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Trade: LTC/USDT/120/KCL/KCB/4434

Strategy
LTC/USDT/120/KCL/KCB/4434
Pair
LTC_USDT
Interval
2h
Score
782826
Daily Profit
0.177004
Profit Factor
19.763416
Profitability
80.000000
Streak
991.401820
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-06 14:38
Expiration Time
2025-12-20 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 605237.9515 405027.6195 200210.332 8138203.6998 4256419.5725 3881784.1274
Total P&L (%) 605.238 405.0276 200.2103 8138.2037 4256.4196 3881.7841
Avg Daily Profit (%) 0.2905 0.1944 0.0961 0.212 0.1813 0.177
Buy And Hold Return (%) 67.3495 67.3495 67.3495 67.3495 67.3495 67.3495
Max Trade Drawdown -88381 -90348 -9914 -1410192 -1431930 -116920
Profit Factor 3.7517 3.0886 8.6921 3.5406 2.4205 19.7634
Total Trades 80 40 40 80 40 40
Winning Trades 61 29 32 61 29 32
Losing Trades 19 11 8 19 11 8
Profitability (%) 76.25 72.5 80 76.25 72.5 80
Ratio Avg Win / Avg Loss 1.1686 1.1715 2.173 1.1028 0.9181 4.9409
Largest Winning Trade 87543 87543 18698 2123953 2123953 748258
Largest Losing Trade -47338 -47338 -9914 -962204 -962204 -116920
Avg Bars in Trades 298 564 32 298 564 32
Avg Bars in Winners 141 264 28 141 264 28
Avg Bars in Losers 802 1353 45 802 1353 45
Bars Traded 23856 22567 1289 23856 22567 1289
Profit Streak 148.3185 148.3185 991.4018 148.3185 148.3185 991.4018
Trades During Streak 9 4 13 9 4 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3981 577186 -53903 -4807 505415 782826
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1580896800000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759750717231,
    "expiration_time": 1766224800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 170,
            "offset": 68,
            "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": [
        [
            605237.9514988915,
            405027.6194892495,
            200210.3320096415,
            8138203.699825891,
            4256419.57245741,
            3881784.12736848
        ],
        [
            605.237951,
            405.027619,
            200.210332,
            8138.2037,
            4256.419572,
            3881.784127
        ],
        [
            0.290515,
            0.194414,
            0.096101,
            0.21197,
            0.181328,
            0.177004
        ],
        [
            67.349498,
            67.349498,
            67.349498,
            67.349498,
            67.349498,
            67.349498
        ],
        [
            -88381,
            -90348,
            -9914,
            -1410192,
            -1431930,
            -116920
        ],
        [
            3.751664,
            3.088576,
            8.692065,
            3.540615,
            2.420529,
            19.763416
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            61,
            29,
            32,
            61,
            29,
            32
        ],
        [
            19,
            11,
            8,
            19,
            11,
            8
        ],
        [
            76.25,
            72.5,
            80,
            76.25,
            72.5,
            80
        ],
        [
            1.168551,
            1.171529,
            2.173016,
            1.102814,
            0.918132,
            4.940854
        ],
        [
            87543,
            87543,
            18698,
            2123953,
            2123953,
            748258
        ],
        [
            -47338,
            -47338,
            -9914,
            -962204,
            -962204,
            -116920
        ],
        [
            298,
            564,
            32,
            298,
            564,
            32
        ],
        [
            141,
            264,
            28,
            141,
            264,
            28
        ],
        [
            802,
            1353,
            45,
            802,
            1353,
            45
        ],
        [
            23856,
            22567,
            1289,
            23856,
            22567,
            1289
        ],
        [
            148.318486,
            148.318486,
            991.40182,
            148.318486,
            148.318486,
            991.40182
        ],
        [
            9,
            4,
            13,
            9,
            4,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3981,
            577186,
            -53903,
            -4807,
            505415,
            782826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1580896800000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759750717231,
    "expiration_time": 1766224800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 170,
            "offset": 68,
            "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)