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Trade: XRP/USDT/720/KCL/PWMA/2172

Strategy
XRP/USDT/720/KCL/PWMA/2172
Pair
XRP_USDT
Interval
12h
Score
470770
Daily Profit
0.184903
Profit Factor
2.158366
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 09:14
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 867025.4034 798063.8267 68961.5767 -5704069.4564 10041687.1479 -15745756.6043
Total P&L (%) 867.0254 798.0638 68.9616 -5704.0695 10041.6871 -15745.7566
Avg Daily Profit (%) 0.3467 0.3192 0.0276 0 0.1849 0
Buy And Hold Return (%) 785.9543 785.9543 785.9543 785.9543 785.9543 785.9543
Max Trade Drawdown -155746 -114562 -123034 -20157488 -6233170 -18984402
Profit Factor 2.9541 5.3065 1.2669 0.8243 2.1584 0.3381
Total Trades 58 29 29 58 29 29
Winning Trades 38 17 21 36 17 19
Losing Trades 20 12 8 22 12 10
Profitability (%) 65.5172 58.6207 72.4138 62.069 58.6207 65.5172
Ratio Avg Win / Avg Loss 1.5548 3.7458 0.4826 0.5037 1.5236 0.1779
Largest Winning Trade 264481 264481 61181 7287528 7287528 2841362
Largest Losing Trade -123034 -47739 -123034 -17905794 -4477545 -17905794
Avg Bars in Trades 80 91 69 80 91 69
Avg Bars in Winners 72 83 64 78 93 64
Avg Bars in Losers 95 102 84 84 88 79
Bars Traded 4667 2642 2025 4667 2642 2025
Profit Streak 125.76 125.76 253.26 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -294890 -142279 -319775 -758713 470770 -578821

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": 1552824000000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758521667385,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 193,
            "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": [
        [
            867025.4034498977,
            798063.8267167496,
            68961.5767331481,
            -5704069.456384499,
            10041687.147866888,
            -15745756.604251385
        ],
        [
            867.025403,
            798.063827,
            68.961577,
            -5704.069456,
            10041.687148,
            -15745.756604
        ],
        [
            0.346741,
            0.319162,
            0.027579,
            0,
            0.184903,
            0
        ],
        [
            785.954344,
            785.954344,
            785.954344,
            785.954344,
            785.954344,
            785.954344
        ],
        [
            -155746,
            -114562,
            -123034,
            -20157488,
            -6233170,
            -18984402
        ],
        [
            2.954052,
            5.306516,
            1.266888,
            0.824258,
            2.158366,
            0.338084
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            38,
            17,
            21,
            36,
            17,
            19
        ],
        [
            20,
            12,
            8,
            22,
            12,
            10
        ],
        [
            65.517241,
            58.62069,
            72.413793,
            62.068966,
            58.62069,
            65.517241
        ],
        [
            1.554764,
            3.745776,
            0.482624,
            0.503713,
            1.523552,
            0.177939
        ],
        [
            264481,
            264481,
            61181,
            7287528,
            7287528,
            2841362
        ],
        [
            -123034,
            -47739,
            -123034,
            -17905794,
            -4477545,
            -17905794
        ],
        [
            80,
            91,
            69,
            80,
            91,
            69
        ],
        [
            72,
            83,
            64,
            78,
            93,
            64
        ],
        [
            95,
            102,
            84,
            84,
            88,
            79
        ],
        [
            4667,
            2642,
            2025,
            4667,
            2642,
            2025
        ],
        [
            125.760039,
            125.760039,
            253.260039,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -294890,
            -142279,
            -319775,
            -758713,
            470770,
            -578821
        ]
    ]
}
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": 1552824000000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758521667385,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 240,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 193,
            "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)