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Trade: LTC/USDT/15/BBM/T3/5883

Strategy
LTC/USDT/15/BBM/T3/5883
Pair
LTC_USDT
Interval
15m
Score
435452
Daily Profit
0.330570
Profit Factor
1.572800
Profitability
72.881356
Streak
9.206024
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 01:41
Expiration Time
2025-12-18 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86087.0642 42550.708 43536.3562 110301.5777 46576.2259 63725.3518
Total P&L (%) 86.0871 42.5507 43.5364 110.3016 46.5762 63.7254
Avg Daily Profit (%) 0.3306 0.1634 0.1672 0.2859 0.1469 0.1895
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31140 -32840 -20024 -30632 -35101 -18519
Profit Factor 1.5728 1.5102 1.6509 1.6551 1.4744 1.9076
Total Trades 118 59 59 118 59 59
Winning Trades 86 43 43 86 43 43
Losing Trades 32 16 16 32 16 16
Profitability (%) 72.8814 72.8814 72.8814 72.8814 72.8814 72.8814
Ratio Avg Win / Avg Loss 0.5852 0.5619 0.6143 0.6158 0.5486 0.7098
Largest Winning Trade 11082 11082 8217 12895 12895 12145
Largest Losing Trade -14114 -14114 -10718 -15221 -15221 -12172
Avg Bars in Trades 201 200 202 201 200 202
Avg Bars in Winners 142 141 144 142 141 144
Avg Bars in Losers 359 360 358 359 360 358
Bars Traded 23805 11858 11947 23805 11858 11947
Profit Streak 9.206 9.206 39.956 9.206 9.206 39.956
Trades During Streak 2 1 9 2 1 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435452 -169428 -167673 431504 -173486 -165497
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737243900000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531300474,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 72,
            "offset": 0,
            "std": 3.54317
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 237,
            "offset": 0,
            "a": 0.70457
        }
    }
}
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": [
        [
            86087.0642078693,
            42550.7079825437,
            43536.3562253255,
            110301.5777239375,
            46576.2259082992,
            63725.3518156384
        ],
        [
            86.087064,
            42.550708,
            43.536356,
            110.301578,
            46.576226,
            63.725352
        ],
        [
            0.33057,
            0.163393,
            0.167177,
            0.285859,
            0.146938,
            0.189497
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31140,
            -32840,
            -20024,
            -30632,
            -35101,
            -18519
        ],
        [
            1.5728,
            1.510152,
            1.650924,
            1.65506,
            1.474439,
            1.907604
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            72.881356,
            72.881356,
            72.881356,
            72.881356,
            72.881356,
            72.881356
        ],
        [
            0.585228,
            0.561917,
            0.614297,
            0.615836,
            0.548628,
            0.709806
        ],
        [
            11082,
            11082,
            8217,
            12895,
            12895,
            12145
        ],
        [
            -14114,
            -14114,
            -10718,
            -15221,
            -15221,
            -12172
        ],
        [
            201,
            200,
            202,
            201,
            200,
            202
        ],
        [
            142,
            141,
            144,
            142,
            141,
            144
        ],
        [
            359,
            360,
            358,
            359,
            360,
            358
        ],
        [
            23805,
            11858,
            11947,
            23805,
            11858,
            11947
        ],
        [
            9.206024,
            9.206024,
            39.956024,
            9.206024,
            9.206024,
            39.956024
        ],
        [
            2,
            1,
            9,
            2,
            1,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435452,
            -169428,
            -167673,
            431504,
            -173486,
            -165497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737243900000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531300474,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 72,
            "offset": 0,
            "std": 3.54317
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 237,
            "offset": 0,
            "a": 0.70457
        }
    }
}

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)