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Trade: XRP/USDT/720/KCL/FWMA/7874

Strategy
XRP/USDT/720/KCL/FWMA/7874
Pair
XRP_USDT
Interval
12h
Score
487311
Daily Profit
0.186669
Profit Factor
2.149145
Profitability
62.222222
Streak
53.350622
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 11:24
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 617396.8449 601786.5591 15610.2858 -5224915.009 10498719.4379 -15723634.4469
Total P&L (%) 617.3968 601.7866 15.6103 -5224.915 10498.7194 -15723.6344
Avg Daily Profit (%) 0.2469 0.2407 0.0062 0 0.1867 0
Buy And Hold Return (%) 927.4682 927.4682 927.4682 927.4682 927.4682 927.4682
Max Trade Drawdown -170066 -83807 -178046 -16420976 -5125779 -18658600
Profit Factor 2.2863 4.3629 1.0519 0.8363 2.1491 0.3097
Total Trades 90 45 45 90 45 45
Winning Trades 55 25 30 58 28 30
Losing Trades 35 20 15 32 17 15
Profitability (%) 61.1111 55.5556 66.6667 64.4444 62.2222 66.6667
Ratio Avg Win / Avg Loss 1.4549 3.4903 0.5259 0.4614 1.3048 0.1548
Largest Winning Trade 145079 145079 54254 5143354 5143354 2038492
Largest Losing Trade -148346 -52016 -148346 -15092971 -2867514 -15092971
Avg Bars in Trades 52 65 39 52 65 39
Avg Bars in Winners 51 66 38 52 67 38
Avg Bars in Losers 54 64 41 52 62 41
Bars Traded 4717 2941 1776 4717 2941 1776
Profit Streak 0 0 0 53.3506 53.3506 75.8506
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152416 -149278 -513183 -576915 487311 -577586

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757492693707,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 35,
            "offset": 150
        }
    }
}
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": [
        [
            617396.8449089073,
            601786.5590959484,
            15610.2858129593,
            -5224915.009035387,
            10498719.4379093,
            -15723634.446944684
        ],
        [
            617.396845,
            601.786559,
            15.610286,
            -5224.915009,
            10498.719438,
            -15723.634447
        ],
        [
            0.246909,
            0.240666,
            0.006243,
            0,
            0.186669,
            0
        ],
        [
            927.468167,
            927.468167,
            927.468167,
            927.468167,
            927.468167,
            927.468167
        ],
        [
            -170066,
            -83807,
            -178046,
            -16420976,
            -5125779,
            -18658600
        ],
        [
            2.286339,
            4.362932,
            1.051858,
            0.836276,
            2.149145,
            0.309667
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            55,
            25,
            30,
            58,
            28,
            30
        ],
        [
            35,
            20,
            15,
            32,
            17,
            15
        ],
        [
            61.111111,
            55.555556,
            66.666667,
            64.444444,
            62.222222,
            66.666667
        ],
        [
            1.454943,
            3.490346,
            0.525929,
            0.461394,
            1.304838,
            0.154833
        ],
        [
            145079,
            145079,
            54254,
            5143354,
            5143354,
            2038492
        ],
        [
            -148346,
            -52016,
            -148346,
            -15092971,
            -2867514,
            -15092971
        ],
        [
            52,
            65,
            39,
            52,
            65,
            39
        ],
        [
            51,
            66,
            38,
            52,
            67,
            38
        ],
        [
            54,
            64,
            41,
            52,
            62,
            41
        ],
        [
            4717,
            2941,
            1776,
            4717,
            2941,
            1776
        ],
        [
            0,
            0,
            0,
            53.350622,
            53.350622,
            75.850622
        ],
        [
            0,
            0,
            0,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152416,
            -149278,
            -513183,
            -576915,
            487311,
            -577586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757492693707,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 179,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 35,
            "offset": 150
        }
    }
}

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)