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Trade: LTC/USDT/60/BBL/KCL/2533

Strategy
LTC/USDT/60/BBL/KCL/2533
Pair
LTC_USDT
Interval
1h
Score
485030
Daily Profit
0.230578
Profit Factor
2.003199
Profitability
64.705882
Streak
8.207818
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 15:59
Expiration Time
2025-12-26 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240186.1743 171836.575 68349.5993 503752.7757 335279.8664 168472.9093
Total P&L (%) 240.1862 171.8366 68.3496 503.7528 335.2799 168.4729
Avg Daily Profit (%) 0.2306 0.165 0.0656 0.1728 0.1413 0.0949
Buy And Hold Return (%) 23.296 23.296 23.296 23.296 23.296 23.296
Max Trade Drawdown -51437 -40879 -14571 -208562 -196255 -38491
Profit Factor 2.0032 1.939 2.2115 1.7042 1.5906 2.1412
Total Trades 119 59 60 119 59 60
Winning Trades 77 36 41 77 36 41
Losing Trades 42 23 19 42 23 19
Profitability (%) 64.7059 61.0169 68.3333 64.7059 61.0169 68.3333
Ratio Avg Win / Avg Loss 1.0927 1.2388 1.0249 0.9296 1.0162 0.9923
Largest Winning Trade 51952 51952 13584 156664 156664 39709
Largest Losing Trade -34228 -34228 -10065 -193931 -193931 -30734
Avg Bars in Trades 203 385 23 203 385 23
Avg Bars in Winners 140 271 26 140 271 26
Avg Bars in Losers 317 563 18 317 563 18
Bars Traded 24165 22728 1437 24165 22728 1437
Profit Streak 8.2078 0 62.2912 8.2078 0 62.2912
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 485030 -165359 -271358 401469 -177801 -231008
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670270400000,
    "first_datapoint_time": 1670961600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760273955453,
    "expiration_time": 1766750400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 216,
            "offset": 0,
            "std": 3.17776
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            240186.1743491806,
            171836.5750492325,
            68349.5992999482,
            503752.7757373564,
            335279.8664450635,
            168472.9092922932
        ],
        [
            240.186174,
            171.836575,
            68.349599,
            503.752776,
            335.279866,
            168.472909
        ],
        [
            0.230578,
            0.164963,
            0.065615,
            0.172756,
            0.141298,
            0.094852
        ],
        [
            23.295967,
            23.295967,
            23.295967,
            23.295967,
            23.295967,
            23.295967
        ],
        [
            -51437,
            -40879,
            -14571,
            -208562,
            -196255,
            -38491
        ],
        [
            2.003199,
            1.938978,
            2.211522,
            1.704244,
            1.590609,
            2.141228
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            64.705882,
            61.016949,
            68.333333,
            64.705882,
            61.016949,
            68.333333
        ],
        [
            1.092654,
            1.238791,
            1.024852,
            0.929588,
            1.016222,
            0.992276
        ],
        [
            51952,
            51952,
            13584,
            156664,
            156664,
            39709
        ],
        [
            -34228,
            -34228,
            -10065,
            -193931,
            -193931,
            -30734
        ],
        [
            203,
            385,
            23,
            203,
            385,
            23
        ],
        [
            140,
            271,
            26,
            140,
            271,
            26
        ],
        [
            317,
            563,
            18,
            317,
            563,
            18
        ],
        [
            24165,
            22728,
            1437,
            24165,
            22728,
            1437
        ],
        [
            8.207818,
            0,
            62.291151,
            8.207818,
            0,
            62.291151
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            485030,
            -165359,
            -271358,
            401469,
            -177801,
            -231008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670270400000,
    "first_datapoint_time": 1670961600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760273955453,
    "expiration_time": 1766750400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 216,
            "offset": 0,
            "std": 3.17776
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)