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Trade: LTC/USDT/60/ZLMA/KCU/4240

Strategy
LTC/USDT/60/ZLMA/KCU/4240
Pair
LTC_USDT
Interval
1h
Score
431553
Daily Profit
0.155603
Profit Factor
2.394464
Profitability
68.421053
Streak
77.857198
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 08:34
Expiration Time
2025-12-13 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 230251.5082 162087.1247 68164.3835 529447.3326 353826.1077 175621.2249
Total P&L (%) 230.2515 162.0871 68.1644 529.4473 353.8261 175.6212
Avg Daily Profit (%) 0.221 0.1556 0.0654 0.1768 0.1453 0.0974
Buy And Hold Return (%) 38.8496 38.8496 38.8496 38.8496 38.8496 38.8496
Max Trade Drawdown -40687 -38776 -9527 -255755 -224804 -36317
Profit Factor 2.4673 2.3945 2.6754 1.9938 1.8427 2.5564
Total Trades 77 38 39 77 38 39
Winning Trades 53 26 27 53 26 27
Losing Trades 24 12 12 24 12 12
Profitability (%) 68.8312 68.4211 69.2308 68.8312 68.4211 69.2308
Ratio Avg Win / Avg Loss 1.1173 1.1051 1.1891 0.9029 0.8505 1.1362
Largest Winning Trade 30210 30210 13257 110587 110587 50083
Largest Losing Trade -32593 -32593 -8742 -202492 -202492 -36317
Avg Bars in Trades 295 532 65 295 532 65
Avg Bars in Winners 233 403 69 233 403 69
Avg Bars in Losers 433 810 57 433 810 57
Bars Traded 22773 20216 2557 22773 20216 2557
Profit Streak 0 77.8572 0 0 77.8572 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32882 431553 -107574 -34709 180816 -58453
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669122000000,
    "first_datapoint_time": 1669953600000,
    "last_datapoint_time": 1759122000000,
    "evaluation_time": 1759124061937,
    "expiration_time": 1765602000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 106,
            "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": [
        [
            230251.5081948386,
            162087.1246776725,
            68164.383517166,
            529447.3326004904,
            353826.1076886227,
            175621.2249118675
        ],
        [
            230.251508,
            162.087125,
            68.164384,
            529.447333,
            353.826108,
            175.621225
        ],
        [
            0.221041,
            0.155603,
            0.065438,
            0.176764,
            0.145309,
            0.097377
        ],
        [
            38.849581,
            38.849581,
            38.849581,
            38.849581,
            38.849581,
            38.849581
        ],
        [
            -40687,
            -38776,
            -9527,
            -255755,
            -224804,
            -36317
        ],
        [
            2.467301,
            2.394464,
            2.675393,
            1.993835,
            1.84265,
            2.556443
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            68.831169,
            68.421053,
            69.230769,
            68.831169,
            68.421053,
            69.230769
        ],
        [
            1.117268,
            1.105137,
            1.189063,
            0.902869,
            0.850454,
            1.136197
        ],
        [
            30210,
            30210,
            13257,
            110587,
            110587,
            50083
        ],
        [
            -32593,
            -32593,
            -8742,
            -202492,
            -202492,
            -36317
        ],
        [
            295,
            532,
            65,
            295,
            532,
            65
        ],
        [
            233,
            403,
            69,
            233,
            403,
            69
        ],
        [
            433,
            810,
            57,
            433,
            810,
            57
        ],
        [
            22773,
            20216,
            2557,
            22773,
            20216,
            2557
        ],
        [
            0,
            77.857198,
            0,
            0,
            77.857198,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32882,
            431553,
            -107574,
            -34709,
            180816,
            -58453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669122000000,
    "first_datapoint_time": 1669953600000,
    "last_datapoint_time": 1759122000000,
    "evaluation_time": 1759124061937,
    "expiration_time": 1765602000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 106,
            "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)