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Trade: LTC/USDT/30/SWMA/KCU/1644

Strategy
LTC/USDT/30/SWMA/KCU/1644
Pair
LTC_USDT
Interval
30m
Score
349965
Daily Profit
0.225787
Profit Factor
1.860814
Profitability
61.445783
Streak
15.007960
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 03:41
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 117596.4778 88901.3586 28695.1192 143832.9404 99782.9239 44050.0165
Total P&L (%) 117.5965 88.9014 28.6951 143.8329 99.7829 44.05
Avg Daily Profit (%) 0.2258 0.1707 0.0551 0.1713 0.133 0.0701
Buy And Hold Return (%) 24.5989 24.5989 24.5989 24.5989 24.5989 24.5989
Max Trade Drawdown -41731 -39144 -6432 -98094 -94301 -10240
Profit Factor 1.8608 1.772 2.3376 1.5661 1.456 2.25
Total Trades 83 41 42 83 41 42
Winning Trades 51 27 24 51 27 24
Losing Trades 32 14 18 32 14 18
Profitability (%) 61.4458 65.8537 57.1429 61.4458 65.8537 57.1429
Ratio Avg Win / Avg Loss 1.1676 0.9188 1.7532 0.9826 0.7549 1.6875
Largest Winning Trade 37729 37729 7402 58646 58646 14803
Largest Losing Trade -39144 -39144 -4808 -94301 -94301 -7754
Avg Bars in Trades 292 557 32 292 557 32
Avg Bars in Winners 170 290 35 170 290 35
Avg Bars in Losers 485 1073 27 485 1073 27
Bars Traded 24236 22876 1360 24236 22876 1360
Profit Streak 15.008 15.2371 15.008 15.008 15.2371 15.008
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349965 269784 -227601 274967 -16215 -102350

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": 1713927600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758933687762,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 112,
            "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": [
        [
            117596.4778226781,
            88901.3586384003,
            28695.1191842779,
            143832.9403558421,
            99782.9238640244,
            44050.0164918177
        ],
        [
            117.596478,
            88.901359,
            28.695119,
            143.83294,
            99.782924,
            44.050016
        ],
        [
            0.225787,
            0.170692,
            0.055095,
            0.17128,
            0.132965,
            0.070103
        ],
        [
            24.59893,
            24.59893,
            24.59893,
            24.59893,
            24.59893,
            24.59893
        ],
        [
            -41731,
            -39144,
            -6432,
            -98094,
            -94301,
            -10240
        ],
        [
            1.860814,
            1.771998,
            2.337564,
            1.566092,
            1.455964,
            2.249962
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            61.445783,
            65.853659,
            57.142857,
            61.445783,
            65.853659,
            57.142857
        ],
        [
            1.16757,
            0.918814,
            1.753173,
            0.982646,
            0.754944,
            1.687472
        ],
        [
            37729,
            37729,
            7402,
            58646,
            58646,
            14803
        ],
        [
            -39144,
            -39144,
            -4808,
            -94301,
            -94301,
            -7754
        ],
        [
            292,
            557,
            32,
            292,
            557,
            32
        ],
        [
            170,
            290,
            35,
            170,
            290,
            35
        ],
        [
            485,
            1073,
            27,
            485,
            1073,
            27
        ],
        [
            24236,
            22876,
            1360,
            24236,
            22876,
            1360
        ],
        [
            15.00796,
            15.237127,
            15.00796,
            15.00796,
            15.237127,
            15.00796
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349965,
            269784,
            -227601,
            274967,
            -16215,
            -102350
        ]
    ]
}
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": 1713927600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758933687762,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 112,
            "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)