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Trade: LTC/USDT/15/HMA/KCB/2893

Strategy
LTC/USDT/15/HMA/KCB/2893
Pair
LTC_USDT
Interval
15m
Score
526761
Daily Profit
0.517791
Profit Factor
1.750046
Profitability
70.481928
Streak
6.778977
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 01:41
Expiration Time
2025-12-18 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 134843.2527 69255.9598 65587.2929 233201.5128 117131.4801 116070.0327
Total P&L (%) 134.8433 69.256 65.5873 233.2015 117.1315 116.07
Avg Daily Profit (%) 0.5178 0.2659 0.2519 0.4632 0.2982 0.2963
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23709 -17238 -15968 -29959 -26349 -30254
Profit Factor 1.75 1.7245 1.779 1.7823 1.7278 1.8462
Total Trades 166 83 83 166 83 83
Winning Trades 117 61 56 117 61 56
Losing Trades 49 22 27 49 22 27
Profitability (%) 70.4819 73.494 67.4699 70.4819 73.494 67.4699
Ratio Avg Win / Avg Loss 0.7329 0.622 0.8577 0.7464 0.6231 0.8901
Largest Winning Trade 10543 10543 9656 19357 19357 14709
Largest Losing Trade -14844 -14844 -11211 -22439 -22439 -21201
Avg Bars in Trades 145 144 147 145 144 147
Avg Bars in Winners 101 101 101 101 101 101
Avg Bars in Losers 251 262 242 251 262 242
Bars Traded 24217 11982 12234 24217 11982 12234
Profit Streak 6.779 6.779 19.4561 6.779 6.779 19.4561
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526761 409723 386904 512216 421653 415831
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737227700000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531303599,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 188,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            134843.2526536923,
            69255.9597935583,
            65587.292860134,
            233201.5127811521,
            117131.4800843692,
            116070.032696783
        ],
        [
            134.843253,
            69.25596,
            65.587293,
            233.201513,
            117.13148,
            116.070033
        ],
        [
            0.517791,
            0.265939,
            0.251852,
            0.463237,
            0.298168,
            0.29628
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23709,
            -17238,
            -15968,
            -29959,
            -26349,
            -30254
        ],
        [
            1.750046,
            1.724529,
            1.779017,
            1.78228,
            1.727804,
            1.846196
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            117,
            61,
            56,
            117,
            61,
            56
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            70.481928,
            73.493976,
            67.46988,
            70.481928,
            73.493976,
            67.46988
        ],
        [
            0.732925,
            0.621961,
            0.85774,
            0.746425,
            0.623143,
            0.89013
        ],
        [
            10543,
            10543,
            9656,
            19357,
            19357,
            14709
        ],
        [
            -14844,
            -14844,
            -11211,
            -22439,
            -22439,
            -21201
        ],
        [
            145,
            144,
            147,
            145,
            144,
            147
        ],
        [
            101,
            101,
            101,
            101,
            101,
            101
        ],
        [
            251,
            262,
            242,
            251,
            262,
            242
        ],
        [
            24217,
            11982,
            12234,
            24217,
            11982,
            12234
        ],
        [
            6.778977,
            6.778977,
            19.45606,
            6.778977,
            6.778977,
            19.45606
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526761,
            409723,
            386904,
            512216,
            421653,
            415831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737227700000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531303599,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 188,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)