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Trade: LTC/USDT/15/KCU/RMA/1247

Strategy
LTC/USDT/15/KCU/RMA/1247
Pair
LTC_USDT
Interval
15m
Score
337020
Daily Profit
0.273598
Profit Factor
1.491090
Profitability
61.682243
Streak
8.505466
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 03:37
Expiration Time
2025-12-18 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71250.2769 38849.0189 32401.2581 57390.0995 53187.7127 4202.3869
Total P&L (%) 71.2503 38.849 32.4013 57.3901 53.1877 4.2024
Avg Daily Profit (%) 0.2736 0.1492 0.1244 0.1743 0.1639 0.0158
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59440 -8392 -63661 -149375 -22531 -158594
Profit Factor 1.4911 1.9765 1.3077 1.1829 1.7114 1.0176
Total Trades 107 54 53 107 54 53
Winning Trades 66 33 33 66 33 33
Losing Trades 41 21 20 41 21 20
Profitability (%) 61.6822 61.1111 62.2642 61.6822 61.1111 62.2642
Ratio Avg Win / Avg Loss 0.9263 1.2578 0.7925 0.7348 1.0891 0.6167
Largest Winning Trade 19195 19195 15264 25780 25780 22130
Largest Losing Trade -44200 -7006 -44200 -100668 -19093 -100668
Avg Bars in Trades 224 38 413 224 38 413
Avg Bars in Winners 157 35 278 157 35 278
Avg Bars in Losers 332 44 636 332 44 636
Bars Traded 24015 2099 21916 24015 2099 21916
Profit Streak 8.5055 8.5055 8.6617 8.5055 8.5055 8.6617
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337020 -172922 -210538 -12901 -171015 -719549
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737038700000,
    "first_datapoint_time": 1737183600000,
    "last_datapoint_time": 1759537800000,
    "evaluation_time": 1759538272238,
    "expiration_time": 1766017800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 162,
            "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": [
        [
            71250.2769465353,
            38849.018872573,
            32401.2580739624,
            57390.0995098699,
            53187.7126587381,
            4202.3868511318
        ],
        [
            71.250277,
            38.849019,
            32.401258,
            57.3901,
            53.187713,
            4.202387
        ],
        [
            0.273598,
            0.149178,
            0.124419,
            0.174316,
            0.163906,
            0.015808
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59440,
            -8392,
            -63661,
            -149375,
            -22531,
            -158594
        ],
        [
            1.49109,
            1.976473,
            1.307702,
            1.182914,
            1.711406,
            1.017584
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            61.682243,
            61.111111,
            62.264151,
            61.682243,
            61.111111,
            62.264151
        ],
        [
            0.926283,
            1.257756,
            0.792547,
            0.734841,
            1.089077,
            0.616718
        ],
        [
            19195,
            19195,
            15264,
            25780,
            25780,
            22130
        ],
        [
            -44200,
            -7006,
            -44200,
            -100668,
            -19093,
            -100668
        ],
        [
            224,
            38,
            413,
            224,
            38,
            413
        ],
        [
            157,
            35,
            278,
            157,
            35,
            278
        ],
        [
            332,
            44,
            636,
            332,
            44,
            636
        ],
        [
            24015,
            2099,
            21916,
            24015,
            2099,
            21916
        ],
        [
            8.505466,
            8.505466,
            8.661716,
            8.505466,
            8.505466,
            8.661716
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337020,
            -172922,
            -210538,
            -12901,
            -171015,
            -719549
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737038700000,
    "first_datapoint_time": 1737183600000,
    "last_datapoint_time": 1759537800000,
    "evaluation_time": 1759538272238,
    "expiration_time": 1766017800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 50,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 162,
            "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)