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Trade: LTC/USDT/15/KCL/SWMA/2632

Strategy
LTC/USDT/15/KCL/SWMA/2632
Pair
LTC_USDT
Interval
15m
Score
331519
Daily Profit
0.292888
Profit Factor
1.300132
Profitability
72.839506
Streak
3.245188
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 04:53
Expiration Time
2025-12-14 03:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76273.9853 35953.1084 40320.8769 83066.9539 43384.2045 39682.7494
Total P&L (%) 76.274 35.9531 40.3209 83.067 43.3842 39.6827
Avg Daily Profit (%) 0.2929 0.1381 0.1548 0.2325 0.1385 0.1284
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29633 -26658 -23342 -51809 -28114 -37884
Profit Factor 1.3001 1.2507 1.3641 1.2444 1.2271 1.2665
Total Trades 243 122 121 243 122 121
Winning Trades 177 89 88 177 89 88
Losing Trades 66 33 33 66 33 33
Profitability (%) 72.8395 72.9508 72.7273 72.8395 72.9508 72.7273
Ratio Avg Win / Avg Loss 0.4848 0.4637 0.5115 0.464 0.455 0.4749
Largest Winning Trade 10642 10642 7397 15035 15035 6162
Largest Losing Trade -15592 -14678 -15592 -17253 -17061 -17253
Avg Bars in Trades 100 115 84 100 115 84
Avg Bars in Winners 57 70 44 57 70 44
Avg Bars in Losers 213 236 190 213 236 190
Bars Traded 24340 14094 10246 24340 14094 10246
Profit Streak 3.2452 3.2452 15.9535 3.2452 3.2452 15.9535
Trades During Streak 2 1 6 2 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331519 -12484 254321 300666 -11417 -22410
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736697600000,
    "first_datapoint_time": 1736876700000,
    "last_datapoint_time": 1759196700000,
    "evaluation_time": 1759197184249,
    "expiration_time": 1765676700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "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": [
        [
            76273.9852909488,
            35953.108408463,
            40320.8768824858,
            83066.9538770449,
            43384.2044614432,
            39682.7494156017
        ],
        [
            76.273985,
            35.953108,
            40.320877,
            83.066954,
            43.384204,
            39.682749
        ],
        [
            0.292888,
            0.138058,
            0.15483,
            0.232465,
            0.138471,
            0.128415
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29633,
            -26658,
            -23342,
            -51809,
            -28114,
            -37884
        ],
        [
            1.300132,
            1.250713,
            1.364131,
            1.244398,
            1.227149,
            1.266525
        ],
        [
            243,
            122,
            121,
            243,
            122,
            121
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            72.839506,
            72.95082,
            72.727273,
            72.839506,
            72.95082,
            72.727273
        ],
        [
            0.484795,
            0.463748,
            0.511549,
            0.464013,
            0.45501,
            0.474947
        ],
        [
            10642,
            10642,
            7397,
            15035,
            15035,
            6162
        ],
        [
            -15592,
            -14678,
            -15592,
            -17253,
            -17061,
            -17253
        ],
        [
            100,
            115,
            84,
            100,
            115,
            84
        ],
        [
            57,
            70,
            44,
            57,
            70,
            44
        ],
        [
            213,
            236,
            190,
            213,
            236,
            190
        ],
        [
            24340,
            14094,
            10246,
            24340,
            14094,
            10246
        ],
        [
            3.245188,
            3.245188,
            15.953521,
            3.245188,
            3.245188,
            15.953521
        ],
        [
            2,
            1,
            6,
            2,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331519,
            -12484,
            254321,
            300666,
            -11417,
            -22410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736697600000,
    "first_datapoint_time": 1736876700000,
    "last_datapoint_time": 1759196700000,
    "evaluation_time": 1759197184249,
    "expiration_time": 1765676700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 27,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "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)