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Trade: LTC/USDT/15/BBM/EMA/6135

Strategy
LTC/USDT/15/BBM/EMA/6135
Pair
LTC_USDT
Interval
15m
Score
413217
Daily Profit
0.345971
Profit Factor
1.541245
Profitability
63.333333
Streak
5.435185
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 07:41
Expiration Time
2025-12-18 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90097.8237 48672.9065 41424.9172 117839.2427 59421.1255 58418.1171
Total P&L (%) 90.0978 48.6729 41.4249 117.8392 59.4211 58.4181
Avg Daily Profit (%) 0.346 0.1869 0.1591 0.2994 0.1792 0.1768
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29826 -30118 -16186 -35002 -38270 -26167
Profit Factor 1.5412 1.5097 1.5838 1.5238 1.4553 1.6185
Total Trades 150 75 75 150 75 75
Winning Trades 95 44 51 95 44 51
Losing Trades 55 31 24 55 31 24
Profitability (%) 63.3333 58.6667 68 63.3333 58.6667 68
Ratio Avg Win / Avg Loss 0.8923 1.0636 0.7453 0.8822 1.0253 0.7616
Largest Winning Trade 12264 12264 6834 18153 18153 11724
Largest Losing Trade -14364 -14364 -11530 -17062 -17062 -16288
Avg Bars in Trades 161 161 160 161 161 160
Avg Bars in Winners 118 114 122 118 114 122
Avg Bars in Losers 234 228 241 234 228 241
Bars Traded 24201 12138 12063 24201 12138 12063
Profit Streak 5.4352 6.6539 5.4352 5.4352 6.6539 5.4352
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413217 -48366 -49707 395063 -48018 -48097
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737053100000,
    "first_datapoint_time": 1737236700000,
    "last_datapoint_time": 1759552200000,
    "evaluation_time": 1759552899969,
    "expiration_time": 1766032200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 1.32323
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 205,
            "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": [
        [
            90097.823714139,
            48672.9065221345,
            41424.9171920044,
            117839.2426524257,
            59421.1255431542,
            58418.1171092716
        ],
        [
            90.097824,
            48.672907,
            41.424917,
            117.839243,
            59.421126,
            58.418117
        ],
        [
            0.345971,
            0.186902,
            0.15907,
            0.299421,
            0.179248,
            0.17682
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29826,
            -30118,
            -16186,
            -35002,
            -38270,
            -26167
        ],
        [
            1.541245,
            1.509652,
            1.583762,
            1.523831,
            1.455328,
            1.618475
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            55,
            31,
            24,
            55,
            31,
            24
        ],
        [
            63.333333,
            58.666667,
            68,
            63.333333,
            58.666667,
            68
        ],
        [
            0.8923,
            1.063619,
            0.7453,
            0.882218,
            1.025345,
            0.761635
        ],
        [
            12264,
            12264,
            6834,
            18153,
            18153,
            11724
        ],
        [
            -14364,
            -14364,
            -11530,
            -17062,
            -17062,
            -16288
        ],
        [
            161,
            161,
            160,
            161,
            161,
            160
        ],
        [
            118,
            114,
            122,
            118,
            114,
            122
        ],
        [
            234,
            228,
            241,
            234,
            228,
            241
        ],
        [
            24201,
            12138,
            12063,
            24201,
            12138,
            12063
        ],
        [
            5.435185,
            6.653935,
            5.435185,
            5.435185,
            6.653935,
            5.435185
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413217,
            -48366,
            -49707,
            395063,
            -48018,
            -48097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737053100000,
    "first_datapoint_time": 1737236700000,
    "last_datapoint_time": 1759552200000,
    "evaluation_time": 1759552899969,
    "expiration_time": 1766032200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 92,
            "offset": 0,
            "std": 1.32323
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 205,
            "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)