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Trade: LTC/USDT/5/KCB/RMA/5589

Strategy
LTC/USDT/5/KCB/RMA/5589
Pair
LTC_USDT
Interval
5m
Score
549487
Daily Profit
0.741493
Profit Factor
1.872151
Profitability
68.965517
Streak
4.874232
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 18:03
Expiration Time
2025-12-27 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 64368.9814 34713.0919 29655.8896 72086.0258 41310.0866 30775.9392
Total P&L (%) 64.369 34.7131 29.6559 72.086 41.3101 30.7759
Avg Daily Profit (%) 0.7415 0.3999 0.3416 0.6273 0.3991 0.3096
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16057 -9893 -12392 -17210 -9922 -13477
Profit Factor 1.8722 2.1008 1.7016 1.9383 2.2557 1.7006
Total Trades 87 43 44 87 43 44
Winning Trades 60 30 30 60 30 30
Losing Trades 27 13 14 27 13 14
Profitability (%) 68.9655 69.7674 68.1818 68.9655 69.7674 68.1818
Ratio Avg Win / Avg Loss 0.8425 0.9104 0.7941 0.8722 0.9775 0.7936
Largest Winning Trade 31329 23713 31329 31901 31712 31901
Largest Losing Trade -11203 -6127 -11203 -11547 -6762 -11547
Avg Bars in Trades 282 276 289 282 276 289
Avg Bars in Winners 149 139 160 149 139 160
Avg Bars in Losers 578 591 566 578 591 566
Bars Traded 24609 11874 12735 24609 11874 12735
Profit Streak 4.8742 4.8742 7.8846 4.8742 4.8742 7.8846
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549487 360507 297298 532450 392145 290953
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752867900000,
    "first_datapoint_time": 1752931500000,
    "last_datapoint_time": 1760367600000,
    "evaluation_time": 1760367833637,
    "expiration_time": 1766847600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    }
}
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": [
        [
            64368.9814455621,
            34713.0918797822,
            29655.88956578,
            72086.0258153303,
            41310.0865886344,
            30775.9392266959
        ],
        [
            64.368981,
            34.713092,
            29.65589,
            72.086026,
            41.310087,
            30.775939
        ],
        [
            0.741493,
            0.399874,
            0.341618,
            0.627261,
            0.39912,
            0.309562
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16057,
            -9893,
            -12392,
            -17210,
            -9922,
            -13477
        ],
        [
            1.872151,
            2.100832,
            1.701559,
            1.938312,
            2.255715,
            1.700607
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            68.965517,
            69.767442,
            68.181818,
            68.965517,
            69.767442,
            68.181818
        ],
        [
            0.842468,
            0.910361,
            0.794061,
            0.87224,
            0.977476,
            0.793617
        ],
        [
            31329,
            23713,
            31329,
            31901,
            31712,
            31901
        ],
        [
            -11203,
            -6127,
            -11203,
            -11547,
            -6762,
            -11547
        ],
        [
            282,
            276,
            289,
            282,
            276,
            289
        ],
        [
            149,
            139,
            160,
            149,
            139,
            160
        ],
        [
            578,
            591,
            566,
            578,
            591,
            566
        ],
        [
            24609,
            11874,
            12735,
            24609,
            11874,
            12735
        ],
        [
            4.874232,
            4.874232,
            7.884648,
            4.874232,
            4.874232,
            7.884649
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549487,
            360507,
            297298,
            532450,
            392145,
            290953
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752867900000,
    "first_datapoint_time": 1752931500000,
    "last_datapoint_time": 1760367600000,
    "evaluation_time": 1760367833637,
    "expiration_time": 1766847600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    }
}

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)