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Trade: LTC/USDT/60/DCL/DCM/1445

Strategy
LTC/USDT/60/DCL/DCM/1445
Pair
LTC_USDT
Interval
1h
Score
473404
Daily Profit
0.215702
Profit Factor
1.642070
Profitability
58.860759
Streak
29.926876
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-07 08:14
Expiration Time
2025-12-21 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 290441.8125 206389.4773 84052.3352 843554.7896 533610.683 309944.1067
Total P&L (%) 290.4418 206.3895 84.0523 843.5548 533.6107 309.9441
Avg Daily Profit (%) 0.2788 0.1981 0.0807 0.2157 0.1774 0.1355
Buy And Hold Return (%) 55.106 55.106 55.106 55.106 55.106 55.106
Max Trade Drawdown -81897 -56126 -29689 -287164 -260394 -111124
Profit Factor 1.8703 1.9025 1.8002 1.6421 1.5582 1.8659
Total Trades 158 79 79 158 79 79
Winning Trades 93 46 47 93 46 47
Losing Trades 65 33 32 65 33 32
Profitability (%) 58.8608 58.2278 59.4937 58.8608 58.2278 59.4937
Ratio Avg Win / Avg Loss 1.3072 1.3648 1.2257 1.1477 1.1179 1.2704
Largest Winning Trade 55406 55406 14161 197547 197547 49317
Largest Losing Trade -24684 -24684 -11818 -180693 -180693 -52411
Avg Bars in Trades 153 263 43 153 263 43
Avg Bars in Winners 124 207 42 124 207 42
Avg Bars in Losers 195 341 45 195 341 45
Bars Traded 24266 20799 3467 24266 20799 3467
Profit Streak 29.9269 29.9269 55.3852 29.9269 29.9269 55.3852
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452176 -17416 -117857 473404 -15567 -35470
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669813200000,
    "first_datapoint_time": 1670655600000,
    "last_datapoint_time": 1759813200000,
    "evaluation_time": 1759814082070,
    "expiration_time": 1766293200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "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": [
        [
            290441.8125291024,
            206389.4772797819,
            84052.3352493204,
            843554.7896044899,
            533610.6829507956,
            309944.1066536945
        ],
        [
            290.441813,
            206.389477,
            84.052335,
            843.55479,
            533.610683,
            309.944107
        ],
        [
            0.278823,
            0.198133,
            0.08069,
            0.215702,
            0.177398,
            0.135533
        ],
        [
            55.106049,
            55.106049,
            55.106049,
            55.106049,
            55.106049,
            55.106049
        ],
        [
            -81897,
            -56126,
            -29689,
            -287164,
            -260394,
            -111124
        ],
        [
            1.870302,
            1.902514,
            1.800173,
            1.64207,
            1.558243,
            1.865934
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            58.860759,
            58.227848,
            59.493671,
            58.860759,
            58.227848,
            59.493671
        ],
        [
            1.3072,
            1.364847,
            1.22565,
            1.147683,
            1.11787,
            1.270423
        ],
        [
            55406,
            55406,
            14161,
            197547,
            197547,
            49317
        ],
        [
            -24684,
            -24684,
            -11818,
            -180693,
            -180693,
            -52411
        ],
        [
            153,
            263,
            43,
            153,
            263,
            43
        ],
        [
            124,
            207,
            42,
            124,
            207,
            42
        ],
        [
            195,
            341,
            45,
            195,
            341,
            45
        ],
        [
            24266,
            20799,
            3467,
            24266,
            20799,
            3467
        ],
        [
            29.926876,
            29.926876,
            55.385209,
            29.926876,
            29.926876,
            55.385209
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452176,
            -17416,
            -117857,
            473404,
            -15567,
            -35470
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669813200000,
    "first_datapoint_time": 1670655600000,
    "last_datapoint_time": 1759813200000,
    "evaluation_time": 1759814082070,
    "expiration_time": 1766293200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "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)