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Trade: LTC/USDT/15/MIDPRICE/BBM/8379

Strategy
LTC/USDT/15/MIDPRICE/BBM/8379
Pair
LTC_USDT
Interval
15m
Score
308044
Daily Profit
0.362236
Profit Factor
1.364743
Profitability
65.140845
Streak
2.312616
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 13:45
Expiration Time
2025-12-23 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94333.3898 56773.4423 37559.9475 119041.0774 74750.2335 44290.8439
Total P&L (%) 94.3334 56.7734 37.5599 119.0411 74.7502 44.2908
Avg Daily Profit (%) 0.3622 0.218 0.1442 0.3015 0.2146 0.1409
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33269 -21812 -26444 -54937 -31036 -39884
Profit Factor 1.3647 1.4482 1.2846 1.344 1.4464 1.248
Total Trades 284 142 142 284 142 142
Winning Trades 185 96 89 185 96 89
Losing Trades 99 46 53 99 46 53
Profitability (%) 65.1408 67.6056 62.6761 65.1408 67.6056 62.6761
Ratio Avg Win / Avg Loss 0.7303 0.6939 0.765 0.7192 0.6931 0.7432
Largest Winning Trade 9135 9135 6246 9782 9255 9782
Largest Losing Trade -21812 -21812 -9367 -19691 -19691 -17069
Avg Bars in Trades 87 88 85 87 88 85
Avg Bars in Winners 61 62 59 61 62 59
Avg Bars in Losers 135 142 129 135 142 129
Bars Traded 24724 12541 12183 24724 12541 12183
Profit Streak 2.3126 2.3126 4.3959 2.3126 2.3126 4.3959
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308044 184900 -3501 284812 215180 -7571
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737506700000,
    "first_datapoint_time": 1737627300000,
    "last_datapoint_time": 1760005800000,
    "evaluation_time": 1760006710029,
    "expiration_time": 1766485800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 135,
            "offset": 0,
            "std": 3.17171
        }
    }
}
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": [
        [
            94333.3898188129,
            56773.4422813468,
            37559.947537466,
            119041.0773729995,
            74750.2334900705,
            44290.843882929
        ],
        [
            94.33339,
            56.773442,
            37.559948,
            119.041077,
            74.750233,
            44.290844
        ],
        [
            0.362236,
            0.218007,
            0.144228,
            0.30154,
            0.214571,
            0.140895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33269,
            -21812,
            -26444,
            -54937,
            -31036,
            -39884
        ],
        [
            1.364743,
            1.448242,
            1.284605,
            1.344027,
            1.446392,
            1.248033
        ],
        [
            284,
            142,
            142,
            284,
            142,
            142
        ],
        [
            185,
            96,
            89,
            185,
            96,
            89
        ],
        [
            99,
            46,
            53,
            99,
            46,
            53
        ],
        [
            65.140845,
            67.605634,
            62.676056,
            65.140845,
            67.605634,
            62.676056
        ],
        [
            0.730322,
            0.693949,
            0.76499,
            0.719236,
            0.693063,
            0.743211
        ],
        [
            9135,
            9135,
            6246,
            9782,
            9255,
            9782
        ],
        [
            -21812,
            -21812,
            -9367,
            -19691,
            -19691,
            -17069
        ],
        [
            87,
            88,
            85,
            87,
            88,
            85
        ],
        [
            61,
            62,
            59,
            61,
            62,
            59
        ],
        [
            135,
            142,
            129,
            135,
            142,
            129
        ],
        [
            24724,
            12541,
            12183,
            24724,
            12541,
            12183
        ],
        [
            2.312616,
            2.312616,
            4.395949,
            2.312616,
            2.312616,
            4.395949
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308044,
            184900,
            -3501,
            284812,
            215180,
            -7571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737506700000,
    "first_datapoint_time": 1737627300000,
    "last_datapoint_time": 1760005800000,
    "evaluation_time": 1760006710029,
    "expiration_time": 1766485800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 135,
            "offset": 0,
            "std": 3.17171
        }
    }
}

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)