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Trade: LTC/USDT/15/HMA/KCL/2047

Strategy
LTC/USDT/15/HMA/KCL/2047
Pair
LTC_USDT
Interval
15m
Score
306569
Daily Profit
0.265489
Profit Factor
1.304442
Profitability
64.000000
Streak
3.903145
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 18:25
Expiration Time
2025-12-22 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69138.7406 43545.1579 25593.5827 72101.3125 51910.7351 20190.5774
Total P&L (%) 69.1387 43.5452 25.5936 72.1013 51.9107 20.1906
Avg Daily Profit (%) 0.2655 0.1672 0.0983 0.2087 0.1607 0.0706
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27348 -17822 -25956 -45277 -24690 -39816
Profit Factor 1.3044 1.4474 1.1972 1.2473 1.433 1.1176
Total Trades 175 87 88 175 87 88
Winning Trades 112 56 56 112 56 56
Losing Trades 63 31 32 63 31 32
Profitability (%) 64 64.3678 63.6364 64 64.3678 63.6364
Ratio Avg Win / Avg Loss 0.7337 0.8012 0.6841 0.7016 0.7933 0.6386
Largest Winning Trade 10966 10966 7561 13229 13229 11532
Largest Losing Trade -13611 -13611 -12185 -20751 -15224 -20751
Avg Bars in Trades 140 95 184 140 95 184
Avg Bars in Winners 97 64 129 97 64 129
Avg Bars in Losers 217 150 282 217 150 282
Bars Traded 24593 8314 16279 24593 8314 16279
Profit Streak 3.9031 11.8302 3.9031 3.9031 11.8302 3.9031
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306569 242863 -70032 278587 262941 -197726
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737437400000,
    "first_datapoint_time": 1737601200000,
    "last_datapoint_time": 1759936500000,
    "evaluation_time": 1759937131757,
    "expiration_time": 1766416500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            69138.740591368,
            43545.1578670083,
            25593.5827243597,
            72101.3125367757,
            51910.7350939781,
            20190.5774427977
        ],
        [
            69.138741,
            43.545158,
            25.593583,
            72.101313,
            51.910735,
            20.190577
        ],
        [
            0.265489,
            0.167211,
            0.098278,
            0.208693,
            0.160686,
            0.070645
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27348,
            -17822,
            -25956,
            -45277,
            -24690,
            -39816
        ],
        [
            1.304442,
            1.447379,
            1.197229,
            1.247292,
            1.433036,
            1.117601
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            64,
            64.367816,
            63.636364,
            64,
            64.367816,
            63.636364
        ],
        [
            0.733749,
            0.801228,
            0.684131,
            0.701602,
            0.793288,
            0.638629
        ],
        [
            10966,
            10966,
            7561,
            13229,
            13229,
            11532
        ],
        [
            -13611,
            -13611,
            -12185,
            -20751,
            -15224,
            -20751
        ],
        [
            140,
            95,
            184,
            140,
            95,
            184
        ],
        [
            97,
            64,
            129,
            97,
            64,
            129
        ],
        [
            217,
            150,
            282,
            217,
            150,
            282
        ],
        [
            24593,
            8314,
            16279,
            24593,
            8314,
            16279
        ],
        [
            3.903145,
            11.830229,
            3.903145,
            3.903145,
            11.830229,
            3.903145
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306569,
            242863,
            -70032,
            278587,
            262941,
            -197726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737437400000,
    "first_datapoint_time": 1737601200000,
    "last_datapoint_time": 1759936500000,
    "evaluation_time": 1759937131757,
    "expiration_time": 1766416500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)