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Trade: LTC/USDT/15/RMA/KCB/5330

Strategy
LTC/USDT/15/RMA/KCB/5330
Pair
LTC_USDT
Interval
15m
Score
348995
Daily Profit
0.206179
Profit Factor
1.451958
Profitability
74.311927
Streak
4.704478
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 18:24
Expiration Time
2025-12-15 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104726.1264 50799.4863 53926.6401 149399.2691 70980.2146 78419.0545
Total P&L (%) 104.7261 50.7995 53.9266 149.3993 70.9802 78.4191
Avg Daily Profit (%) 0.4021 0.1951 0.2071 0.3515 0.2062 0.2226
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29684 -22804 -17507 -26452 -26900 -22621
Profit Factor 1.5136 1.4521 1.5892 1.5314 1.452 1.6318
Total Trades 217 109 108 217 109 108
Winning Trades 156 81 75 156 81 75
Losing Trades 61 28 33 61 28 33
Profitability (%) 71.8894 74.3119 69.4444 71.8894 74.3119 69.4444
Ratio Avg Win / Avg Loss 0.5919 0.502 0.6992 0.5988 0.5019 0.718
Largest Winning Trade 11847 11847 9555 17324 17324 9078
Largest Losing Trade -14253 -14253 -12943 -21372 -21372 -19559
Avg Bars in Trades 113 112 113 113 112 113
Avg Bars in Winners 60 61 59 60 61 59
Avg Bars in Losers 247 260 236 247 260 236
Bars Traded 24525 12288 12237 24525 12288 12237
Profit Streak 1.142 4.7045 0 1.142 4.7045 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317676 299524 285499 306009 348995 333433
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736832600000,
    "first_datapoint_time": 1736980200000,
    "last_datapoint_time": 1759331700000,
    "evaluation_time": 1759332266912,
    "expiration_time": 1765811700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 165,
            "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": [
        [
            104726.1263585147,
            50799.4862573366,
            53926.640101178,
            149399.2690923171,
            70980.2145812615,
            78419.0545110557
        ],
        [
            104.726126,
            50.799486,
            53.92664,
            149.399269,
            70.980215,
            78.419055
        ],
        [
            0.402143,
            0.195068,
            0.207076,
            0.351544,
            0.206179,
            0.222567
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29684,
            -22804,
            -17507,
            -26452,
            -26900,
            -22621
        ],
        [
            1.513629,
            1.452092,
            1.589175,
            1.531359,
            1.451958,
            1.631831
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            156,
            81,
            75,
            156,
            81,
            75
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            71.889401,
            74.311927,
            69.444444,
            71.889401,
            74.311927,
            69.444444
        ],
        [
            0.591868,
            0.501958,
            0.699237,
            0.5988,
            0.501911,
            0.718005
        ],
        [
            11847,
            11847,
            9555,
            17324,
            17324,
            9078
        ],
        [
            -14253,
            -14253,
            -12943,
            -21372,
            -21372,
            -19559
        ],
        [
            113,
            112,
            113,
            113,
            112,
            113
        ],
        [
            60,
            61,
            59,
            60,
            61,
            59
        ],
        [
            247,
            260,
            236,
            247,
            260,
            236
        ],
        [
            24525,
            12288,
            12237,
            24525,
            12288,
            12237
        ],
        [
            1.141978,
            4.704478,
            0,
            1.141978,
            4.704478,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317676,
            299524,
            285499,
            306009,
            348995,
            333433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736832600000,
    "first_datapoint_time": 1736980200000,
    "last_datapoint_time": 1759331700000,
    "evaluation_time": 1759332266912,
    "expiration_time": 1765811700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 165,
            "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)