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Trade: LTC/USDT/30/KCL/LINREG/4928

Strategy
LTC/USDT/30/KCL/LINREG/4928
Pair
LTC_USDT
Interval
30m
Score
396727
Daily Profit
0.244860
Profit Factor
1.424762
Profitability
69.500000
Streak
5.640983
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-12 18:23
Expiration Time
2025-12-26 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127530.1746 83812.7508 43717.4238 142882.5877 91923.7373 50958.8503
Total P&L (%) 127.5302 83.8128 43.7174 142.8826 91.9237 50.9589
Avg Daily Profit (%) 0.2449 0.1609 0.0839 0.1705 0.1252 0.0791
Buy And Hold Return (%) 19.6707 19.6707 19.6707 19.6707 19.6707 19.6707
Max Trade Drawdown -49234 -24495 -58983 -54388 -34927 -66222
Profit Factor 1.4248 1.6668 1.2505 1.3558 1.5635 1.2137
Total Trades 200 100 100 200 100 100
Winning Trades 139 70 69 139 70 69
Losing Trades 61 30 31 61 30 31
Profitability (%) 69.5 70 69 69.5 70 69
Ratio Avg Win / Avg Loss 0.6253 0.7144 0.5618 0.595 0.6701 0.5453
Largest Winning Trade 33699 19326 33699 61219 17652 61219
Largest Losing Trade -33439 -16057 -33439 -35779 -21051 -35779
Avg Bars in Trades 121 125 117 121 125 117
Avg Bars in Winners 73 79 66 73 79 66
Avg Bars in Losers 230 231 229 230 231 229
Bars Traded 24246 12508 11738 24246 12508 11738
Profit Streak 5.641 14.9535 5.641 5.641 14.9535 5.641
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396727 315461 -85592 371088 -24317 -90330
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715283000000,
    "first_datapoint_time": 1715860800000,
    "last_datapoint_time": 1760281200000,
    "evaluation_time": 1760282580934,
    "expiration_time": 1766761200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 103,
            "offset": 219
        }
    }
}
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": [
        [
            127530.1745801464,
            83812.7507766882,
            43717.4238034582,
            142882.5876562625,
            91923.7373162439,
            50958.8503400186
        ],
        [
            127.530175,
            83.812751,
            43.717424,
            142.882588,
            91.923737,
            50.95885
        ],
        [
            0.24486,
            0.160922,
            0.083938,
            0.170529,
            0.125249,
            0.079105
        ],
        [
            19.670732,
            19.670732,
            19.670732,
            19.670732,
            19.670732,
            19.670732
        ],
        [
            -49234,
            -24495,
            -58983,
            -54388,
            -34927,
            -66222
        ],
        [
            1.424762,
            1.66683,
            1.250456,
            1.355807,
            1.563538,
            1.213705
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            69.5,
            70,
            69,
            69.5,
            70,
            69
        ],
        [
            0.625255,
            0.714356,
            0.561799,
            0.594995,
            0.670088,
            0.545288
        ],
        [
            33699,
            19326,
            33699,
            61219,
            17652,
            61219
        ],
        [
            -33439,
            -16057,
            -33439,
            -35779,
            -21051,
            -35779
        ],
        [
            121,
            125,
            117,
            121,
            125,
            117
        ],
        [
            73,
            79,
            66,
            73,
            79,
            66
        ],
        [
            230,
            231,
            229,
            230,
            231,
            229
        ],
        [
            24246,
            12508,
            11738,
            24246,
            12508,
            11738
        ],
        [
            5.640983,
            14.953483,
            5.640983,
            5.640983,
            14.953483,
            5.640983
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396727,
            315461,
            -85592,
            371088,
            -24317,
            -90330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715283000000,
    "first_datapoint_time": 1715860800000,
    "last_datapoint_time": 1760281200000,
    "evaluation_time": 1760282580934,
    "expiration_time": 1766761200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 15,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 103,
            "offset": 219
        }
    }
}

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)