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Trade: LTC/USDT/15/LINREG/ALMA/9005

Strategy
LTC/USDT/15/LINREG/ALMA/9005
Pair
LTC_USDT
Interval
15m
Score
307113
Daily Profit
0.287261
Profit Factor
1.363154
Profitability
68.243243
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 09:51
Expiration Time
2025-12-13 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74808.6343 46769.7278 28038.9065 77261.1169 43096.8712 34164.2457
Total P&L (%) 74.8086 46.7697 28.0389 77.2611 43.0969 34.1642
Avg Daily Profit (%) 0.2873 0.1796 0.1077 0.2201 0.1377 0.1129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35439 -29937 -19723 -24343 -24490 -12503
Profit Factor 1.3632 1.4238 1.2932 1.4546 1.4828 1.4234
Total Trades 148 74 74 148 74 74
Winning Trades 101 53 48 101 53 48
Losing Trades 47 21 26 47 21 26
Profitability (%) 68.2432 71.6216 64.8649 68.2432 71.6216 64.8649
Ratio Avg Win / Avg Loss 0.6343 0.5641 0.7005 0.6769 0.5875 0.771
Largest Winning Trade 13031 13031 7306 9848 9848 8103
Largest Losing Trade -22596 -17292 -22596 -22596 -11836 -22596
Avg Bars in Trades 165 162 169 165 162 169
Avg Bars in Winners 127 126 128 127 126 128
Avg Bars in Losers 247 251 244 247 251 244
Bars Traded 24527 11991 12536 24527 11991 12536
Profit Streak 0 0 35.6605 0 0 35.6605
Trades During Streak 0 0 10 0 0 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307113 -57773 -116115 306549 -74391 -107775
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736628300000,
    "first_datapoint_time": 1736849700000,
    "last_datapoint_time": 1759127400000,
    "evaluation_time": 1759128664869,
    "expiration_time": 1765607400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 173,
            "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": [
        [
            74808.6343387633,
            46769.7278173751,
            28038.9065213883,
            77261.1169122799,
            43096.8712241525,
            34164.2456881274
        ],
        [
            74.808634,
            46.769728,
            28.038907,
            77.261117,
            43.096871,
            34.164246
        ],
        [
            0.287261,
            0.179593,
            0.107668,
            0.220061,
            0.1377,
            0.112918
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35439,
            -29937,
            -19723,
            -24343,
            -24490,
            -12503
        ],
        [
            1.363154,
            1.423767,
            1.2932,
            1.454578,
            1.482806,
            1.423354
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            68.243243,
            71.621622,
            64.864865,
            68.243243,
            71.621622,
            64.864865
        ],
        [
            0.634339,
            0.564134,
            0.700484,
            0.676883,
            0.587527,
            0.770983
        ],
        [
            13031,
            13031,
            7306,
            9848,
            9848,
            8103
        ],
        [
            -22596,
            -17292,
            -22596,
            -22596,
            -11836,
            -22596
        ],
        [
            165,
            162,
            169,
            165,
            162,
            169
        ],
        [
            127,
            126,
            128,
            127,
            126,
            128
        ],
        [
            247,
            251,
            244,
            247,
            251,
            244
        ],
        [
            24527,
            11991,
            12536,
            24527,
            11991,
            12536
        ],
        [
            0,
            0,
            35.660473,
            0,
            0,
            35.660473
        ],
        [
            0,
            0,
            10,
            0,
            0,
            10
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307113,
            -57773,
            -116115,
            306549,
            -74391,
            -107775
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736628300000,
    "first_datapoint_time": 1736849700000,
    "last_datapoint_time": 1759127400000,
    "evaluation_time": 1759128664869,
    "expiration_time": 1765607400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 173,
            "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)