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Trade: LTC/USDT/360/HILO/KCU/6617

Strategy
LTC/USDT/360/HILO/KCU/6617
Pair
LTC_USDT
Interval
6h
Score
361473
Daily Profit
0.216809
Profit Factor
2.109556
Profitability
60.839161
Streak
44.861610
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 11:40
Expiration Time
2025-12-12 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 542022.0712 436044.562 105977.5093 2898805.1814 810182.4675 2088622.7138
Total P&L (%) 542.0221 436.0446 105.9775 2898.8052 810.1825 2088.6227
Avg Daily Profit (%) 0.2168 0.1744 0.0424 0.1361 0.0884 0.1235
Buy And Hold Return (%) 200.9273 200.9273 200.9273 200.9273 200.9273 200.9273
Max Trade Drawdown -92393 -89187 -34434 -3719460 -4353284 -784784
Profit Factor 2.1096 2.2829 1.7131 1.2513 1.0894 1.8462
Total Trades 143 71 72 143 71 72
Winning Trades 87 48 39 87 48 39
Losing Trades 56 23 33 56 23 33
Profitability (%) 60.8392 67.6056 54.1667 60.8392 67.6056 54.1667
Ratio Avg Win / Avg Loss 1.3579 1.0939 1.4496 0.8055 0.522 1.5622
Largest Winning Trade 59333 59333 21130 1229679 1229679 854162
Largest Losing Trade -57269 -57269 -13850 -2308306 -2308306 -299203
Avg Bars in Trades 67 123 12 67 123 12
Avg Bars in Winners 46 73 12 46 73 12
Avg Bars in Losers 99 225 12 99 225 12
Bars Traded 9640 8740 900 9640 8740 900
Profit Streak 44.8616 0 46.8616 44.8616 0 46.8616
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 361473 -79515 -377730 -10431 -285035 -102008
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1545652800000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759048843142,
    "expiration_time": 1765519200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            542022.0712467361,
            436044.5619585223,
            105977.5092882144,
            2898805.1813719487,
            810182.4675490777,
            2088622.7138228714
        ],
        [
            542.022071,
            436.044562,
            105.977509,
            2898.805181,
            810.182468,
            2088.622714
        ],
        [
            0.216809,
            0.174418,
            0.042391,
            0.136125,
            0.088378,
            0.123511
        ],
        [
            200.927267,
            200.927267,
            200.927267,
            200.927267,
            200.927267,
            200.927267
        ],
        [
            -92393,
            -89187,
            -34434,
            -3719460,
            -4353284,
            -784784
        ],
        [
            2.109556,
            2.282884,
            1.713127,
            1.251324,
            1.089366,
            1.846196
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            56,
            23,
            33,
            56,
            23,
            33
        ],
        [
            60.839161,
            67.605634,
            54.166667,
            60.839161,
            67.605634,
            54.166667
        ],
        [
            1.357875,
            1.093882,
            1.449569,
            0.80545,
            0.521988,
            1.562166
        ],
        [
            59333,
            59333,
            21130,
            1229679,
            1229679,
            854162
        ],
        [
            -57269,
            -57269,
            -13850,
            -2308306,
            -2308306,
            -299203
        ],
        [
            67,
            123,
            12,
            67,
            123,
            12
        ],
        [
            46,
            73,
            12,
            46,
            73,
            12
        ],
        [
            99,
            225,
            12,
            99,
            225,
            12
        ],
        [
            9640,
            8740,
            900,
            9640,
            8740,
            900
        ],
        [
            44.86161,
            0,
            46.86161,
            44.86161,
            0,
            46.86161
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            361473,
            -79515,
            -377730,
            -10431,
            -285035,
            -102008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1545652800000,
    "last_datapoint_time": 1759039200000,
    "evaluation_time": 1759048843142,
    "expiration_time": 1765519200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 122,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)