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Trade: LTC/USDT/360/KCL/T3/3931

Strategy
LTC/USDT/360/KCL/T3/3931
Pair
LTC_USDT
Interval
6h
Score
451076
Daily Profit
0.154439
Profit Factor
1.923016
Profitability
67.669173
Streak
84.099424
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-10-05 17:23
Expiration Time
2025-12-19 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 636543.3037 498249.9679 138293.3359 4638901.4226 2779921.722 1858979.7006
Total P&L (%) 636.5433 498.25 138.2933 4638.9014 2779.9217 1858.9797
Avg Daily Profit (%) 0.2546 0.1993 0.0553 0.1544 0.1345 0.1191
Buy And Hold Return (%) 401.3333 401.3333 401.3333 401.3333 401.3333 401.3333
Max Trade Drawdown -94603 -101332 -18405 -1555868 -1510860 -106116
Profit Factor 2.332 2.3043 2.4423 1.923 1.614 4.7295
Total Trades 133 66 67 133 66 67
Winning Trades 90 44 46 90 44 46
Losing Trades 43 22 21 43 22 21
Profitability (%) 67.6692 66.6667 68.6567 67.6692 66.6667 68.6567
Ratio Avg Win / Avg Loss 1.1142 1.1522 1.115 0.9188 0.807 2.1591
Largest Winning Trade 92656 92656 13692 2121274 2121274 452044
Largest Losing Trade -51728 -51728 -14523 -1510860 -1510860 -106116
Avg Bars in Trades 71 133 10 71 133 10
Avg Bars in Winners 52 98 7 52 98 7
Avg Bars in Losers 112 204 16 112 204 16
Bars Traded 9550 8837 713 9550 8837 713
Profit Streak 84.0994 84.0994 146.0994 84.0994 84.0994 146.0994
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 222963 -201219 -394314 451076 -134301 -140730
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543644000000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674190211,
    "expiration_time": 1766146248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 56,
            "offset": 0,
            "a": 0.69798
        }
    }
}
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": [
        [
            636543.3037274735,
            498249.9678528777,
            138293.3358745958,
            4638901.4226037655,
            2779921.722045998,
            1858979.7005577674
        ],
        [
            636.543304,
            498.249968,
            138.293336,
            4638.901423,
            2779.921722,
            1858.979701
        ],
        [
            0.254592,
            0.19928,
            0.055312,
            0.154439,
            0.134491,
            0.119059
        ],
        [
            401.333333,
            401.333333,
            401.333333,
            401.333333,
            401.333333,
            401.333333
        ],
        [
            -94603,
            -101332,
            -18405,
            -1555868,
            -1510860,
            -106116
        ],
        [
            2.331999,
            2.30432,
            2.442274,
            1.923016,
            1.614028,
            4.729483
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            90,
            44,
            46,
            90,
            44,
            46
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            67.669173,
            66.666667,
            68.656716,
            67.669173,
            66.666667,
            68.656716
        ],
        [
            1.114178,
            1.15216,
            1.114951,
            0.918774,
            0.807014,
            2.159112
        ],
        [
            92656,
            92656,
            13692,
            2121274,
            2121274,
            452044
        ],
        [
            -51728,
            -51728,
            -14523,
            -1510860,
            -1510860,
            -106116
        ],
        [
            71,
            133,
            10,
            71,
            133,
            10
        ],
        [
            52,
            98,
            7,
            52,
            98,
            7
        ],
        [
            112,
            204,
            16,
            112,
            204,
            16
        ],
        [
            9550,
            8837,
            713,
            9550,
            8837,
            713
        ],
        [
            84.099424,
            84.099424,
            146.099424,
            84.099424,
            84.099424,
            146.099424
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            222963,
            -201219,
            -394314,
            451076,
            -134301,
            -140730
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543644000000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674190211,
    "expiration_time": 1766146248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 56,
            "offset": 0,
            "a": 0.69798
        }
    }
}

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)