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Trade: LTC/USDT/15/BBM/MIDPOINT/5096

Strategy
LTC/USDT/15/BBM/MIDPOINT/5096
Pair
LTC_USDT
Interval
15m
Score
343397
Daily Profit
0.247639
Profit Factor
1.483192
Profitability
58.771930
Streak
5.064220
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:47
Expiration Time
2025-12-20 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112965.0685 64490.1553 48474.9132 159053.3405 87090.7649 71962.5756
Total P&L (%) 112.9651 64.4902 48.4749 159.0533 87.0908 71.9626
Avg Daily Profit (%) 0.4338 0.2476 0.1861 0.3662 0.2408 0.2084
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35590 -20200 -26498 -55563 -35441 -41326
Profit Factor 1.4327 1.4832 1.3799 1.3595 1.396 1.3233
Total Trades 229 114 115 229 114 115
Winning Trades 132 67 65 132 67 65
Losing Trades 97 47 50 97 47 50
Profitability (%) 57.6419 58.7719 56.5217 57.6419 58.7719 56.5217
Ratio Avg Win / Avg Loss 1.0528 1.0404 1.0615 0.999 0.9793 1.0179
Largest Winning Trade 10459 10459 9141 23652 17463 23652
Largest Losing Trade -18765 -18765 -12129 -20846 -20846 -20104
Avg Bars in Trades 107 101 114 107 101 114
Avg Bars in Winners 97 93 101 97 93 101
Avg Bars in Losers 121 111 130 121 111 130
Bars Traded 24673 11530 13143 24673 11530 13143
Profit Streak 1.7101 5.0642 1.7101 1.7101 5.0642 1.7101
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338595 343397 125103 241677 275353 172374
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737218700000,
    "first_datapoint_time": 1737421200000,
    "last_datapoint_time": 1759717800000,
    "evaluation_time": 1759718848608,
    "expiration_time": 1766197800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 52,
            "offset": 0,
            "std": 1.13011
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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": [
        [
            112965.0685072531,
            64490.1553040188,
            48474.9132032344,
            159053.3405018141,
            87090.7649032958,
            71962.5755985183
        ],
        [
            112.965069,
            64.490155,
            48.474913,
            159.053341,
            87.090765,
            71.962576
        ],
        [
            0.43378,
            0.247639,
            0.186141,
            0.36618,
            0.240833,
            0.208383
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35590,
            -20200,
            -26498,
            -55563,
            -35441,
            -41326
        ],
        [
            1.432721,
            1.483192,
            1.379926,
            1.35946,
            1.396037,
            1.323322
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            132,
            67,
            65,
            132,
            67,
            65
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            57.641921,
            58.77193,
            56.521739,
            57.641921,
            58.77193,
            56.521739
        ],
        [
            1.052833,
            1.040448,
            1.061481,
            0.998997,
            0.979309,
            1.01794
        ],
        [
            10459,
            10459,
            9141,
            23652,
            17463,
            23652
        ],
        [
            -18765,
            -18765,
            -12129,
            -20846,
            -20846,
            -20104
        ],
        [
            107,
            101,
            114,
            107,
            101,
            114
        ],
        [
            97,
            93,
            101,
            97,
            93,
            101
        ],
        [
            121,
            111,
            130,
            121,
            111,
            130
        ],
        [
            24673,
            11530,
            13143,
            24673,
            11530,
            13143
        ],
        [
            1.710053,
            5.06422,
            1.710053,
            1.710053,
            5.06422,
            1.710053
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338595,
            343397,
            125103,
            241677,
            275353,
            172374
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737218700000,
    "first_datapoint_time": 1737421200000,
    "last_datapoint_time": 1759717800000,
    "evaluation_time": 1759718848608,
    "expiration_time": 1766197800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 52,
            "offset": 0,
            "std": 1.13011
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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)