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Trade: LTC/USDT/60/KCL/RMA/4095

Strategy
LTC/USDT/60/KCL/RMA/4095
Pair
LTC_USDT
Interval
1h
Score
428329
Daily Profit
0.185694
Profit Factor
1.900183
Profitability
78.260870
Streak
12.514455
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 14:20
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 193422.7679 142829.8754 50592.8925 332235.1315 240768.5813 91466.5502
Total P&L (%) 193.4228 142.8299 50.5929 332.2351 240.7686 91.4666
Avg Daily Profit (%) 0.1857 0.1371 0.0486 0.1406 0.1178 0.0624
Buy And Hold Return (%) 37.5513 37.5513 37.5513 37.5513 37.5513 37.5513
Max Trade Drawdown -52571 -31361 -32497 -320498 -217263 -127429
Profit Factor 1.9002 2.3129 1.4769 1.4371 1.5577 1.2785
Total Trades 92 46 46 92 46 46
Winning Trades 72 35 37 72 35 37
Losing Trades 20 11 9 20 11 9
Profitability (%) 78.2609 76.087 80.4348 78.2609 76.087 80.4348
Ratio Avg Win / Avg Loss 0.5278 0.7269 0.3593 0.3992 0.4896 0.311
Largest Winning Trade 30256 30256 15759 82620 82620 56055
Largest Losing Trade -32497 -31361 -32497 -217263 -217263 -119217
Avg Bars in Trades 266 381 150 266 381 150
Avg Bars in Winners 145 200 93 145 200 93
Avg Bars in Losers 700 957 386 700 957 386
Bars Traded 24492 17563 6930 24492 17563 6930
Profit Streak 12.5145 0 56.6811 12.5145 0 56.6811
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428329 -7290 -181290 -1242 -32719 -110347

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669456800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758885648937,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 203,
            "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": [
        [
            193422.7679187824,
            142829.875404758,
            50592.8925140245,
            332235.1314944188,
            240768.5812790191,
            91466.5502153997
        ],
        [
            193.422768,
            142.829875,
            50.592893,
            332.235131,
            240.768581,
            91.46655
        ],
        [
            0.185694,
            0.137123,
            0.048571,
            0.14063,
            0.117774,
            0.062378
        ],
        [
            37.551335,
            37.551335,
            37.551335,
            37.551335,
            37.551335,
            37.551335
        ],
        [
            -52571,
            -31361,
            -32497,
            -320498,
            -217263,
            -127429
        ],
        [
            1.900183,
            2.312873,
            1.476938,
            1.437094,
            1.557732,
            1.278516
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            78.26087,
            76.086957,
            80.434783,
            78.26087,
            76.086957,
            80.434783
        ],
        [
            0.527829,
            0.726903,
            0.359255,
            0.399193,
            0.489573,
            0.31099
        ],
        [
            30256,
            30256,
            15759,
            82620,
            82620,
            56055
        ],
        [
            -32497,
            -31361,
            -32497,
            -217263,
            -217263,
            -119217
        ],
        [
            266,
            381,
            150,
            266,
            381,
            150
        ],
        [
            145,
            200,
            93,
            145,
            200,
            93
        ],
        [
            700,
            957,
            386,
            700,
            957,
            386
        ],
        [
            24492,
            17563,
            6930,
            24492,
            17563,
            6930
        ],
        [
            12.514455,
            0,
            56.681122,
            12.514455,
            0,
            56.681122
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428329,
            -7290,
            -181290,
            -1242,
            -32719,
            -110347
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669456800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758885648937,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 203,
            "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)