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Trade: LTC/USDT/120/EMA/KCU/2299

Strategy
LTC/USDT/120/EMA/KCU/2299
Pair
LTC_USDT
Interval
2h
Score
736972
Daily Profit
0.168335
Profit Factor
6.108607
Profitability
80.555556
Streak
309.231145
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 02:32
Expiration Time
2025-12-22 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 572644.4847 383132.7684 189511.7163 6756028.0228 3531102.1505 3224925.8723
Total P&L (%) 572.6445 383.1328 189.5117 6756.028 3531.1022 3224.9259
Avg Daily Profit (%) 0.2749 0.1839 0.091 0.2031 0.1726 0.1683
Buy And Hold Return (%) 60.7402 60.7402 60.7402 60.7402 60.7402 60.7402
Max Trade Drawdown -80175 -86907 -11547 -1370950 -1450698 -526635
Profit Factor 3.8593 3.2252 7.7458 3.1652 2.4186 6.1086
Total Trades 72 36 36 72 36 36
Winning Trades 53 24 29 53 24 29
Losing Trades 19 12 7 19 12 7
Profitability (%) 73.6111 66.6667 80.5556 73.6111 66.6667 80.5556
Ratio Avg Win / Avg Loss 1.3835 1.6126 1.8697 1.1347 1.2093 1.4745
Largest Winning Trade 73381 73381 24053 1201146 1201146 1011327
Largest Losing Trade -51599 -51599 -11547 -896625 -896625 -526635
Avg Bars in Trades 331 619 42 331 619 42
Avg Bars in Winners 218 432 41 218 432 41
Avg Bars in Losers 645 994 46 645 994 46
Bars Traded 23856 22316 1540 23856 22316 1540
Profit Streak 149.8145 149.8145 309.2311 149.8145 149.8145 309.2311
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64562 573083 -60707 -66085 505177 736972
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579809600000,
    "first_datapoint_time": 1581386400000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879970934,
    "expiration_time": 1766354400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 220,
            "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": [
        [
            572644.4846968298,
            383132.7683907942,
            189511.7163060357,
            6756028.022786589,
            3531102.150465447,
            3224925.872321142
        ],
        [
            572.644485,
            383.132768,
            189.511716,
            6756.028023,
            3531.10215,
            3224.925872
        ],
        [
            0.27487,
            0.183904,
            0.090966,
            0.203137,
            0.172571,
            0.168335
        ],
        [
            60.740233,
            60.740233,
            60.740233,
            60.740233,
            60.740233,
            60.740233
        ],
        [
            -80175,
            -86907,
            -11547,
            -1370950,
            -1450698,
            -526635
        ],
        [
            3.859322,
            3.225195,
            7.745779,
            3.165155,
            2.418643,
            6.108607
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            19,
            12,
            7,
            19,
            12,
            7
        ],
        [
            73.611111,
            66.666667,
            80.555556,
            73.611111,
            66.666667,
            80.555556
        ],
        [
            1.383531,
            1.612597,
            1.869671,
            1.134678,
            1.209321,
            1.474491
        ],
        [
            73381,
            73381,
            24053,
            1201146,
            1201146,
            1011327
        ],
        [
            -51599,
            -51599,
            -11547,
            -896625,
            -896625,
            -526635
        ],
        [
            331,
            619,
            42,
            331,
            619,
            42
        ],
        [
            218,
            432,
            41,
            218,
            432,
            41
        ],
        [
            645,
            994,
            46,
            645,
            994,
            46
        ],
        [
            23856,
            22316,
            1540,
            23856,
            22316,
            1540
        ],
        [
            149.814478,
            149.814478,
            309.231145,
            149.814478,
            149.814478,
            309.231145
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64562,
            573083,
            -60707,
            -66085,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579809600000,
    "first_datapoint_time": 1581386400000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759879970934,
    "expiration_time": 1766354400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 220,
            "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)