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Trade: LTC/USDT/15/KCB/EMA/2766

Strategy
LTC/USDT/15/KCB/EMA/2766
Pair
LTC_USDT
Interval
15m
Score
431153
Daily Profit
0.331274
Profit Factor
1.521113
Profitability
74.400000
Streak
11.736446
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 10:25
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86270.2834 54125.0689 32145.2146 103027.4124 68778.0289 34249.3834
Total P&L (%) 86.2703 54.1251 32.1452 103.0274 68.778 34.2494
Avg Daily Profit (%) 0.3313 0.2078 0.1234 0.2723 0.2012 0.1132
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29024 -21046 -26195 -35096 -24040 -43657
Profit Factor 1.5211 1.7667 1.3385 1.488 1.7891 1.2762
Total Trades 125 62 63 125 62 63
Winning Trades 93 45 48 93 45 48
Losing Trades 32 17 15 32 17 15
Profitability (%) 74.4 72.5806 76.1905 74.4 72.5806 76.1905
Ratio Avg Win / Avg Loss 0.5234 0.6674 0.4183 0.512 0.6759 0.3988
Largest Winning Trade 10704 10704 7444 14297 14297 10846
Largest Losing Trade -19381 -13208 -19381 -30098 -12480 -30098
Avg Bars in Trades 193 197 190 193 197 190
Avg Bars in Winners 112 121 103 112 121 103
Avg Bars in Losers 429 397 466 429 397 466
Bars Traded 24191 12218 11973 24191 12218 11973
Profit Streak 11.7364 28.7156 11.7364 11.7364 28.7156 11.7364
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431153 -143909 -176545 405712 -142946 -190437

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736392500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758871528915,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 184,
            "offset": 0
        }
    }
}
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": [
        [
            86270.2834405169,
            54125.0688880052,
            32145.2145525118,
            103027.4123816524,
            68778.0289422364,
            34249.383439416
        ],
        [
            86.270283,
            54.125069,
            32.145215,
            103.027412,
            68.778029,
            34.249383
        ],
        [
            0.331274,
            0.207838,
            0.123436,
            0.272304,
            0.201191,
            0.113162
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29024,
            -21046,
            -26195,
            -35096,
            -24040,
            -43657
        ],
        [
            1.521113,
            1.766741,
            1.338517,
            1.487951,
            1.789092,
            1.276245
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            93,
            45,
            48,
            93,
            45,
            48
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            74.4,
            72.580645,
            76.190476,
            74.4,
            72.580645,
            76.190476
        ],
        [
            0.523394,
            0.667436,
            0.418287,
            0.511983,
            0.675879,
            0.398827
        ],
        [
            10704,
            10704,
            7444,
            14297,
            14297,
            10846
        ],
        [
            -19381,
            -13208,
            -19381,
            -30098,
            -12480,
            -30098
        ],
        [
            193,
            197,
            190,
            193,
            197,
            190
        ],
        [
            112,
            121,
            103,
            112,
            121,
            103
        ],
        [
            429,
            397,
            466,
            429,
            397,
            466
        ],
        [
            24191,
            12218,
            11973,
            24191,
            12218,
            11973
        ],
        [
            11.736446,
            28.715612,
            11.736446,
            11.736446,
            28.715612,
            11.736446
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431153,
            -143909,
            -176545,
            405712,
            -142946,
            -190437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736392500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758871528915,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 125,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 184,
            "offset": 0
        }
    }
}

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)