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Trade: LTC/USDT/5/ALMA/T3/8820

Strategy
LTC/USDT/5/ALMA/T3/8820
Pair
LTC_USDT
Interval
5m
Score
460704
Daily Profit
0.470754
Profit Factor
3.622861
Profitability
68.750000
Streak
3.280856
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-30 16:59
Expiration Time
2025-12-14 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62273.4088 43837.6948 18435.7141 79370.1491 50336.0549 29034.0942
Total P&L (%) 62.2734 43.8377 18.4357 79.3701 50.3361 29.0341
Avg Daily Profit (%) 0.7174 0.505 0.2124 0.6753 0.4708 0.2941
Buy And Hold Return (%) 19.5702 19.5702 19.5702 19.5702 19.5702 19.5702
Max Trade Drawdown -10334 -7744 -10468 -17271 -12491 -14363
Profit Factor 2.3307 4.7723 1.5241 2.1823 3.6229 1.6056
Total Trades 63 32 31 63 32 31
Winning Trades 40 22 18 40 22 18
Losing Trades 23 10 13 23 10 13
Profitability (%) 63.4921 68.75 58.0645 63.4921 68.75 58.0645
Ratio Avg Win / Avg Loss 1.3402 2.1692 1.1007 1.2548 1.6468 1.1596
Largest Winning Trade 12490 12490 8511 14336 13275 14336
Largest Losing Trade -7002 -3730 -7002 -9717 -6019 -9717
Avg Bars in Trades 380 346 414 380 346 414
Avg Bars in Winners 332 341 321 332 341 321
Avg Bars in Losers 463 357 544 463 357 544
Bars Traded 23944 11086 12858 23944 11086 12858
Profit Streak 1.767 3.2809 0 1.767 3.2809 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141058 446880 -157538 -140928 460704 -5915
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751740800000,
    "first_datapoint_time": 1751874900000,
    "last_datapoint_time": 1759240500000,
    "evaluation_time": 1759240765934,
    "expiration_time": 1765720500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 235,
            "offset": 213,
            "a": 0.03026
        }
    }
}
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": [
        [
            62273.4088293862,
            43837.6947555008,
            18435.7140738853,
            79370.1491116918,
            50336.0548628605,
            29034.0942488313
        ],
        [
            62.273409,
            43.837695,
            18.435714,
            79.370149,
            50.336055,
            29.034094
        ],
        [
            0.717353,
            0.504984,
            0.212369,
            0.675328,
            0.470754,
            0.294069
        ],
        [
            19.570161,
            19.570161,
            19.570161,
            19.570161,
            19.570161,
            19.570161
        ],
        [
            -10334,
            -7744,
            -10468,
            -17271,
            -12491,
            -14363
        ],
        [
            2.330702,
            4.772256,
            1.524094,
            2.182266,
            3.622861,
            1.6056
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            63.492063,
            68.75,
            58.064516,
            63.492063,
            68.75,
            58.064516
        ],
        [
            1.340154,
            2.169207,
            1.100735,
            1.254803,
            1.646755,
            1.1596
        ],
        [
            12490,
            12490,
            8511,
            14336,
            13275,
            14336
        ],
        [
            -7002,
            -3730,
            -7002,
            -9717,
            -6019,
            -9717
        ],
        [
            380,
            346,
            414,
            380,
            346,
            414
        ],
        [
            332,
            341,
            321,
            332,
            341,
            321
        ],
        [
            463,
            357,
            544,
            463,
            357,
            544
        ],
        [
            23944,
            11086,
            12858,
            23944,
            11086,
            12858
        ],
        [
            1.766967,
            3.280856,
            0,
            1.766967,
            3.280856,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141058,
            446880,
            -157538,
            -140928,
            460704,
            -5915
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751740800000,
    "first_datapoint_time": 1751874900000,
    "last_datapoint_time": 1759240500000,
    "evaluation_time": 1759240765934,
    "expiration_time": 1765720500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 235,
            "offset": 213,
            "a": 0.03026
        }
    }
}

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)