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Trade: LTC/USDT/60/DCM/ALMA/7046

Strategy
LTC/USDT/60/DCM/ALMA/7046
Pair
LTC_USDT
Interval
1h
Score
343272
Daily Profit
0.162135
Profit Factor
1.481576
Profitability
61.990950
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 20:48
Expiration Time
2025-12-18 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220494.7081 152028.0616 68466.6464 440617.3884 338828.0938 101789.2946
Total P&L (%) 220.4947 152.0281 68.4666 440.6174 338.8281 101.7893
Avg Daily Profit (%) 0.2117 0.1459 0.0657 0.1621 0.1421 0.0674
Buy And Hold Return (%) 55.239 55.239 55.239 55.239 55.239 55.239
Max Trade Drawdown -42692 -32718 -36226 -143005 -78553 -130558
Profit Factor 1.5329 1.9688 1.2665 1.4816 2.1387 1.1649
Total Trades 221 111 110 221 111 110
Winning Trades 137 73 64 137 73 64
Losing Trades 84 38 46 84 38 46
Profitability (%) 61.991 65.7658 58.1818 61.991 65.7658 58.1818
Ratio Avg Win / Avg Loss 0.9399 1.0248 0.9103 0.9084 1.1133 0.8373
Largest Winning Trade 27908 17178 27908 86162 47317 86162
Largest Losing Trade -29523 -22182 -29523 -130558 -51035 -130558
Avg Bars in Trades 111 112 110 111 112 110
Avg Bars in Winners 87 94 79 87 94 79
Avg Bars in Losers 150 146 152 150 146 152
Bars Traded 24607 12472 12135 24607 12472 12135
Profit Streak 0 0 18.1589 0 0 18.1589
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 289530 103346 -196871 343272 28628 -150322
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669597200000,
    "first_datapoint_time": 1670090400000,
    "last_datapoint_time": 1759597200000,
    "evaluation_time": 1759600129947,
    "expiration_time": 1766077200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 138,
            "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": [
        [
            220494.7080542426,
            152028.0616372787,
            68466.6464169642,
            440617.3883740385,
            338828.0937859488,
            101789.2945880896
        ],
        [
            220.494708,
            152.028062,
            68.466646,
            440.617388,
            338.828094,
            101.789295
        ],
        [
            0.211674,
            0.145946,
            0.065728,
            0.162135,
            0.142078,
            0.06742
        ],
        [
            55.238971,
            55.238971,
            55.238971,
            55.238971,
            55.238971,
            55.238971
        ],
        [
            -42692,
            -32718,
            -36226,
            -143005,
            -78553,
            -130558
        ],
        [
            1.53286,
            1.968781,
            1.266545,
            1.481576,
            2.138677,
            1.164872
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            137,
            73,
            64,
            137,
            73,
            64
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            61.99095,
            65.765766,
            58.181818,
            61.99095,
            65.765766,
            58.181818
        ],
        [
            0.939856,
            1.024845,
            0.910329,
            0.908412,
            1.113284,
            0.837251
        ],
        [
            27908,
            17178,
            27908,
            86162,
            47317,
            86162
        ],
        [
            -29523,
            -22182,
            -29523,
            -130558,
            -51035,
            -130558
        ],
        [
            111,
            112,
            110,
            111,
            112,
            110
        ],
        [
            87,
            94,
            79,
            87,
            94,
            79
        ],
        [
            150,
            146,
            152,
            150,
            146,
            152
        ],
        [
            24607,
            12472,
            12135,
            24607,
            12472,
            12135
        ],
        [
            0,
            0,
            18.158911,
            0,
            0,
            18.158911
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            289530,
            103346,
            -196871,
            343272,
            28628,
            -150322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669597200000,
    "first_datapoint_time": 1670090400000,
    "last_datapoint_time": 1759597200000,
    "evaluation_time": 1759600129947,
    "expiration_time": 1766077200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 138,
            "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)