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Trade: LTC/USDT/15/TEMA/MIDPRICE/4986

Strategy
LTC/USDT/15/TEMA/MIDPRICE/4986
Pair
LTC_USDT
Interval
15m
Score
399175
Daily Profit
0.309056
Profit Factor
1.588415
Profitability
66.990291
Streak
8.864942
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 00:00
Expiration Time
2025-12-19 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131851.8407 73865.6151 57986.2256 213327.8421 123357.2415 89970.6006
Total P&L (%) 131.8518 73.8656 57.9862 213.3278 123.3572 89.9706
Avg Daily Profit (%) 0.5063 0.2836 0.2227 0.4395 0.3091 0.2467
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33896 -20122 -20665 -55547 -36056 -35822
Profit Factor 1.5545 1.6248 1.485 1.4881 1.5884 1.3957
Total Trades 207 103 104 207 103 104
Winning Trades 134 69 65 134 69 65
Losing Trades 73 34 39 73 34 39
Profitability (%) 64.7343 66.9903 62.5 64.7343 66.9903 62.5
Ratio Avg Win / Avg Loss 0.8469 0.8006 0.891 0.8107 0.7827 0.8374
Largest Winning Trade 12630 12630 7969 25819 25819 20052
Largest Losing Trade -14168 -14168 -12321 -26118 -26118 -25970
Avg Bars in Trades 119 112 126 119 112 126
Avg Bars in Winners 87 88 85 87 88 85
Avg Bars in Losers 178 159 194 178 159 194
Bars Traded 24674 11552 13122 24674 11552 13122
Profit Streak 1.4274 8.8649 1.4274 1.4274 8.8649 1.4274
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346776 395625 141640 311620 399175 158212
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737198000000,
    "first_datapoint_time": 1737413100000,
    "last_datapoint_time": 1759697100000,
    "evaluation_time": 1759698030992,
    "expiration_time": 1766177100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "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": [
        [
            131851.8407003607,
            73865.6151110811,
            57986.2255892797,
            213327.842066702,
            123357.2414852567,
            89970.6005814456
        ],
        [
            131.851841,
            73.865615,
            57.986226,
            213.327842,
            123.357241,
            89.970601
        ],
        [
            0.506305,
            0.28364,
            0.222664,
            0.439516,
            0.309056,
            0.246713
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33896,
            -20122,
            -20665,
            -55547,
            -36056,
            -35822
        ],
        [
            1.554512,
            1.624776,
            1.485026,
            1.488121,
            1.588415,
            1.395657
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            134,
            69,
            65,
            134,
            69,
            65
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            64.7343,
            66.990291,
            62.5,
            64.7343,
            66.990291,
            62.5
        ],
        [
            0.846861,
            0.800614,
            0.891016,
            0.810693,
            0.782697,
            0.837394
        ],
        [
            12630,
            12630,
            7969,
            25819,
            25819,
            20052
        ],
        [
            -14168,
            -14168,
            -12321,
            -26118,
            -26118,
            -25970
        ],
        [
            119,
            112,
            126,
            119,
            112,
            126
        ],
        [
            87,
            88,
            85,
            87,
            88,
            85
        ],
        [
            178,
            159,
            194,
            178,
            159,
            194
        ],
        [
            24674,
            11552,
            13122,
            24674,
            11552,
            13122
        ],
        [
            1.427442,
            8.864942,
            1.427442,
            1.427442,
            8.864942,
            1.427442
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346776,
            395625,
            141640,
            311620,
            399175,
            158212
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737198000000,
    "first_datapoint_time": 1737413100000,
    "last_datapoint_time": 1759697100000,
    "evaluation_time": 1759698030992,
    "expiration_time": 1766177100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "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)