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Trade: LTC/USDT/15/SSF/MIDPRICE/1901

Strategy
LTC/USDT/15/SSF/MIDPRICE/1901
Pair
LTC_USDT
Interval
15m
Score
347247
Daily Profit
0.289993
Profit Factor
1.245388
Profitability
51.372549
Streak
4.701996
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 18:35
Expiration Time
2025-12-20 17:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 75520.0297 49185.7603 26334.2694 72900.7033 44804.3638 28096.3395
Total P&L (%) 75.52 49.1858 26.3343 72.9007 44.8044 28.0963
Avg Daily Profit (%) 0.29 0.1889 0.1011 0.2105 0.1423 0.0951
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43080 -25472 -37576 -45033 -34670 -41312
Profit Factor 1.2454 1.3185 1.1717 1.2212 1.2728 1.1699
Total Trades 255 127 128 255 127 128
Winning Trades 131 68 63 131 68 63
Losing Trades 124 59 65 124 59 65
Profitability (%) 51.3725 53.5433 49.2188 51.3725 53.5433 49.2188
Ratio Avg Win / Avg Loss 1.1788 1.144 1.2089 1.1559 1.1043 1.2071
Largest Winning Trade 16775 15199 16775 16882 14016 16882
Largest Losing Trade -24342 -24342 -10472 -29007 -29007 -13363
Avg Bars in Trades 95 86 104 95 86 104
Avg Bars in Winners 109 103 116 109 103 116
Avg Bars in Losers 80 68 92 80 68 92
Bars Traded 24385 11038 13347 24385 11038 13347
Profit Streak 4.702 5.3166 4.702 4.702 5.3166 4.702
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347247 243577 -94030 317453 -4553 -103877
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737265500000,
    "first_datapoint_time": 1737478800000,
    "last_datapoint_time": 1759764600000,
    "evaluation_time": 1759764952456,
    "expiration_time": 1766244600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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": [
        [
            75520.0296851811,
            49185.7603262922,
            26334.269358889,
            72900.7032752337,
            44804.3637633642,
            28096.3395118696
        ],
        [
            75.52003,
            49.18576,
            26.334269,
            72.900703,
            44.804364,
            28.09634
        ],
        [
            0.289993,
            0.188871,
            0.101122,
            0.210477,
            0.142261,
            0.095127
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43080,
            -25472,
            -37576,
            -45033,
            -34670,
            -41312
        ],
        [
            1.245388,
            1.318508,
            1.171747,
            1.221174,
            1.27277,
            1.16992
        ],
        [
            255,
            127,
            128,
            255,
            127,
            128
        ],
        [
            131,
            68,
            63,
            131,
            68,
            63
        ],
        [
            124,
            59,
            65,
            124,
            59,
            65
        ],
        [
            51.372549,
            53.543307,
            49.21875,
            51.372549,
            53.543307,
            49.21875
        ],
        [
            1.17884,
            1.143999,
            1.208945,
            1.155921,
            1.104315,
            1.20706
        ],
        [
            16775,
            15199,
            16775,
            16882,
            14016,
            16882
        ],
        [
            -24342,
            -24342,
            -10472,
            -29007,
            -29007,
            -13363
        ],
        [
            95,
            86,
            104,
            95,
            86,
            104
        ],
        [
            109,
            103,
            116,
            109,
            103,
            116
        ],
        [
            80,
            68,
            92,
            80,
            68,
            92
        ],
        [
            24385,
            11038,
            13347,
            24385,
            11038,
            13347
        ],
        [
            4.701996,
            5.316579,
            4.701996,
            4.701996,
            5.316579,
            4.701996
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347247,
            243577,
            -94030,
            317453,
            -4553,
            -103877
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737265500000,
    "first_datapoint_time": 1737478800000,
    "last_datapoint_time": 1759764600000,
    "evaluation_time": 1759764952456,
    "expiration_time": 1766244600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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)