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Trade: LTC/USDT/15/KCU/DCM/4690

Strategy
LTC/USDT/15/KCU/DCM/4690
Pair
LTC_USDT
Interval
15m
Score
313071
Daily Profit
0.271501
Profit Factor
1.267464
Profitability
57.788945
Streak
9.226138
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 08:25
Expiration Time
2025-12-15 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70704.219 35817.225 34886.994 65640.4859 26433.9507 39206.5352
Total P&L (%) 70.7042 35.8172 34.887 65.6405 26.434 39.2065
Avg Daily Profit (%) 0.2715 0.1375 0.134 0.194 0.0901 0.1271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40756 -26852 -32461 -39388 -33258 -32732
Profit Factor 1.2675 1.2542 1.2826 1.2438 1.1843 1.3118
Total Trades 199 100 99 199 100 99
Winning Trades 115 58 57 115 58 57
Losing Trades 84 42 42 84 42 42
Profitability (%) 57.7889 58 57.5758 57.7889 58 57.5758
Ratio Avg Win / Avg Loss 0.9258 0.9082 0.945 0.9085 0.8576 0.9666
Largest Winning Trade 12129 12129 11462 11593 11071 11593
Largest Losing Trade -24736 -24736 -14568 -24016 -24016 -13744
Avg Bars in Trades 121 81 161 121 81 161
Avg Bars in Winners 127 102 153 127 102 153
Avg Bars in Losers 111 52 171 111 52 171
Bars Traded 24086 8147 15939 24086 8147 15939
Profit Streak 9.2261 9.2261 20.5491 9.2261 9.2261 20.5491
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313071 -13414 -17742 273556 -95135 -26329
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736796600000,
    "first_datapoint_time": 1737020700000,
    "last_datapoint_time": 1759295700000,
    "evaluation_time": 1759296338308,
    "expiration_time": 1765775700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 250,
            "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": [
        [
            70704.2189693711,
            35817.2249877253,
            34886.9939816457,
            65640.485894951,
            26433.9506977043,
            39206.5351972468
        ],
        [
            70.704219,
            35.817225,
            34.886994,
            65.640486,
            26.433951,
            39.206535
        ],
        [
            0.271501,
            0.137536,
            0.133964,
            0.193971,
            0.090107,
            0.127102
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40756,
            -26852,
            -32461,
            -39388,
            -33258,
            -32732
        ],
        [
            1.267464,
            1.254234,
            1.282559,
            1.243842,
            1.184258,
            1.311828
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            57.788945,
            58,
            57.575758,
            57.788945,
            58,
            57.575758
        ],
        [
            0.9258,
            0.908239,
            0.945044,
            0.908546,
            0.857566,
            0.96661
        ],
        [
            12129,
            12129,
            11462,
            11593,
            11071,
            11593
        ],
        [
            -24736,
            -24736,
            -14568,
            -24016,
            -24016,
            -13744
        ],
        [
            121,
            81,
            161,
            121,
            81,
            161
        ],
        [
            127,
            102,
            153,
            127,
            102,
            153
        ],
        [
            111,
            52,
            171,
            111,
            52,
            171
        ],
        [
            24086,
            8147,
            15939,
            24086,
            8147,
            15939
        ],
        [
            9.226138,
            9.226138,
            20.549054,
            9.226138,
            9.226138,
            20.549054
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313071,
            -13414,
            -17742,
            273556,
            -95135,
            -26329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736796600000,
    "first_datapoint_time": 1737020700000,
    "last_datapoint_time": 1759295700000,
    "evaluation_time": 1759296338308,
    "expiration_time": 1765775700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 102,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 250,
            "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)