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Trade: LTC/USDT/15/LINREG/KCB/2678

Strategy
LTC/USDT/15/LINREG/KCB/2678
Pair
LTC_USDT
Interval
15m
Score
371123
Daily Profit
0.307230
Profit Factor
1.465711
Profitability
67.153285
Streak
7.121060
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 03:24
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 80008.7523 50814.9333 29193.819 90974.7234 54392.9317 36581.7917
Total P&L (%) 80.0088 50.8149 29.1938 90.9747 54.3929 36.5818
Avg Daily Profit (%) 0.3072 0.1951 0.1121 0.2487 0.1669 0.1198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33931 -27156 -29976 -33127 -27080 -28110
Profit Factor 1.4657 1.6227 1.3237 1.5209 1.6487 1.4028
Total Trades 137 68 69 137 68 69
Winning Trades 92 44 48 92 44 48
Losing Trades 45 24 21 45 24 21
Profitability (%) 67.1533 64.7059 69.5652 67.1533 64.7059 69.5652
Ratio Avg Win / Avg Loss 0.7169 0.8851 0.5791 0.7439 0.8993 0.6137
Largest Winning Trade 10571 10571 8042 13141 13141 10871
Largest Losing Trade -22388 -16614 -22388 -22719 -14377 -22719
Avg Bars in Trades 178 182 174 178 182 174
Avg Bars in Winners 127 123 131 127 123 131
Avg Bars in Losers 283 290 275 283 290 275
Bars Traded 24446 12379 12067 24446 12379 12067
Profit Streak 7.1211 9.7981 7.1211 7.1211 9.7981 7.1211
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371123 -101410 -147813 365259 -101362 -136433
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": 1736435700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758932659588,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            80008.752310768,
            50814.9333303104,
            29193.8189804575,
            90974.7233653822,
            54392.9316703912,
            36581.791694991
        ],
        [
            80.008752,
            50.814933,
            29.193819,
            90.974723,
            54.392932,
            36.581792
        ],
        [
            0.30723,
            0.195127,
            0.112103,
            0.248742,
            0.16692,
            0.119783
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33931,
            -27156,
            -29976,
            -33127,
            -27080,
            -28110
        ],
        [
            1.465711,
            1.622741,
            1.323655,
            1.520853,
            1.648735,
            1.402793
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            67.153285,
            64.705882,
            69.565217,
            67.153285,
            64.705882,
            69.565217
        ],
        [
            0.716924,
            0.885132,
            0.579099,
            0.743895,
            0.89931,
            0.613722
        ],
        [
            10571,
            10571,
            8042,
            13141,
            13141,
            10871
        ],
        [
            -22388,
            -16614,
            -22388,
            -22719,
            -14377,
            -22719
        ],
        [
            178,
            182,
            174,
            178,
            182,
            174
        ],
        [
            127,
            123,
            131,
            127,
            123,
            131
        ],
        [
            283,
            290,
            275,
            283,
            290,
            275
        ],
        [
            24446,
            12379,
            12067,
            24446,
            12379,
            12067
        ],
        [
            7.12106,
            9.798143,
            7.12106,
            7.12106,
            9.798143,
            7.12106
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371123,
            -101410,
            -147813,
            365259,
            -101362,
            -136433
        ]
    ]
}
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": 1736435700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758932659588,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 232,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)