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Trade: LTC/USDT/5/BBM/KCB/4063

Strategy
LTC/USDT/5/BBM/KCB/4063
Pair
LTC_USDT
Interval
5m
Score
343359
Daily Profit
0.521774
Profit Factor
1.586343
Profitability
60.000000
Streak
3.168023
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 20:51
Expiration Time
2025-12-26 19:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 45295.2143 25193.537 20101.6772 49104.1246 25337.8319 23766.2927
Total P&L (%) 45.2952 25.1935 20.1017 49.1041 25.3378 23.7663
Avg Daily Profit (%) 0.5218 0.2902 0.2316 0.4612 0.2605 0.2459
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20354 -9314 -15784 -24063 -10804 -18685
Profit Factor 1.5863 1.7975 1.4403 1.5401 1.6805 1.4427
Total Trades 100 50 50 100 50 50
Winning Trades 60 31 29 60 31 29
Losing Trades 40 19 21 40 19 21
Profitability (%) 60 62 58 60 62 58
Ratio Avg Win / Avg Loss 1.0576 1.1017 1.0429 1.0268 1.03 1.0447
Largest Winning Trade 16147 12595 16147 20729 12595 20729
Largest Losing Trade -12180 -4552 -12180 -14907 -5601 -14907
Avg Bars in Trades 242 229 255 242 229 255
Avg Bars in Winners 170 156 185 170 156 185
Avg Bars in Losers 349 347 351 349 347 351
Bars Traded 24229 11468 12761 24229 11468 12761
Profit Streak 3.168 3.8868 3.168 3.168 3.8868 3.168
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343359 -173341 -179943 326752 -174086 -177362
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752791700000,
    "first_datapoint_time": 1752861900000,
    "last_datapoint_time": 1760291400000,
    "evaluation_time": 1760291517167,
    "expiration_time": 1766771400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 241,
            "offset": 0,
            "std": 3.33061
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            45295.2142568214,
            25193.5370091671,
            20101.6772476543,
            49104.1245632948,
            25337.8318824818,
            23766.292680813
        ],
        [
            45.295214,
            25.193537,
            20.101677,
            49.104125,
            25.337832,
            23.766293
        ],
        [
            0.521774,
            0.290215,
            0.231559,
            0.461232,
            0.260496,
            0.245924
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20354,
            -9314,
            -15784,
            -24063,
            -10804,
            -18685
        ],
        [
            1.586343,
            1.797481,
            1.440257,
            1.540127,
            1.680516,
            1.442749
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            60,
            62,
            58,
            60,
            62,
            58
        ],
        [
            1.057562,
            1.101682,
            1.042945,
            1.026751,
            1.029994,
            1.044749
        ],
        [
            16147,
            12595,
            16147,
            20729,
            12595,
            20729
        ],
        [
            -12180,
            -4552,
            -12180,
            -14907,
            -5601,
            -14907
        ],
        [
            242,
            229,
            255,
            242,
            229,
            255
        ],
        [
            170,
            156,
            185,
            170,
            156,
            185
        ],
        [
            349,
            347,
            351,
            349,
            347,
            351
        ],
        [
            24229,
            11468,
            12761,
            24229,
            11468,
            12761
        ],
        [
            3.168023,
            3.886773,
            3.168023,
            3.168023,
            3.886773,
            3.168023
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343359,
            -173341,
            -179943,
            326752,
            -174086,
            -177362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752791700000,
    "first_datapoint_time": 1752861900000,
    "last_datapoint_time": 1760291400000,
    "evaluation_time": 1760291517167,
    "expiration_time": 1766771400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 241,
            "offset": 0,
            "std": 3.33061
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 235,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)