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Trade: LTC/USDT/15/SSF/SMA/2163

Strategy
LTC/USDT/15/SSF/SMA/2163
Pair
LTC_USDT
Interval
15m
Score
469349
Daily Profit
0.406431
Profit Factor
1.609399
Profitability
68.421053
Streak
5.629241
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 12:21
Expiration Time
2025-12-18 11:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 105842.8273 56673.059 49169.7683 149456.0649 75489.6118 73966.4531
Total P&L (%) 105.8428 56.6731 49.1698 149.4561 75.4896 73.9665
Avg Daily Profit (%) 0.4064 0.2176 0.1888 0.3516 0.2162 0.2128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30769 -29959 -19012 -32100 -35731 -16844
Profit Factor 1.6094 1.602 1.6181 1.738 1.6994 1.782
Total Trades 152 76 76 152 76 76
Winning Trades 104 54 50 104 54 50
Losing Trades 48 22 26 48 22 26
Profitability (%) 68.4211 71.0526 65.7895 68.4211 71.0526 65.7895
Ratio Avg Win / Avg Loss 0.7428 0.6527 0.8414 0.8021 0.6923 0.9266
Largest Winning Trade 11538 11538 7347 15483 12904 15483
Largest Losing Trade -19120 -19120 -10055 -19755 -19755 -13881
Avg Bars in Trades 159 154 164 159 154 164
Avg Bars in Winners 128 127 129 128 127 129
Avg Bars in Losers 226 220 230 226 220 230
Bars Traded 24239 11759 12480 24239 11759 12480
Profit Streak 5.6292 7.1292 5.6292 5.6292 7.1292 5.6292
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469349 -39558 -41421 461420 -38494 -39492
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737070200000,
    "first_datapoint_time": 1737270000000,
    "last_datapoint_time": 1759569300000,
    "evaluation_time": 1759569666402,
    "expiration_time": 1766049300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 190,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 223,
            "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": [
        [
            105842.8273199151,
            56673.0590090002,
            49169.768310915,
            149456.0648500329,
            75489.6117913265,
            73966.4530587064
        ],
        [
            105.842827,
            56.673059,
            49.169768,
            149.456065,
            75.489612,
            73.966453
        ],
        [
            0.406431,
            0.217622,
            0.188809,
            0.351632,
            0.216196,
            0.212841
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30769,
            -29959,
            -19012,
            -32100,
            -35731,
            -16844
        ],
        [
            1.609399,
            1.602011,
            1.618142,
            1.737966,
            1.699389,
            1.781988
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            68.421053,
            71.052632,
            65.789474,
            68.421053,
            71.052632,
            65.789474
        ],
        [
            0.742799,
            0.652671,
            0.841434,
            0.802138,
            0.692344,
            0.926634
        ],
        [
            11538,
            11538,
            7347,
            15483,
            12904,
            15483
        ],
        [
            -19120,
            -19120,
            -10055,
            -19755,
            -19755,
            -13881
        ],
        [
            159,
            154,
            164,
            159,
            154,
            164
        ],
        [
            128,
            127,
            129,
            128,
            127,
            129
        ],
        [
            226,
            220,
            230,
            226,
            220,
            230
        ],
        [
            24239,
            11759,
            12480,
            24239,
            11759,
            12480
        ],
        [
            5.629241,
            7.129241,
            5.629241,
            5.629241,
            7.129241,
            5.629241
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469349,
            -39558,
            -41421,
            461420,
            -38494,
            -39492
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737070200000,
    "first_datapoint_time": 1737270000000,
    "last_datapoint_time": 1759569300000,
    "evaluation_time": 1759569666402,
    "expiration_time": 1766049300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 190,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 223,
            "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)