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Trade: LTC/USDT/120/BBL/SINWMA/4689

Strategy
LTC/USDT/120/BBL/SINWMA/4689
Pair
LTC_USDT
Interval
2h
Score
350284
Daily Profit
0.153017
Profit Factor
1.467101
Profitability
57.978723
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 20:00
Expiration Time
2025-12-22 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 318785.2044 276358.1589 42427.0455 260016.1319 329203.5535 -69187.4216
Total P&L (%) 318.7852 276.3582 42.427 260.0161 329.2036 -69.1874
Avg Daily Profit (%) 0.153 0.1327 0.0204 0.0615 0.0699 -0.0565
Buy And Hold Return (%) 52.4291 52.4291 52.4291 52.4291 52.4291 52.4291
Max Trade Drawdown -100948 -104442 -64390 -372043 -320452 -229837
Profit Factor 1.4671 1.6476 1.1659 1.131 1.2667 0.9078
Total Trades 188 94 94 188 94 94
Winning Trades 109 59 50 109 59 50
Losing Trades 79 35 44 79 35 44
Profitability (%) 57.9787 62.766 53.1915 57.9787 62.766 53.1915
Ratio Avg Win / Avg Loss 1.0633 0.9774 1.026 0.8197 0.7515 0.7988
Largest Winning Trade 37872 37872 20954 87291 87291 64823
Largest Losing Trade -56862 -56862 -22310 -206501 -206501 -66393
Avg Bars in Trades 131 229 33 131 229 33
Avg Bars in Winners 106 169 32 106 169 32
Avg Bars in Losers 166 331 35 166 331 35
Bars Traded 24775 21597 3178 24775 21597 3178
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350284 -15395 -369342 -188203 -100456 -580667
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579874400000,
    "first_datapoint_time": 1581177600000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759942805948,
    "expiration_time": 1766419200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 2.18488
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "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": [
        [
            318785.2044354585,
            276358.1589121232,
            42427.0455233354,
            260016.1318956232,
            329203.5534630739,
            -69187.4215674509
        ],
        [
            318.785204,
            276.358159,
            42.427046,
            260.016132,
            329.203553,
            -69.187422
        ],
        [
            0.153017,
            0.132652,
            0.020365,
            0.061506,
            0.069949,
            -0.056492
        ],
        [
            52.429071,
            52.429071,
            52.429071,
            52.429071,
            52.429071,
            52.429071
        ],
        [
            -100948,
            -104442,
            -64390,
            -372043,
            -320452,
            -229837
        ],
        [
            1.467101,
            1.647575,
            1.165914,
            1.131036,
            1.266738,
            0.907765
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            109,
            59,
            50,
            109,
            59,
            50
        ],
        [
            79,
            35,
            44,
            79,
            35,
            44
        ],
        [
            57.978723,
            62.765957,
            53.191489,
            57.978723,
            62.765957,
            53.191489
        ],
        [
            1.063312,
            0.977375,
            1.026004,
            0.819742,
            0.751455,
            0.798833
        ],
        [
            37872,
            37872,
            20954,
            87291,
            87291,
            64823
        ],
        [
            -56862,
            -56862,
            -22310,
            -206501,
            -206501,
            -66393
        ],
        [
            131,
            229,
            33,
            131,
            229,
            33
        ],
        [
            106,
            169,
            32,
            106,
            169,
            32
        ],
        [
            166,
            331,
            35,
            166,
            331,
            35
        ],
        [
            24775,
            21597,
            3178,
            24775,
            21597,
            3178
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350284,
            -15395,
            -369342,
            -188203,
            -100456,
            -580667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579874400000,
    "first_datapoint_time": 1581177600000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759942805948,
    "expiration_time": 1766419200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 2.18488
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "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)