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Trade: LTC/USDT/15/BBU/ALMA/1821

Strategy
LTC/USDT/15/BBU/ALMA/1821
Pair
LTC_USDT
Interval
15m
Score
414458
Daily Profit
0.379191
Profit Factor
1.541100
Profitability
64.625850
Streak
10.359546
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 05:07
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98749.0328 59973.697 38775.3358 127972.0709 71847.991 56124.0799
Total P&L (%) 98.749 59.9737 38.7753 127.9721 71.848 56.1241
Avg Daily Profit (%) 0.3792 0.2303 0.1489 0.3169 0.2081 0.1712
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50130 -21647 -36963 -50419 -24329 -37646
Profit Factor 1.5411 1.788 1.3645 1.6212 1.8669 1.4558
Total Trades 147 74 73 147 74 73
Winning Trades 95 49 46 95 49 46
Losing Trades 52 25 27 52 25 27
Profitability (%) 64.6259 66.2162 63.0137 64.6259 66.2162 63.0137
Ratio Avg Win / Avg Loss 0.8435 0.9123 0.8009 0.8874 0.9525 0.8545
Largest Winning Trade 13072 13072 11038 17173 12759 17173
Largest Losing Trade -23111 -15436 -23111 -27328 -14196 -27328
Avg Bars in Trades 168 103 233 168 103 233
Avg Bars in Winners 128 81 177 128 81 177
Avg Bars in Losers 241 147 328 241 147 328
Bars Traded 24749 7690 17059 24749 7690 17059
Profit Streak 10.3595 10.3595 12.37 10.3595 10.3595 12.37
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414458 -54549 -68104 409730 -53917 -64485
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736406000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758938864825,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 69,
            "offset": 0,
            "std": 1.31317
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 199,
            "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": [
        [
            98749.03279977,
            59973.6970058944,
            38775.3357938757,
            127972.0709424475,
            71847.9910191264,
            56124.0799233211
        ],
        [
            98.749033,
            59.973697,
            38.775336,
            127.972071,
            71.847991,
            56.12408
        ],
        [
            0.379191,
            0.230296,
            0.148895,
            0.316933,
            0.208127,
            0.171209
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50130,
            -21647,
            -36963,
            -50419,
            -24329,
            -37646
        ],
        [
            1.5411,
            1.788034,
            1.364459,
            1.621156,
            1.866909,
            1.45576
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            95,
            49,
            46,
            95,
            49,
            46
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            64.62585,
            66.216216,
            63.013699,
            64.62585,
            66.216216,
            63.013699
        ],
        [
            0.843549,
            0.912262,
            0.800878,
            0.88737,
            0.952505,
            0.854468
        ],
        [
            13072,
            13072,
            11038,
            17173,
            12759,
            17173
        ],
        [
            -23111,
            -15436,
            -23111,
            -27328,
            -14196,
            -27328
        ],
        [
            168,
            103,
            233,
            168,
            103,
            233
        ],
        [
            128,
            81,
            177,
            128,
            81,
            177
        ],
        [
            241,
            147,
            328,
            241,
            147,
            328
        ],
        [
            24749,
            7690,
            17059,
            24749,
            7690,
            17059
        ],
        [
            10.359546,
            10.359546,
            12.369963,
            10.359547,
            10.359547,
            12.369963
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414458,
            -54549,
            -68104,
            409730,
            -53917,
            -64485
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736406000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758938864825,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 69,
            "offset": 0,
            "std": 1.31317
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 199,
            "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)