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Trade: LTC/USDT/60/WMA/KCU/9409

Strategy
LTC/USDT/60/WMA/KCU/9409
Pair
LTC_USDT
Interval
1h
Score
393148
Daily Profit
0.163710
Profit Factor
1.767521
Profitability
72.566372
Streak
68.822760
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 04:44
Expiration Time
2025-12-13 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 170531.5839 136358.7344 34172.8494 268522.8251 199465.2113 69057.6138
Total P&L (%) 170.5316 136.3587 34.1728 268.5228 199.4652 69.0576
Avg Daily Profit (%) 0.1637 0.1309 0.0328 0.1253 0.1054 0.0504
Buy And Hold Return (%) 39.0829 39.0829 39.0829 39.0829 39.0829 39.0829
Max Trade Drawdown -63694 -46762 -16931 -107178 -107213 -28385
Profit Factor 1.7675 1.8031 1.6521 1.5815 1.5582 1.6616
Total Trades 113 56 57 113 56 57
Winning Trades 82 40 42 82 40 42
Losing Trades 31 16 15 31 16 15
Profitability (%) 72.5664 71.4286 73.6842 72.5664 71.4286 73.6842
Ratio Avg Win / Avg Loss 0.6682 0.7213 0.59 0.5979 0.6233 0.5934
Largest Winning Trade 23222 23222 8094 40878 40878 24320
Largest Losing Trade -38223 -38223 -7387 -95349 -95349 -13500
Avg Bars in Trades 204 383 27 204 383 27
Avg Bars in Winners 96 179 16 96 179 16
Avg Bars in Losers 489 893 58 489 893 58
Bars Traded 23061 21484 1577 23061 21484 1577
Profit Streak 68.8228 87.6144 68.8228 68.8228 87.6144 68.8228
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393148 -196129 -490230 -20760 -229435 -309392
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669107600000,
    "first_datapoint_time": 1669755600000,
    "last_datapoint_time": 1759107600000,
    "evaluation_time": 1759110286488,
    "expiration_time": 1765587600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 181,
            "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": [
        [
            170531.5838518454,
            136358.734411381,
            34172.8494404645,
            268522.8251146221,
            199465.2112678983,
            69057.6138467237
        ],
        [
            170.531584,
            136.358734,
            34.172849,
            268.522825,
            199.465211,
            69.057614
        ],
        [
            0.16371,
            0.130904,
            0.032806,
            0.125294,
            0.105351,
            0.050419
        ],
        [
            39.082856,
            39.082856,
            39.082856,
            39.082856,
            39.082856,
            39.082856
        ],
        [
            -63694,
            -46762,
            -16931,
            -107178,
            -107213,
            -28385
        ],
        [
            1.767521,
            1.803149,
            1.652094,
            1.581543,
            1.558158,
            1.661603
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            72.566372,
            71.428571,
            73.684211,
            72.566372,
            71.428571,
            73.684211
        ],
        [
            0.668209,
            0.721259,
            0.590034,
            0.5979,
            0.623263,
            0.59343
        ],
        [
            23222,
            23222,
            8094,
            40878,
            40878,
            24320
        ],
        [
            -38223,
            -38223,
            -7387,
            -95349,
            -95349,
            -13500
        ],
        [
            204,
            383,
            27,
            204,
            383,
            27
        ],
        [
            96,
            179,
            16,
            96,
            179,
            16
        ],
        [
            489,
            893,
            58,
            489,
            893,
            58
        ],
        [
            23061,
            21484,
            1577,
            23061,
            21484,
            1577
        ],
        [
            68.82276,
            87.614427,
            68.82276,
            68.82276,
            87.614427,
            68.82276
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393148,
            -196129,
            -490230,
            -20760,
            -229435,
            -309392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669107600000,
    "first_datapoint_time": 1669755600000,
    "last_datapoint_time": 1759107600000,
    "evaluation_time": 1759110286488,
    "expiration_time": 1765587600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 181,
            "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)