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Trade: LTC/USDT/60/HMA/KCU/2432

Strategy
LTC/USDT/60/HMA/KCU/2432
Pair
LTC_USDT
Interval
1h
Score
482939
Daily Profit
0.198164
Profit Factor
1.702720
Profitability
71.929825
Streak
6.942799
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 20:37
Expiration Time
2025-12-25 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 206421.4478 144000.1309 62421.3169 395914.329 224089.3054 171825.0237
Total P&L (%) 206.4214 144.0001 62.4213 395.9143 224.0893 171.825
Avg Daily Profit (%) 0.1982 0.1382 0.0599 0.1538 0.1129 0.096
Buy And Hold Return (%) 26.8792 26.8792 26.8792 26.8792 26.8792 26.8792
Max Trade Drawdown -65166 -49769 -16596 -170070 -170070 -37661
Profit Factor 1.7027 1.6732 1.7818 1.5347 1.4025 1.9356
Total Trades 171 85 86 171 85 86
Winning Trades 123 63 60 123 63 60
Losing Trades 48 22 26 48 22 26
Profitability (%) 71.9298 74.1176 69.7674 71.9298 74.1176 69.7674
Ratio Avg Win / Avg Loss 0.6645 0.5843 0.7721 0.5989 0.4898 0.8388
Largest Winning Trade 23551 17726 23551 94532 51474 94532
Largest Losing Trade -40902 -40902 -8479 -170070 -170070 -24112
Avg Bars in Trades 143 257 29 143 257 29
Avg Bars in Winners 73 124 20 73 124 20
Avg Bars in Losers 320 640 50 320 640 50
Bars Traded 24465 21915 2550 24465 21915 2550
Profit Streak 6.9428 9.9011 6.9428 6.9428 9.9011 6.9428
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482939 -5007 -113097 447806 -38987 -60304
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670202000000,
    "first_datapoint_time": 1670886000000,
    "last_datapoint_time": 1760202000000,
    "evaluation_time": 1760204257878,
    "expiration_time": 1766682000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 191,
            "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": [
        [
            206421.4478059371,
            144000.130925343,
            62421.3168805943,
            395914.3290440394,
            224089.3053506347,
            171825.0236934049
        ],
        [
            206.421448,
            144.000131,
            62.421317,
            395.914329,
            224.089305,
            171.825024
        ],
        [
            0.198164,
            0.13824,
            0.059924,
            0.153836,
            0.112945,
            0.096045
        ],
        [
            26.879181,
            26.879181,
            26.879181,
            26.879181,
            26.879181,
            26.879181
        ],
        [
            -65166,
            -49769,
            -16596,
            -170070,
            -170070,
            -37661
        ],
        [
            1.70272,
            1.673205,
            1.78179,
            1.53474,
            1.402502,
            1.935627
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            71.929825,
            74.117647,
            69.767442,
            71.929825,
            74.117647,
            69.767442
        ],
        [
            0.664476,
            0.584294,
            0.772109,
            0.598923,
            0.489763,
            0.838772
        ],
        [
            23551,
            17726,
            23551,
            94532,
            51474,
            94532
        ],
        [
            -40902,
            -40902,
            -8479,
            -170070,
            -170070,
            -24112
        ],
        [
            143,
            257,
            29,
            143,
            257,
            29
        ],
        [
            73,
            124,
            20,
            73,
            124,
            20
        ],
        [
            320,
            640,
            50,
            320,
            640,
            50
        ],
        [
            24465,
            21915,
            2550,
            24465,
            21915,
            2550
        ],
        [
            6.942799,
            9.901133,
            6.942799,
            6.942799,
            9.901133,
            6.942799
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482939,
            -5007,
            -113097,
            447806,
            -38987,
            -60304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670202000000,
    "first_datapoint_time": 1670886000000,
    "last_datapoint_time": 1760202000000,
    "evaluation_time": 1760204257878,
    "expiration_time": 1766682000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 191,
            "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)