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Trade: LTC/USDT/30/SWMA/KCU/2224

Strategy
LTC/USDT/30/SWMA/KCU/2224
Pair
LTC_USDT
Interval
30m
Score
421492
Daily Profit
0.285619
Profit Factor
1.750780
Profitability
63.703704
Streak
8.442725
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-13 12:37
Expiration Time
2025-12-27 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 148758.6847 99972.8388 48785.8459 219560.1954 115491.5464 104068.6489
Total P&L (%) 148.7587 99.9728 48.7858 219.5602 115.4915 104.0686
Avg Daily Profit (%) 0.2856 0.1919 0.0937 0.2233 0.1475 0.137
Buy And Hold Return (%) 22.9747 22.9747 22.9747 22.9747 22.9747 22.9747
Max Trade Drawdown -43570 -39314 -13550 -82638 -76536 -22443
Profit Factor 1.7508 1.7229 1.8152 1.7414 1.5498 2.209
Total Trades 135 67 68 135 67 68
Winning Trades 86 46 40 86 46 40
Losing Trades 49 21 28 49 21 28
Profitability (%) 63.7037 68.6567 58.8235 63.7037 68.6567 58.8235
Ratio Avg Win / Avg Loss 0.9975 0.7865 1.2707 0.9922 0.7075 1.5463
Largest Winning Trade 25574 20139 25574 65081 25903 65081
Largest Losing Trade -39314 -39314 -10921 -76536 -76536 -19119
Avg Bars in Trades 182 312 54 182 312 54
Avg Bars in Winners 110 166 45 110 166 45
Avg Bars in Losers 308 630 66 308 630 66
Bars Traded 24600 20917 3683 24600 20917 3683
Profit Streak 8.4427 11.5261 8.4427 8.4427 11.5261 8.4427
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421492 -107610 -179128 414268 -111228 -115107
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715349600000,
    "first_datapoint_time": 1715689800000,
    "last_datapoint_time": 1760347800000,
    "evaluation_time": 1760348251414,
    "expiration_time": 1766827800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 190,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            148758.6846855867,
            99972.8387602685,
            48785.8459253184,
            219560.1953846985,
            115491.5464378484,
            104068.64894685
        ],
        [
            148.758685,
            99.972839,
            48.785846,
            219.560195,
            115.491546,
            104.068649
        ],
        [
            0.285619,
            0.191949,
            0.093669,
            0.223311,
            0.147518,
            0.137046
        ],
        [
            22.974668,
            22.974668,
            22.974668,
            22.974668,
            22.974668,
            22.974668
        ],
        [
            -43570,
            -39314,
            -13550,
            -82638,
            -76536,
            -22443
        ],
        [
            1.75078,
            1.722888,
            1.815241,
            1.74136,
            1.549752,
            2.208981
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            86,
            46,
            40,
            86,
            46,
            40
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            63.703704,
            68.656716,
            58.823529,
            63.703704,
            68.656716,
            58.823529
        ],
        [
            0.997538,
            0.786536,
            1.270668,
            0.99217,
            0.707496,
            1.546287
        ],
        [
            25574,
            20139,
            25574,
            65081,
            25903,
            65081
        ],
        [
            -39314,
            -39314,
            -10921,
            -76536,
            -76536,
            -19119
        ],
        [
            182,
            312,
            54,
            182,
            312,
            54
        ],
        [
            110,
            166,
            45,
            110,
            166,
            45
        ],
        [
            308,
            630,
            66,
            308,
            630,
            66
        ],
        [
            24600,
            20917,
            3683,
            24600,
            20917,
            3683
        ],
        [
            8.442725,
            11.526058,
            8.442725,
            8.442725,
            11.526058,
            8.442725
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421492,
            -107610,
            -179128,
            414268,
            -111228,
            -115107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715349600000,
    "first_datapoint_time": 1715689800000,
    "last_datapoint_time": 1760347800000,
    "evaluation_time": 1760348251414,
    "expiration_time": 1766827800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 190,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)