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Trade: LTC/USDT/120/KCL/SWMA/2414

Strategy
LTC/USDT/120/KCL/SWMA/2414
Pair
LTC_USDT
Interval
2h
Score
481688
Daily Profit
0.209933
Profit Factor
1.999102
Profitability
71.134021
Streak
70.458471
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 20:00
Expiration Time
2025-12-22 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437360.339 341607.8337 95752.5053 1030420.8877 696437.649 333983.2387
Total P&L (%) 437.3603 341.6078 95.7525 1030.4209 696.4376 333.9832
Avg Daily Profit (%) 0.2099 0.164 0.046 0.1165 0.0996 0.0705
Buy And Hold Return (%) 52.1138 52.1138 52.1138 52.1138 52.1138 52.1138
Max Trade Drawdown -98421 -98424 -48363 -413566 -408524 -145629
Profit Factor 1.9991 2.1266 1.7118 1.5951 1.5468 1.7296
Total Trades 97 49 48 97 49 48
Winning Trades 69 35 34 69 35 34
Losing Trades 28 14 14 28 14 14
Profitability (%) 71.134 71.4286 70.8333 71.134 71.4286 70.8333
Ratio Avg Win / Avg Loss 0.8112 0.8506 0.7049 0.6473 0.6187 0.7122
Largest Winning Trade 70070 70070 19740 279121 279121 129804
Largest Losing Trade -55144 -55144 -29710 -408524 -408524 -145629
Avg Bars in Trades 254 430 75 254 430 75
Avg Bars in Winners 187 312 59 187 312 59
Avg Bars in Losers 419 725 114 419 725 114
Bars Traded 24697 21075 3622 24697 21075 3622
Profit Streak 70.4585 87.2085 70.4585 70.4585 87.2085 70.4585
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481688 450720 -135684 -32214 -55362 -95377
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579874400000,
    "first_datapoint_time": 1581847200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759942811916,
    "expiration_time": 1766419200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 241,
            "offset": 34
        }
    }
}
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": [
        [
            437360.3390287815,
            341607.8337343392,
            95752.5052944423,
            1030420.8876984639,
            696437.6489628898,
            333983.2387355742
        ],
        [
            437.360339,
            341.607834,
            95.752505,
            1030.420888,
            696.437649,
            333.983239
        ],
        [
            0.209933,
            0.163972,
            0.045961,
            0.116476,
            0.099649,
            0.070481
        ],
        [
            52.113769,
            52.113769,
            52.113769,
            52.113769,
            52.113769,
            52.113769
        ],
        [
            -98421,
            -98424,
            -48363,
            -413566,
            -408524,
            -145629
        ],
        [
            1.999102,
            2.126566,
            1.711785,
            1.595129,
            1.546789,
            1.729641
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            71.134021,
            71.428571,
            70.833333,
            71.134021,
            71.428571,
            70.833333
        ],
        [
            0.81123,
            0.850627,
            0.704853,
            0.647299,
            0.618715,
            0.712205
        ],
        [
            70070,
            70070,
            19740,
            279121,
            279121,
            129804
        ],
        [
            -55144,
            -55144,
            -29710,
            -408524,
            -408524,
            -145629
        ],
        [
            254,
            430,
            75,
            254,
            430,
            75
        ],
        [
            187,
            312,
            59,
            187,
            312,
            59
        ],
        [
            419,
            725,
            114,
            419,
            725,
            114
        ],
        [
            24697,
            21075,
            3622,
            24697,
            21075,
            3622
        ],
        [
            70.458471,
            87.208471,
            70.458471,
            70.458471,
            87.208471,
            70.458471
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481688,
            450720,
            -135684,
            -32214,
            -55362,
            -95377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579874400000,
    "first_datapoint_time": 1581847200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759942811916,
    "expiration_time": 1766419200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 241,
            "offset": 34
        }
    }
}

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)