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Trade: LTC/USDT/5/EMA/KCB/7663

Strategy
LTC/USDT/5/EMA/KCB/7663
Pair
LTC_USDT
Interval
5m
Score
420483
Daily Profit
0.437984
Profit Factor
2.105189
Profitability
70.731707
Streak
7.921605
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 09:17
Expiration Time
2025-12-25 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 63297.1545 27976.1248 35321.0297 76322.5573 30184.166 46138.3913
Total P&L (%) 63.2972 27.9761 35.321 76.3226 30.1842 46.1384
Avg Daily Profit (%) 0.7291 0.3223 0.4069 0.6555 0.3043 0.438
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16716 -9831 -12432 -21070 -11591 -16018
Profit Factor 2.0252 1.9958 2.0498 1.9919 1.8575 2.1052
Total Trades 81 40 41 81 40 41
Winning Trades 57 28 29 57 28 29
Losing Trades 24 12 12 24 12 12
Profitability (%) 70.3704 70 70.7317 70.3704 70 70.7317
Ratio Avg Win / Avg Loss 0.8527 0.8554 0.8482 0.8387 0.7961 0.8711
Largest Winning Trade 28321 10254 28321 38915 9967 38915
Largest Losing Trade -9597 -6990 -9597 -12493 -8401 -12493
Avg Bars in Trades 303 289 316 303 289 316
Avg Bars in Winners 193 164 222 193 164 222
Avg Bars in Losers 563 582 544 563 582 544
Bars Traded 24588 11592 12996 24588 11592 12996
Profit Streak 2.5084 2.5084 7.9216 2.5084 2.5084 7.9216
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3269 213723 372445 -3517 205657 420483
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752663300000,
    "first_datapoint_time": 1752726300000,
    "last_datapoint_time": 1760163000000,
    "evaluation_time": 1760163426666,
    "expiration_time": 1766643000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 211,
            "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": [
        [
            63297.154499221,
            27976.1247944206,
            35321.0297048003,
            76322.5573177848,
            30184.1660064451,
            46138.3913113397
        ],
        [
            63.297154,
            27.976125,
            35.32103,
            76.322557,
            30.184166,
            46.138391
        ],
        [
            0.729146,
            0.322268,
            0.406877,
            0.655456,
            0.304321,
            0.437984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16716,
            -9831,
            -12432,
            -21070,
            -11591,
            -16018
        ],
        [
            2.025213,
            1.995819,
            2.049755,
            1.991893,
            1.857521,
            2.105189
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            70.37037,
            70,
            70.731707,
            70.37037,
            70,
            70.731707
        ],
        [
            0.852721,
            0.855351,
            0.848175,
            0.838692,
            0.796081,
            0.871113
        ],
        [
            28321,
            10254,
            28321,
            38915,
            9967,
            38915
        ],
        [
            -9597,
            -6990,
            -9597,
            -12493,
            -8401,
            -12493
        ],
        [
            303,
            289,
            316,
            303,
            289,
            316
        ],
        [
            193,
            164,
            222,
            193,
            164,
            222
        ],
        [
            563,
            582,
            544,
            563,
            582,
            544
        ],
        [
            24588,
            11592,
            12996,
            24588,
            11592,
            12996
        ],
        [
            2.50841,
            2.50841,
            7.921605,
            2.50841,
            2.50841,
            7.921605
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3269,
            213723,
            372445,
            -3517,
            205657,
            420483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752663300000,
    "first_datapoint_time": 1752726300000,
    "last_datapoint_time": 1760163000000,
    "evaluation_time": 1760163426666,
    "expiration_time": 1766643000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 211,
            "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)