profit Streak 168.9683 169.4683 0 168.9683 169.4683 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 -252817 -151367 -514857 -604419 542560 -580602

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1552478400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758626062384,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 231,
            "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": [
        [
            385499.2507288906,
            369816.3991225103,
            15682.8516063807,
            182468.9479950453,
            4157791.911590481,
            -3975322.9635954383
        ],
        [
            385.499251,
            369.816399,
            15.682852,
            182.468948,
            4157.791912,
            -3975.322964
        ],
        [
            0.154138,
            0.147867,
            0.006271,
            0.041528,
            0.150106,
            0
        ],
        [
            810.857909,
            810.857909,
            810.857909,
            810.857909,
            810.857909,
            810.857909
        ],
        [
            -161257,
            -28033,
            -195258,
            -7024509,
            -641032,
            -7563559
        ],
        [
            1.922478,
            4.153627,
            1.052167,
            1.016178,
            3.047643,
            0.570146
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            58.571429,
            65.714286,
            51.428571,
            58.571429,
            65.714286,
            51.428571
        ],
        [
            1.359801,
            2.16711,
            0.993713,
            0.71876,
            1.590075,
            0.538471
        ],
        [
            93824,
            93824,
            42474,
            1322682,
            1322682,
            965086
        ],
        [
            -87782,
            -17708,
            -87782,
            -2369999,
            -427021,
            -2369999
        ],
        [
            61,
            29,
            93,
            61,
            29,
            93
        ],
        [
            62,
            38,
            94,
            62,
            38,
            94
        ],
        [
            58,
            11,
            91,
            58,
            11,
            91
        ],
        [
            4278,
            1022,
            3256,
            4278,
            1022,
            3256
        ],
        [
            168.968315,
            169.468315,
            0,
            168.968315,
            169.468315,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -252817,
            -151367,
            -514857,
            -604419,
            542560,
            -580602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1552478400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758626062384,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 231,
            "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)