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Trade: XRP/USDT/720/KCL/MIDPRICE/3962

Strategy
XRP/USDT/720/KCL/MIDPRICE/3962
Pair
XRP_USDT
Interval
12h
Score
729393
Daily Profit
0.229013
Profit Factor
12.783763
Profitability
65.789474
Streak
119.368931
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 11:51
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 893695.0565 691575.2737 202119.7828 40397830.0029 30388149.6614 10009680.3415
Total P&L (%) 893.6951 691.5753 202.1198 40397.83 30388.1497 10009.6803
Avg Daily Profit (%) 0.3574 0.2766 0.0808 0.2404 0.229 0.1848
Buy And Hold Return (%) 804.0205 804.0205 804.0205 804.0205 804.0205 804.0205
Max Trade Drawdown -52712 -54197 -40891 -4397002 -1276800 -5269655
Profit Factor 4.8452 5.6433 3.4212 5.7715 12.7838 2.7001
Total Trades 77 38 39 77 38 39
Winning Trades 58 25 33 58 25 33
Losing Trades 19 13 6 19 13 6
Profitability (%) 75.3247 65.7895 84.6154 75.3247 65.7895 84.6154
Ratio Avg Win / Avg Loss 1.5872 2.9345 0.622 1.8907 6.6476 0.4909
Largest Winning Trade 184169 184169 25150 8785154 8785154 4609409
Largest Losing Trade -33300 -33300 -23132 -3216545 -1276800 -3216545
Avg Bars in Trades 59 101 17 59 101 17
Avg Bars in Winners 40 66 20 40 66 20
Avg Bars in Losers 117 169 5 117 169 5
Bars Traded 4568 3874 694 4568 3874 694
Profit Streak 119.3689 119.3689 294.8689 119.3689 119.3689 294.8689
Trades During Streak 9 4 7 9 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155168 -145371 -240974 -24410 729393 588606

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1549713600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758531075649,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 20,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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": [
        [
            893695.0565334257,
            691575.2737470587,
            202119.7827863672,
            40397830.002892345,
            30388149.661380365,
            10009680.341511987
        ],
        [
            893.695057,
            691.575274,
            202.119783,
            40397.830003,
            30388.149661,
            10009.680342
        ],
        [
            0.357407,
            0.276575,
            0.080832,
            0.240394,
            0.229013,
            0.184777
        ],
        [
            804.020503,
            804.020503,
            804.020503,
            804.020503,
            804.020503,
            804.020503
        ],
        [
            -52712,
            -54197,
            -40891,
            -4397002,
            -1276800,
            -5269655
        ],
        [
            4.845177,
            5.643333,
            3.421166,
            5.7715,
            12.783763,
            2.700109
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            19,
            13,
            6,
            19,
            13,
            6
        ],
        [
            75.324675,
            65.789474,
            84.615385,
            75.324675,
            65.789474,
            84.615385
        ],
        [
            1.587213,
            2.934533,
            0.62203,
            1.890664,
            6.647557,
            0.490929
        ],
        [
            184169,
            184169,
            25150,
            8785154,
            8785154,
            4609409
        ],
        [
            -33300,
            -33300,
            -23132,
            -3216545,
            -1276800,
            -3216545
        ],
        [
            59,
            101,
            17,
            59,
            101,
            17
        ],
        [
            40,
            66,
            20,
            40,
            66,
            20
        ],
        [
            117,
            169,
            5,
            117,
            169,
            5
        ],
        [
            4568,
            3874,
            694,
            4568,
            3874,
            694
        ],
        [
            119.368931,
            119.368931,
            294.868931,
            119.368931,
            119.368931,
            294.868931
        ],
        [
            9,
            4,
            7,
            9,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155168,
            -145371,
            -240974,
            -24410,
            729393,
            588606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1549713600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758531075649,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 20,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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)