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Trade: LTC/USDT/120/KCL/EMA/1155

Strategy
LTC/USDT/120/KCL/EMA/1155
Pair
LTC_USDT
Interval
2h
Score
417106
Daily Profit
0.162723
Profit Factor
1.622336
Profitability
71.739130
Streak
58.301224
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-09-28 16:13
Expiration Time
2025-12-12 13:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338912.1681 277476.6752 61435.4929 386631.8935 390199.6248 -3567.7312
Total P&L (%) 338.9122 277.4767 61.4355 386.6319 390.1996 -3.5677
Avg Daily Profit (%) 0.1627 0.1332 0.0295 0.076 0.0764 -0.0017
Buy And Hold Return (%) 50.2691 50.2691 50.2691 50.2691 50.2691 50.2691
Max Trade Drawdown -114064 -94371 -76889 -248074 -205245 -215890
Profit Factor 1.6223 1.894 1.2623 1.305 1.5647 0.9938
Total Trades 138 69 69 138 69 69
Winning Trades 99 48 51 99 48 51
Losing Trades 39 21 18 39 21 18
Profitability (%) 71.7391 69.5652 73.913 71.7391 69.5652 73.913
Ratio Avg Win / Avg Loss 0.6391 0.8286 0.4455 0.5141 0.6845 0.3508
Largest Winning Trade 60914 60914 17451 70323 70323 52750
Largest Losing Trade -55772 -55772 -46284 -205245 -205245 -183001
Avg Bars in Trades 174 241 107 174 241 107
Avg Bars in Winners 90 109 72 90 109 72
Avg Bars in Losers 387 542 206 387 542 206
Bars Traded 24087 16644 7442 24087 16644 7442
Profit Streak 58.3012 80.2179 58.3012 58.3012 80.2179 58.3012
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417106 -113926 -349979 -88860 -189554 -678797
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065225812,
    "expiration_time": 1765538985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 190,
            "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": [
        [
            338912.1681350056,
            277476.6752342712,
            61435.4929007346,
            386631.8935431557,
            390199.6247755259,
            -3567.7312323704
        ],
        [
            338.912168,
            277.476675,
            61.435493,
            386.631894,
            390.199625,
            -3.567731
        ],
        [
            0.162723,
            0.133226,
            0.029497,
            0.076002,
            0.076353,
            -0.001744
        ],
        [
            50.269091,
            50.269091,
            50.269091,
            50.269091,
            50.269091,
            50.269091
        ],
        [
            -114064,
            -94371,
            -76889,
            -248074,
            -205245,
            -215890
        ],
        [
            1.622336,
            1.893994,
            1.262318,
            1.305029,
            1.564651,
            0.993811
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            99,
            48,
            51,
            99,
            48,
            51
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            71.73913,
            69.565217,
            73.913043,
            71.73913,
            69.565217,
            73.913043
        ],
        [
            0.639102,
            0.828623,
            0.445524,
            0.514102,
            0.684535,
            0.350757
        ],
        [
            60914,
            60914,
            17451,
            70323,
            70323,
            52750
        ],
        [
            -55772,
            -55772,
            -46284,
            -205245,
            -205245,
            -183001
        ],
        [
            174,
            241,
            107,
            174,
            241,
            107
        ],
        [
            90,
            109,
            72,
            90,
            109,
            72
        ],
        [
            387,
            542,
            206,
            387,
            542,
            206
        ],
        [
            24087,
            16644,
            7442,
            24087,
            16644,
            7442
        ],
        [
            58.301224,
            80.217891,
            58.301225,
            58.301225,
            80.217891,
            58.301225
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417106,
            -113926,
            -349979,
            -88860,
            -189554,
            -678797
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065225812,
    "expiration_time": 1765538985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 81,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 190,
            "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)