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Trade: LTC/USDT/60/JMA/KCB/6309

Strategy
LTC/USDT/60/JMA/KCB/6309
Pair
LTC_USDT
Interval
1h
Score
413821
Daily Profit
0.177217
Profit Factor
1.476071
Profitability
56.804734
Streak
24.191178
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 15:35
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 184602.0503 133723.397 50878.6533 229521.8242 182464.0262 47057.798
Total P&L (%) 184.6021 133.7234 50.8787 229.5218 182.464 47.0578
Avg Daily Profit (%) 0.1772 0.1284 0.0488 0.1145 0.0997 0.037
Buy And Hold Return (%) 28.6022 28.6022 28.6022 28.6022 28.6022 28.6022
Max Trade Drawdown -51713 -31546 -58896 -141759 -97837 -155043
Profit Factor 1.4761 1.8162 1.2272 1.3005 1.5803 1.1047
Total Trades 169 84 85 169 84 85
Winning Trades 96 51 45 96 51 45
Losing Trades 73 33 40 73 33 40
Profitability (%) 56.8047 60.7143 52.9412 56.8047 60.7143 52.9412
Ratio Avg Win / Avg Loss 1.1224 1.1752 1.0909 0.9889 1.0226 0.982
Largest Winning Trade 27010 27010 22708 46720 46720 43423
Largest Losing Trade -47845 -22201 -47845 -125281 -56093 -125281
Avg Bars in Trades 146 144 148 146 144 148
Avg Bars in Winners 127 128 126 127 128 126
Avg Bars in Losers 171 170 172 171 170 172
Bars Traded 24746 12147 12599 24746 12147 12599
Profit Streak 24.1912 115.2328 24.1912 24.1912 115.2328 24.1912
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413821 -18130 -135322 -38389 -55646 -258631
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": 1671098400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760272517828,
    "expiration_time": 1766750400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 131,
            "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": [
        [
            184602.0503007054,
            133723.3970460145,
            50878.6532546908,
            229521.8241936034,
            182464.0261515418,
            47057.7980420618
        ],
        [
            184.60205,
            133.723397,
            50.878653,
            229.521824,
            182.464026,
            47.057798
        ],
        [
            0.177217,
            0.128374,
            0.048843,
            0.114543,
            0.099734,
            0.03703
        ],
        [
            28.602151,
            28.602151,
            28.602151,
            28.602151,
            28.602151,
            28.602151
        ],
        [
            -51713,
            -31546,
            -58896,
            -141759,
            -97837,
            -155043
        ],
        [
            1.476071,
            1.816194,
            1.227214,
            1.300468,
            1.580337,
            1.104696
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            96,
            51,
            45,
            96,
            51,
            45
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            56.804734,
            60.714286,
            52.941176,
            56.804734,
            60.714286,
            52.941176
        ],
        [
            1.122429,
            1.175184,
            1.090857,
            0.988898,
            1.022571,
            0.981952
        ],
        [
            27010,
            27010,
            22708,
            46720,
            46720,
            43423
        ],
        [
            -47845,
            -22201,
            -47845,
            -125281,
            -56093,
            -125281
        ],
        [
            146,
            144,
            148,
            146,
            144,
            148
        ],
        [
            127,
            128,
            126,
            127,
            128,
            126
        ],
        [
            171,
            170,
            172,
            171,
            170,
            172
        ],
        [
            24746,
            12147,
            12599,
            24746,
            12147,
            12599
        ],
        [
            24.191178,
            115.232845,
            24.191178,
            24.191179,
            115.232845,
            24.191179
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413821,
            -18130,
            -135322,
            -38389,
            -55646,
            -258631
        ]
    ]
}
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": 1671098400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760272517828,
    "expiration_time": 1766750400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 131,
            "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)