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Trade: XRP/USDT/720/KCL/MIDPRICE/9654

Strategy
XRP/USDT/720/KCL/MIDPRICE/9654
Pair
XRP_USDT
Interval
12h
Score
433642
Daily Profit
0.153803
Profit Factor
2.283265
Profitability
69.565217
Streak
57.217062
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 20:12
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 559325.741 490159.8804 69165.8606 1006972.7862 4566065.3332 -3559092.5469
Total P&L (%) 559.3257 490.1599 69.1659 1006.9728 4566.0653 -3559.0925
Avg Daily Profit (%) 0.2237 0.196 0.0277 0.0962 0.1538 0
Buy And Hold Return (%) 846.5628 846.5628 846.5628 846.5628 846.5628 846.5628
Max Trade Drawdown -118483 -78227 -129288 -4994526 -1699259 -5501148
Profit Factor 1.9139 2.8102 1.2027 1.0948 2.2833 0.4963
Total Trades 185 92 93 185 92 93
Winning Trades 125 64 61 125 64 61
Losing Trades 60 28 32 60 28 32
Profitability (%) 67.5676 69.5652 65.5914 67.5676 69.5652 65.5914
Ratio Avg Win / Avg Loss 0.9187 1.2295 0.6309 0.5255 0.9989 0.2604
Largest Winning Trade 100786 100786 22741 2528477 2528477 430775
Largest Losing Trade -85291 -50533 -85291 -3151589 -1111292 -3151589
Avg Bars in Trades 24 39 9 24 39 9
Avg Bars in Winners 15 19 9 15 19 9
Avg Bars in Losers 44 85 8 44 85 8
Bars Traded 4557 3664 893 4557 3664 893
Profit Streak 0 57.2171 0 0 57.2171 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153157 -150033 -321609 -285366 433642 -578507

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757783554155,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "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": [
        [
            559325.7410492472,
            490159.88040094,
            69165.860648307,
            1006972.7862272658,
            4566065.333172842,
            -3559092.546945575
        ],
        [
            559.325741,
            490.15988,
            69.165861,
            1006.972786,
            4566.065333,
            -3559.092547
        ],
        [
            0.223686,
            0.196025,
            0.027661,
            0.096196,
            0.153803,
            0
        ],
        [
            846.562786,
            846.562786,
            846.562786,
            846.562786,
            846.562786,
            846.562786
        ],
        [
            -118483,
            -78227,
            -129288,
            -4994526,
            -1699259,
            -5501148
        ],
        [
            1.913911,
            2.810171,
            1.202694,
            1.094781,
            2.283265,
            0.496309
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            60,
            28,
            32,
            60,
            28,
            32
        ],
        [
            67.567568,
            69.565217,
            65.591398,
            67.567568,
            69.565217,
            65.591398
        ],
        [
            0.918677,
            1.22945,
            0.630922,
            0.525495,
            0.998928,
            0.260359
        ],
        [
            100786,
            100786,
            22741,
            2528477,
            2528477,
            430775
        ],
        [
            -85291,
            -50533,
            -85291,
            -3151589,
            -1111292,
            -3151589
        ],
        [
            24,
            39,
            9,
            24,
            39,
            9
        ],
        [
            15,
            19,
            9,
            15,
            19,
            9
        ],
        [
            44,
            85,
            8,
            44,
            85,
            8
        ],
        [
            4557,
            3664,
            893,
            4557,
            3664,
            893
        ],
        [
            0,
            57.217062,
            0,
            0,
            57.217062,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153157,
            -150033,
            -321609,
            -285366,
            433642,
            -578507
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757783554155,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 130,
            "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)