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Trade: LTC/USDT/120/DEMA/KCU/1179

Strategy
LTC/USDT/120/DEMA/KCU/1179
Pair
LTC_USDT
Interval
2h
Score
530735
Daily Profit
0.246845
Profit Factor
2.508895
Profitability
78.632479
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-07 02:58
Expiration Time
2025-12-21 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514259.5358 358321.1855 155938.3503 3797160.6865 2261796.8865 1535363.8001
Total P&L (%) 514.2595 358.3212 155.9384 3797.1607 2261.7969 1535.3638
Avg Daily Profit (%) 0.2468 0.172 0.0749 0.176 0.1519 0.1342
Buy And Hold Return (%) 61.1565 61.1565 61.1565 61.1565 61.1565 61.1565
Max Trade Drawdown -95305 -100971 -18111 -672929 -684387 -466596
Profit Factor 2.5089 2.284 3.5249 2.2294 1.9209 3.4266
Total Trades 117 59 58 117 59 58
Winning Trades 92 46 46 92 46 46
Losing Trades 25 13 12 25 13 12
Profitability (%) 78.6325 77.9661 79.3103 78.6325 77.9661 79.3103
Ratio Avg Win / Avg Loss 0.6818 0.6455 0.9195 0.6058 0.5429 0.8939
Largest Winning Trade 37625 37625 16178 681770 681770 502008
Largest Losing Trade -54929 -54929 -18111 -588741 -588741 -466596
Avg Bars in Trades 210 373 45 210 373 45
Avg Bars in Winners 114 196 32 114 196 32
Avg Bars in Losers 565 998 96 565 998 96
Bars Traded 24662 22027 2635 24662 22027 2635
Profit Streak 0 0 73.1653 0 0 73.1653
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 530735 -164863 -267870 489508 -164558 -184938
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579723200000,
    "first_datapoint_time": 1581357600000,
    "last_datapoint_time": 1759788000000,
    "evaluation_time": 1759795085596,
    "expiration_time": 1766268000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 228,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            514259.5358371277,
            358321.185500765,
            155938.3503363625,
            3797160.686539687,
            2261796.8864506534,
            1535363.8000890343
        ],
        [
            514.259536,
            358.321186,
            155.93835,
            3797.160687,
            2261.796886,
            1535.3638
        ],
        [
            0.246845,
            0.171994,
            0.074851,
            0.175971,
            0.151892,
            0.134224
        ],
        [
            61.156463,
            61.156463,
            61.156463,
            61.156463,
            61.156463,
            61.156463
        ],
        [
            -95305,
            -100971,
            -18111,
            -672929,
            -684387,
            -466596
        ],
        [
            2.508895,
            2.284041,
            3.524864,
            2.229364,
            1.920927,
            3.426609
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            78.632479,
            77.966102,
            79.310345,
            78.632479,
            77.966102,
            79.310345
        ],
        [
            0.681765,
            0.64549,
            0.91953,
            0.605805,
            0.542871,
            0.893898
        ],
        [
            37625,
            37625,
            16178,
            681770,
            681770,
            502008
        ],
        [
            -54929,
            -54929,
            -18111,
            -588741,
            -588741,
            -466596
        ],
        [
            210,
            373,
            45,
            210,
            373,
            45
        ],
        [
            114,
            196,
            32,
            114,
            196,
            32
        ],
        [
            565,
            998,
            96,
            565,
            998,
            96
        ],
        [
            24662,
            22027,
            2635,
            24662,
            22027,
            2635
        ],
        [
            0,
            0,
            73.165342,
            0,
            0,
            73.165343
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            530735,
            -164863,
            -267870,
            489508,
            -164558,
            -184938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579723200000,
    "first_datapoint_time": 1581357600000,
    "last_datapoint_time": 1759788000000,
    "evaluation_time": 1759795085596,
    "expiration_time": 1766268000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 228,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)