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Trade: LTC/USDT/15/DCL/MIDPOINT/7042

Strategy
LTC/USDT/15/DCL/MIDPOINT/7042
Pair
LTC_USDT
Interval
15m
Score
316792
Daily Profit
0.258828
Profit Factor
1.279039
Profitability
59.069767
Streak
7.834483
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 18:16
Expiration Time
2025-12-25 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 67404.0675 47396.0575 20008.01 66211.9696 41713.5855 24498.3841
Total P&L (%) 67.4041 47.3961 20.008 66.212 41.7136 24.4984
Avg Daily Profit (%) 0.2588 0.182 0.0768 0.1953 0.134 0.0842
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40495 -41750 -29715 -51369 -52636 -37019
Profit Factor 1.279 1.3179 1.2164 1.2229 1.2225 1.2235
Total Trades 215 107 108 215 107 108
Winning Trades 127 61 66 127 61 66
Losing Trades 88 46 42 88 46 42
Profitability (%) 59.0698 57.0093 61.1111 59.0698 57.0093 61.1111
Ratio Avg Win / Avg Loss 0.8863 0.9938 0.7741 0.8473 0.9219 0.7786
Largest Winning Trade 17473 17473 5759 17619 17619 6880
Largest Losing Trade -16880 -16880 -9905 -21052 -21052 -14647
Avg Bars in Trades 113 175 52 113 175 52
Avg Bars in Winners 91 136 50 91 136 50
Avg Bars in Losers 144 226 55 144 226 55
Bars Traded 24401 18764 5637 24401 18764 5637
Profit Streak 7.8345 7.8345 7.8762 7.8345 7.8345 7.8762
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316792 173074 -98006 282020 -17933 -85173
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737696600000,
    "first_datapoint_time": 1737903600000,
    "last_datapoint_time": 1760195700000,
    "evaluation_time": 1760195799343,
    "expiration_time": 1766675700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 231,
            "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": [
        [
            67404.0675448756,
            47396.0575465916,
            20008.0099982841,
            66211.969605964,
            41713.5854659743,
            24498.3841399895
        ],
        [
            67.404068,
            47.396058,
            20.00801,
            66.21197,
            41.713585,
            24.498384
        ],
        [
            0.258828,
            0.181999,
            0.07683,
            0.195296,
            0.133965,
            0.084177
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40495,
            -41750,
            -29715,
            -51369,
            -52636,
            -37019
        ],
        [
            1.279039,
            1.317854,
            1.216431,
            1.222852,
            1.222477,
            1.223493
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            127,
            61,
            66,
            127,
            61,
            66
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            59.069767,
            57.009346,
            61.111111,
            59.069767,
            57.009346,
            61.111111
        ],
        [
            0.886263,
            0.993791,
            0.774093,
            0.84733,
            0.921868,
            0.778587
        ],
        [
            17473,
            17473,
            5759,
            17619,
            17619,
            6880
        ],
        [
            -16880,
            -16880,
            -9905,
            -21052,
            -21052,
            -14647
        ],
        [
            113,
            175,
            52,
            113,
            175,
            52
        ],
        [
            91,
            136,
            50,
            91,
            136,
            50
        ],
        [
            144,
            226,
            55,
            144,
            226,
            55
        ],
        [
            24401,
            18764,
            5637,
            24401,
            18764,
            5637
        ],
        [
            7.834483,
            7.834483,
            7.87615,
            7.834483,
            7.834483,
            7.87615
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316792,
            173074,
            -98006,
            282020,
            -17933,
            -85173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737696600000,
    "first_datapoint_time": 1737903600000,
    "last_datapoint_time": 1760195700000,
    "evaluation_time": 1760195799343,
    "expiration_time": 1766675700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 231,
            "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)