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Trade: XRP/USDT/720/SUPERTREND/KCL/8581

Strategy
XRP/USDT/720/SUPERTREND/KCL/8581
Pair
XRP_USDT
Interval
12h
Score
522031
Daily Profit
0.160596
Profit Factor
3.068522
Profitability
48.760331
Streak
312.809705
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 10:25
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -123133.1779 225054.2566 -348187.4345 5428403.2366 1728076.1608 3700327.0758
Total P&L (%) -123.1332 225.0543 -348.1874 5428.4032 1728.0762 3700.3271
Avg Daily Profit (%) -0.0492 0.09 -0.1392 0.1606 0.1163 0.1456
Buy And Hold Return (%) 838.6282 838.6282 838.6282 838.6282 838.6282 838.6282
Max Trade Drawdown -377480 -47005 -458051 -1335373 -445423 -1048123
Profit Factor 0.8521 3.0413 0.5181 3.0685 3.0556 3.0746
Total Trades 121 61 60 121 61 60
Winning Trades 79 42 37 59 29 30
Losing Trades 42 19 23 62 32 30
Profitability (%) 65.2893 68.8525 61.6667 48.7603 47.541 50
Ratio Avg Win / Avg Loss 0.453 1.3758 0.3221 3.2245 3.3717 3.0746
Largest Winning Trade 41545 31281 41545 3095923 1053722 3095923
Largest Losing Trade -320379 -46089 -320379 -772805 -137513 -772805
Avg Bars in Trades 38 16 61 38 16 61
Avg Bars in Winners 27 11 46 42 17 67
Avg Bars in Losers 59 28 85 34 15 54
Bars Traded 4678 1015 3663 4678 1015 3663
Profit Streak 197.3097 333.8097 197.3097 312.8097 312.8097 313.3097
Trades During Streak 7 5 3 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577010 -391454 -747085 522031 -198991 -162072

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757921158500,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 94,
            "offset": 0,
            "multiplier": 1.32238
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -123133.1779291147,
            225054.2565930631,
            -348187.4345221777,
            5428403.236558106,
            1728076.160792205,
            3700327.0757659017
        ],
        [
            -123.133178,
            225.054257,
            -348.187435,
            5428.403237,
            1728.076161,
            3700.327076
        ],
        [
            -0.049243,
            0.090004,
            -0.139247,
            0.160596,
            0.116278,
            0.145584
        ],
        [
            838.628159,
            838.628159,
            838.628159,
            838.628159,
            838.628159,
            838.628159
        ],
        [
            -377480,
            -47005,
            -458051,
            -1335373,
            -445423,
            -1048123
        ],
        [
            0.85214,
            3.041272,
            0.518091,
            3.068522,
            3.055575,
            3.074624
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            79,
            42,
            37,
            59,
            29,
            30
        ],
        [
            42,
            19,
            23,
            62,
            32,
            30
        ],
        [
            65.289256,
            68.852459,
            61.666667,
            48.760331,
            47.540984,
            50
        ],
        [
            0.453036,
            1.375814,
            0.322056,
            3.224548,
            3.371669,
            3.074624
        ],
        [
            41545,
            31281,
            41545,
            3095923,
            1053722,
            3095923
        ],
        [
            -320379,
            -46089,
            -320379,
            -772805,
            -137513,
            -772805
        ],
        [
            38,
            16,
            61,
            38,
            16,
            61
        ],
        [
            27,
            11,
            46,
            42,
            17,
            67
        ],
        [
            59,
            28,
            85,
            34,
            15,
            54
        ],
        [
            4678,
            1015,
            3663,
            4678,
            1015,
            3663
        ],
        [
            197.309705,
            333.809705,
            197.309705,
            312.809705,
            312.809705,
            313.309705
        ],
        [
            7,
            5,
            3,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577010,
            -391454,
            -747085,
            522031,
            -198991,
            -162072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757921158500,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 94,
            "offset": 0,
            "multiplier": 1.32238
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)