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Trade: LTC/USDT/240/ZLMA/KCU/4374

Strategy
LTC/USDT/240/ZLMA/KCU/4374
Pair
LTC_USDT
Interval
4h
Score
364852
Daily Profit
0.226337
Profit Factor
2.183642
Profitability
65.979381
Streak
70.072209
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-26 04:43
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 565653.9807 468567.3174 97086.6633 2333317.0047 1524192.5457 809124.459
Total P&L (%) 565.654 468.5673 97.0867 2333.317 1524.1925 809.1245
Avg Daily Profit (%) 0.2263 0.1875 0.0388 0.1278 0.1116 0.0884
Buy And Hold Return (%) 251.1796 251.1796 251.1796 251.1796 251.1796 251.1796
Max Trade Drawdown -87727 -82972 -26330 -1328879 -1497559 -306618
Profit Factor 2.1836 2.351 1.7408 1.3471 1.2922 1.5374
Total Trades 97 48 49 97 48 49
Winning Trades 64 35 29 64 35 29
Losing Trades 33 13 20 33 13 20
Profitability (%) 65.9794 72.9167 59.1837 65.9794 72.9167 59.1837
Ratio Avg Win / Avg Loss 1.1259 0.8732 1.2006 0.6946 0.4799 1.0603
Largest Winning Trade 66300 66300 22490 598997 598997 262119
Largest Losing Trade -63848 -63848 -20209 -989067 -989067 -260742
Avg Bars in Trades 149 267 34 149 267 34
Avg Bars in Winners 98 158 25 98 158 25
Avg Bars in Losers 249 562 46 249 562 46
Bars Traded 14529 12859 1671 14529 12859 1671
Profit Streak 70.0722 72.2389 70.0722 70.0722 72.2389 70.0722
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364852 196357 -302342 -19250 -41811 -73699

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851038882,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            565653.9806970601,
            468567.3173671273,
            97086.6633299332,
            2333317.004651238,
            1524192.5456775697,
            809124.4589736687
        ],
        [
            565.653981,
            468.567317,
            97.086663,
            2333.317005,
            1524.192546,
            809.124459
        ],
        [
            0.226337,
            0.187489,
            0.038848,
            0.127798,
            0.111603,
            0.088361
        ],
        [
            251.179554,
            251.179554,
            251.179554,
            251.179554,
            251.179554,
            251.179554
        ],
        [
            -87727,
            -82972,
            -26330,
            -1328879,
            -1497559,
            -306618
        ],
        [
            2.183642,
            2.350974,
            1.740803,
            1.347073,
            1.29215,
            1.537376
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            65.979381,
            72.916667,
            59.183673,
            65.979381,
            72.916667,
            59.183673
        ],
        [
            1.125941,
            0.873219,
            1.200554,
            0.694584,
            0.479942,
            1.060259
        ],
        [
            66300,
            66300,
            22490,
            598997,
            598997,
            262119
        ],
        [
            -63848,
            -63848,
            -20209,
            -989067,
            -989067,
            -260742
        ],
        [
            149,
            267,
            34,
            149,
            267,
            34
        ],
        [
            98,
            158,
            25,
            98,
            158,
            25
        ],
        [
            249,
            562,
            46,
            249,
            562,
            46
        ],
        [
            14529,
            12859,
            1671,
            14529,
            12859,
            1671
        ],
        [
            70.072209,
            72.238876,
            70.072209,
            70.072209,
            72.238876,
            70.072209
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364852,
            196357,
            -302342,
            -19250,
            -41811,
            -73699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851038882,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)