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Trade: LTC/USDT/30/KCU/ZLMA/3737

Strategy
LTC/USDT/30/KCU/ZLMA/3737
Pair
LTC_USDT
Interval
30m
Score
316761
Daily Profit
0.258713
Profit Factor
1.522768
Profitability
72.592593
Streak
6.603148
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 09:28
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 134745.6719 97272.0985 37473.5734 162888.3128 153204.956 9683.3568
Total P&L (%) 134.7457 97.2721 37.4736 162.8883 153.205 9.6834
Avg Daily Profit (%) 0.2587 0.1868 0.072 0.1858 0.1785 0.0177
Buy And Hold Return (%) 36.6395 36.6395 36.6395 36.6395 36.6395 36.6395
Max Trade Drawdown -61972 -20759 -65642 -108796 -45753 -116556
Profit Factor 1.5228 2.3584 1.2013 1.3388 2.176 1.0276
Total Trades 135 67 68 135 67 68
Winning Trades 98 50 48 98 50 48
Losing Trades 37 17 20 37 17 20
Profitability (%) 72.5926 74.6269 70.5882 72.5926 74.6269 70.5882
Ratio Avg Win / Avg Loss 0.5749 0.8019 0.5005 0.5055 0.7398 0.4282
Largest Winning Trade 21256 11633 21256 28162 25435 28162
Largest Losing Trade -30250 -11142 -30250 -75742 -24286 -75742
Avg Bars in Trades 179 139 218 179 139 218
Avg Bars in Winners 121 103 141 121 103 141
Avg Bars in Losers 331 246 404 331 246 404
Bars Traded 24225 9351 14874 24225 9351 14874
Profit Streak 6.6031 0 10.4156 6.6031 0 10.4156
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316761 -108252 -363735 278425 -107318 -632701
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714500000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758954512018,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 193,
            "offset": 237
        }
    }
}
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": [
        [
            134745.6719045108,
            97272.0985169487,
            37473.573387562,
            162888.3128027192,
            153204.9560256353,
            9683.356777084
        ],
        [
            134.745672,
            97.272099,
            37.473573,
            162.888313,
            153.204956,
            9.683357
        ],
        [
            0.258713,
            0.186764,
            0.07195,
            0.185753,
            0.178534,
            0.017748
        ],
        [
            36.63947,
            36.63947,
            36.63947,
            36.63947,
            36.63947,
            36.63947
        ],
        [
            -61972,
            -20759,
            -65642,
            -108796,
            -45753,
            -116556
        ],
        [
            1.522768,
            2.358405,
            1.201312,
            1.338832,
            2.175983,
            1.027631
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            72.592593,
            74.626866,
            70.588235,
            72.592593,
            74.626866,
            70.588235
        ],
        [
            0.574923,
            0.801858,
            0.500547,
            0.505477,
            0.739834,
            0.428179
        ],
        [
            21256,
            11633,
            21256,
            28162,
            25435,
            28162
        ],
        [
            -30250,
            -11142,
            -30250,
            -75742,
            -24286,
            -75742
        ],
        [
            179,
            139,
            218,
            179,
            139,
            218
        ],
        [
            121,
            103,
            141,
            121,
            103,
            141
        ],
        [
            331,
            246,
            404,
            331,
            246,
            404
        ],
        [
            24225,
            9351,
            14874,
            24225,
            9351,
            14874
        ],
        [
            6.603148,
            0,
            10.415648,
            6.603148,
            0,
            10.415648
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316761,
            -108252,
            -363735,
            278425,
            -107318,
            -632701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714500000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758954512018,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 30,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 193,
            "offset": 237
        }
    }
}

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)