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Trade: LTC/USDT/120/DCM/KCU/2940

Strategy
LTC/USDT/120/DCM/KCU/2940
Pair
LTC_USDT
Interval
2h
Score
471648
Daily Profit
0.186161
Profit Factor
1.931471
Profitability
74.444444
Streak
55.548757
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 10:10
Expiration Time
2025-12-18 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387834.1808 292933.0166 94901.1643 1109426.1187 771174.2178 338251.901
Total P&L (%) 387.8342 292.933 94.9012 1109.4261 771.1742 338.2519
Avg Daily Profit (%) 0.1862 0.1406 0.0456 0.1197 0.104 0.071
Buy And Hold Return (%) 60.3903 60.3903 60.3903 60.3903 60.3903 60.3903
Max Trade Drawdown -84380 -91348 -45637 -257486 -257835 -173668
Profit Factor 1.9315 1.9663 1.8381 1.836 1.7857 1.9791
Total Trades 180 90 90 180 90 90
Winning Trades 134 69 65 134 69 65
Losing Trades 46 21 25 46 21 25
Profitability (%) 74.4444 76.6667 72.2222 74.4444 76.6667 72.2222
Ratio Avg Win / Avg Loss 0.663 0.5985 0.707 0.6303 0.5435 0.7612
Largest Winning Trade 43512 43512 15575 247822 247822 167460
Largest Losing Trade -52778 -52778 -23646 -216275 -216275 -143537
Avg Bars in Trades 133 234 32 133 234 32
Avg Bars in Winners 79 132 24 79 132 24
Avg Bars in Losers 290 572 54 290 572 54
Bars Traded 24050 21134 2916 24050 21134 2916
Profit Streak 55.5488 55.7154 55.5488 55.5488 55.7154 55.5488
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471648 -1854 -137698 -26959 -49187 -94748
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579492800000,
    "first_datapoint_time": 1581112800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561812578,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            387834.1808285982,
            292933.0165501063,
            94901.1642784916,
            1109426.118737186,
            771174.2177614744,
            338251.9009757109
        ],
        [
            387.834181,
            292.933017,
            94.901164,
            1109.426119,
            771.174218,
            338.251901
        ],
        [
            0.186161,
            0.140608,
            0.045553,
            0.119723,
            0.103958,
            0.070951
        ],
        [
            60.39031,
            60.39031,
            60.39031,
            60.39031,
            60.39031,
            60.39031
        ],
        [
            -84380,
            -91348,
            -45637,
            -257486,
            -257835,
            -173668
        ],
        [
            1.931471,
            1.966342,
            1.838116,
            1.836034,
            1.785683,
            1.979087
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            134,
            69,
            65,
            134,
            69,
            65
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            74.444444,
            76.666667,
            72.222222,
            74.444444,
            76.666667,
            72.222222
        ],
        [
            0.663042,
            0.598452,
            0.706968,
            0.63028,
            0.543469,
            0.761187
        ],
        [
            43512,
            43512,
            15575,
            247822,
            247822,
            167460
        ],
        [
            -52778,
            -52778,
            -23646,
            -216275,
            -216275,
            -143537
        ],
        [
            133,
            234,
            32,
            133,
            234,
            32
        ],
        [
            79,
            132,
            24,
            79,
            132,
            24
        ],
        [
            290,
            572,
            54,
            290,
            572,
            54
        ],
        [
            24050,
            21134,
            2916,
            24050,
            21134,
            2916
        ],
        [
            55.548757,
            55.715423,
            55.548757,
            55.548757,
            55.715423,
            55.548757
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471648,
            -1854,
            -137698,
            -26959,
            -49187,
            -94748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579492800000,
    "first_datapoint_time": 1581112800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759561812578,
    "expiration_time": 1766037600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)