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Trade: LTC/USDT/120/SMA/KCU/9389

Strategy
LTC/USDT/120/SMA/KCU/9389
Pair
LTC_USDT
Interval
2h
Score
310284
Daily Profit
0.149811
Profit Factor
2.151305
Profitability
60.526316
Streak
136.019734
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 01:28
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 371199.5048 311982.3054 59217.1993 426417.1408 155133.5318 271283.609
Total P&L (%) 371.1995 311.9823 59.2172 426.4171 155.1335 271.2836
Avg Daily Profit (%) 0.1782 0.1498 0.0284 0.0798 0.045 0.063
Buy And Hold Return (%) 109.7456 109.7456 109.7456 109.7456 109.7456 109.7456
Max Trade Drawdown -101776 -96425 -28405 -515045 -587550 -50680
Profit Factor 2.031 2.1513 1.665 1.3258 1.1373 2.514
Total Trades 77 38 39 77 38 39
Winning Trades 45 23 22 45 23 22
Losing Trades 32 15 17 32 15 17
Profitability (%) 58.4416 60.5263 56.4103 58.4416 60.5263 56.4103
Ratio Avg Win / Avg Loss 1.4443 1.403 1.2866 0.9428 0.7417 1.9426
Largest Winning Trade 92981 92981 18795 284735 284735 86772
Largest Losing Trade -55472 -55472 -21721 -380593 -380593 -41195
Avg Bars in Trades 311 592 38 311 592 38
Avg Bars in Winners 199 354 38 199 354 38
Avg Bars in Losers 469 956 40 469 956 40
Bars Traded 24012 22497 1515 24012 22497 1515
Profit Streak 136.0197 136.0197 245.7697 136.0197 136.0197 245.7697
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36141 310284 -316803 -133725 -239131 -105918

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579852800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758925705044,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 157,
            "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": [
        [
            371199.5047911847,
            311982.3054462373,
            59217.1993449474,
            426417.1408368706,
            155133.5318232831,
            271283.6090135877
        ],
        [
            371.199505,
            311.982305,
            59.217199,
            426.417141,
            155.133532,
            271.283609
        ],
        [
            0.178247,
            0.149811,
            0.028436,
            0.079788,
            0.044986,
            0.063011
        ],
        [
            109.745597,
            109.745597,
            109.745597,
            109.745597,
            109.745597,
            109.745597
        ],
        [
            -101776,
            -96425,
            -28405,
            -515045,
            -587550,
            -50680
        ],
        [
            2.031039,
            2.151305,
            1.66504,
            1.325779,
            1.137319,
            2.513995
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            58.441558,
            60.526316,
            56.410256,
            58.441558,
            60.526316,
            56.410256
        ],
        [
            1.444295,
            1.403025,
            1.286622,
            0.942776,
            0.74173,
            1.942632
        ],
        [
            92981,
            92981,
            18795,
            284735,
            284735,
            86772
        ],
        [
            -55472,
            -55472,
            -21721,
            -380593,
            -380593,
            -41195
        ],
        [
            311,
            592,
            38,
            311,
            592,
            38
        ],
        [
            199,
            354,
            38,
            199,
            354,
            38
        ],
        [
            469,
            956,
            40,
            469,
            956,
            40
        ],
        [
            24012,
            22497,
            1515,
            24012,
            22497,
            1515
        ],
        [
            136.019734,
            136.019734,
            245.769734,
            136.019734,
            136.019734,
            245.769734
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36141,
            310284,
            -316803,
            -133725,
            -239131,
            -105918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579852800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758925705044,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 157,
            "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)