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Trade: LTC/USDT/15/KCB/WMA/7851

Strategy
LTC/USDT/15/KCB/WMA/7851
Pair
LTC_USDT
Interval
15m
Score
303668
Daily Profit
0.270680
Profit Factor
1.314164
Profitability
67.058824
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 19:41
Expiration Time
2025-12-14 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70490.6086 33755.3858 36735.2228 72655.9453 33218.7345 39437.2109
Total P&L (%) 70.4906 33.7554 36.7352 72.6559 33.2187 39.4372
Avg Daily Profit (%) 0.2707 0.1296 0.1411 0.2099 0.1102 0.1277
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28703 -23499 -24947 -41210 -26129 -36714
Profit Factor 1.3142 1.2831 1.3494 1.2696 1.2339 1.3095
Total Trades 170 85 85 170 85 85
Winning Trades 114 58 56 114 58 56
Losing Trades 56 27 29 56 27 29
Profitability (%) 67.0588 68.2353 65.8824 67.0588 68.2353 65.8824
Ratio Avg Win / Avg Loss 0.6456 0.5973 0.6988 0.6237 0.5744 0.6781
Largest Winning Trade 11366 11366 5838 12913 12913 7046
Largest Losing Trade -19637 -19637 -12141 -17707 -17707 -14950
Avg Bars in Trades 144 137 150 144 137 150
Avg Bars in Winners 93 93 93 93 93 93
Avg Bars in Losers 246 230 261 246 230 261
Bars Traded 24494 11661 12832 24494 11661 12832
Profit Streak 0 3.7473 0 0 3.7473 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303668 -23978 -7904 275176 -50220 -25671
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736750700000,
    "first_datapoint_time": 1736973900000,
    "last_datapoint_time": 1759249800000,
    "evaluation_time": 1759250468272,
    "expiration_time": 1765729800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 249,
            "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": [
        [
            70490.6085799016,
            33755.3858231739,
            36735.2227567277,
            72655.9453228895,
            33218.734459666,
            39437.2108632235
        ],
        [
            70.490609,
            33.755386,
            36.735223,
            72.655945,
            33.218734,
            39.437211
        ],
        [
            0.27068,
            0.129619,
            0.141061,
            0.209932,
            0.110199,
            0.127738
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28703,
            -23499,
            -24947,
            -41210,
            -26129,
            -36714
        ],
        [
            1.314164,
            1.283111,
            1.349379,
            1.269615,
            1.233865,
            1.309462
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            114,
            58,
            56,
            114,
            58,
            56
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            67.058824,
            68.235294,
            65.882353,
            67.058824,
            68.235294,
            65.882353
        ],
        [
            0.645554,
            0.59731,
            0.698785,
            0.623671,
            0.574385,
            0.678114
        ],
        [
            11366,
            11366,
            5838,
            12913,
            12913,
            7046
        ],
        [
            -19637,
            -19637,
            -12141,
            -17707,
            -17707,
            -14950
        ],
        [
            144,
            137,
            150,
            144,
            137,
            150
        ],
        [
            93,
            93,
            93,
            93,
            93,
            93
        ],
        [
            246,
            230,
            261,
            246,
            230,
            261
        ],
        [
            24494,
            11661,
            12832,
            24494,
            11661,
            12832
        ],
        [
            0,
            3.747318,
            0,
            0,
            3.747318,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303668,
            -23978,
            -7904,
            275176,
            -50220,
            -25671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736750700000,
    "first_datapoint_time": 1736973900000,
    "last_datapoint_time": 1759249800000,
    "evaluation_time": 1759250468272,
    "expiration_time": 1765729800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 249,
            "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)