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Trade: LTC/USDT/120/ZLMA/KCU/2367

Strategy
LTC/USDT/120/ZLMA/KCU/2367
Pair
LTC_USDT
Interval
2h
Score
367902
Daily Profit
0.172532
Profit Factor
1.685152
Profitability
68.387097
Streak
76.853065
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 01:28
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 359297.1381 310164.3512 49132.7869 371546.2549 250069.423 121476.8318
Total P&L (%) 359.2971 310.1644 49.1328 371.5463 250.0694 121.4768
Avg Daily Profit (%) 0.1725 0.1489 0.0236 0.0745 0.0602 0.0382
Buy And Hold Return (%) 91.6324 91.6324 91.6324 91.6324 91.6324 91.6324
Max Trade Drawdown -110093 -99788 -21157 -587624 -565818 -81136
Profit Factor 1.6852 1.7203 1.5238 1.1997 1.1566 1.4607
Total Trades 155 77 78 155 77 78
Winning Trades 106 56 50 106 56 50
Losing Trades 49 21 28 49 21 28
Profitability (%) 68.3871 72.7273 64.1026 68.3871 72.7273 64.1026
Ratio Avg Win / Avg Loss 0.779 0.6451 0.8533 0.5546 0.4337 0.818
Largest Winning Trade 66243 66243 8132 230015 230015 30969
Largest Losing Trade -58961 -58961 -17926 -418265 -418265 -77928
Avg Bars in Trades 155 303 10 155 303 10
Avg Bars in Winners 80 145 7 80 145 7
Avg Bars in Losers 319 725 15 319 725 15
Bars Traded 24157 23361 796 24157 23361 796
Profit Streak 76.8531 85.4364 76.8531 76.8531 85.4364 76.8531
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367902 -33834 -358045 -93417 -203128 -237640

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579161600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758925704786,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            359297.1381108502,
            310164.3512094377,
            49132.7869014124,
            371546.2548745971,
            250069.4230275563,
            121476.8318470408
        ],
        [
            359.297138,
            310.164351,
            49.132787,
            371.546255,
            250.069423,
            121.476832
        ],
        [
            0.172532,
            0.148938,
            0.023593,
            0.074498,
            0.060184,
            0.03819
        ],
        [
            91.632398,
            91.632398,
            91.632398,
            91.632398,
            91.632398,
            91.632398
        ],
        [
            -110093,
            -99788,
            -21157,
            -587624,
            -565818,
            -81136
        ],
        [
            1.685152,
            1.720307,
            1.523776,
            1.199741,
            1.15664,
            1.460692
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            106,
            56,
            50,
            106,
            56,
            50
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            68.387097,
            72.727273,
            64.102564,
            68.387097,
            72.727273,
            64.102564
        ],
        [
            0.778985,
            0.645115,
            0.853314,
            0.554597,
            0.43374,
            0.817987
        ],
        [
            66243,
            66243,
            8132,
            230015,
            230015,
            30969
        ],
        [
            -58961,
            -58961,
            -17926,
            -418265,
            -418265,
            -77928
        ],
        [
            155,
            303,
            10,
            155,
            303,
            10
        ],
        [
            80,
            145,
            7,
            80,
            145,
            7
        ],
        [
            319,
            725,
            15,
            319,
            725,
            15
        ],
        [
            24157,
            23361,
            796,
            24157,
            23361,
            796
        ],
        [
            76.853065,
            85.436398,
            76.853065,
            76.853065,
            85.436398,
            76.853065
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367902,
            -33834,
            -358045,
            -93417,
            -203128,
            -237640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579161600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758925704786,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 61,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)