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Trade: LTC/USDT/120/KCL/BBM/4980

Strategy
LTC/USDT/120/KCL/BBM/4980
Pair
LTC_USDT
Interval
2h
Score
460082
Daily Profit
0.191585
Profit Factor
1.815525
Profitability
62.643678
Streak
5.070750
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-07 22:41
Expiration Time
2025-12-21 19:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399118.6829 321739.2777 77379.4051 716682.0396 392114.9466 324567.0931
Total P&L (%) 399.1187 321.7393 77.3794 716.682 392.1149 324.5671
Avg Daily Profit (%) 0.1916 0.1544 0.0371 0.1009 0.0765 0.0694
Buy And Hold Return (%) 61.9041 61.9041 61.9041 61.9041 61.9041 61.9041
Max Trade Drawdown -134946 -121948 -18098 -705500 -655359 -65428
Profit Factor 1.8155 1.7655 2.1194 1.3317 1.2037 2.3811
Total Trades 174 87 87 174 87 87
Winning Trades 109 52 57 109 52 57
Losing Trades 65 35 30 65 35 30
Profitability (%) 62.6437 59.7701 65.5172 62.6437 59.7701 65.5172
Ratio Avg Win / Avg Loss 1.0827 1.1883 1.1155 0.7942 0.8102 1.2532
Largest Winning Trade 68536 68536 13355 299931 299931 77767
Largest Losing Trade -55903 -55903 -8063 -364629 -364629 -29225
Avg Bars in Trades 142 270 14 142 270 14
Avg Bars in Winners 99 194 13 99 194 13
Avg Bars in Losers 215 383 18 215 383 18
Bars Traded 24853 23550 1303 24853 23550 1303
Profit Streak 5.0708 0 150.8208 5.0708 0 150.8208
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460082 331616 -224737 -56033 -92447 -94351
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579802400000,
    "first_datapoint_time": 1580637600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759866112784,
    "expiration_time": 1766339740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 22,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 1.51017
        }
    }
}
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": [
        [
            399118.6828601188,
            321739.2777126885,
            77379.4051474301,
            716682.0396461347,
            392114.9465873226,
            324567.0930588121
        ],
        [
            399.118683,
            321.739278,
            77.379405,
            716.68204,
            392.114947,
            324.567093
        ],
        [
            0.191585,
            0.154441,
            0.037144,
            0.100859,
            0.076522,
            0.06943
        ],
        [
            61.904098,
            61.904098,
            61.904098,
            61.904098,
            61.904098,
            61.904098
        ],
        [
            -134946,
            -121948,
            -18098,
            -705500,
            -655359,
            -65428
        ],
        [
            1.815525,
            1.765547,
            2.119373,
            1.331747,
            1.203662,
            2.38111
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            62.643678,
            59.770115,
            65.517241,
            62.643678,
            59.770115,
            65.517241
        ],
        [
            1.082652,
            1.188349,
            1.115459,
            0.794161,
            0.810157,
            1.253216
        ],
        [
            68536,
            68536,
            13355,
            299931,
            299931,
            77767
        ],
        [
            -55903,
            -55903,
            -8063,
            -364629,
            -364629,
            -29225
        ],
        [
            142,
            270,
            14,
            142,
            270,
            14
        ],
        [
            99,
            194,
            13,
            99,
            194,
            13
        ],
        [
            215,
            383,
            18,
            215,
            383,
            18
        ],
        [
            24853,
            23550,
            1303,
            24853,
            23550,
            1303
        ],
        [
            5.07075,
            0,
            150.82075,
            5.07075,
            0,
            150.82075
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460082,
            331616,
            -224737,
            -56033,
            -92447,
            -94351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579802400000,
    "first_datapoint_time": 1580637600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759866112784,
    "expiration_time": 1766339740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 22,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 1.51017
        }
    }
}

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)