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Trade: LTC/USDT/15/MIDPOINT/SMA/7761

Strategy
LTC/USDT/15/MIDPOINT/SMA/7761
Pair
LTC_USDT
Interval
15m
Score
306233
Daily Profit
0.313093
Profit Factor
1.333064
Profitability
62.149533
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 01:16
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81535.7592 51837.7994 29697.9597 85373.4421 52664.5105 32708.9316
Total P&L (%) 81.5358 51.8378 29.698 85.3734 52.6645 32.7089
Avg Daily Profit (%) 0.3131 0.1991 0.114 0.2373 0.1626 0.1087
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65905 -23669 -46059 -52138 -20029 -36713
Profit Factor 1.3331 1.4448 1.2315 1.3652 1.4744 1.2665
Total Trades 214 107 107 214 107 107
Winning Trades 133 68 65 133 68 65
Losing Trades 81 39 42 81 39 42
Profitability (%) 62.1495 63.5514 60.7477 62.1495 63.5514 60.7477
Ratio Avg Win / Avg Loss 0.8119 0.8287 0.7958 0.8315 0.8456 0.8184
Largest Winning Trade 8802 8802 7983 10200 10200 9799
Largest Losing Trade -23590 -19320 -23590 -23025 -13781 -23025
Avg Bars in Trades 115 113 117 115 113 117
Avg Bars in Winners 77 79 75 77 79 75
Avg Bars in Losers 177 172 182 177 172 182
Bars Traded 24721 12123 12598 24721 12123 12598
Profit Streak 0 0 11.4488 0 0 11.4488
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306233 208667 -45074 289983 205926 -51678

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736416800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758838573767,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 211,
            "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": [
        [
            81535.7591538157,
            51837.7994117944,
            29697.9597420213,
            85373.4420544506,
            52664.5104814629,
            32708.9315729878
        ],
        [
            81.535759,
            51.837799,
            29.69796,
            85.373442,
            52.66451,
            32.708932
        ],
        [
            0.313093,
            0.199055,
            0.114039,
            0.237284,
            0.16259,
            0.108725
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65905,
            -23669,
            -46059,
            -52138,
            -20029,
            -36713
        ],
        [
            1.333064,
            1.444834,
            1.231523,
            1.365223,
            1.474354,
            1.266503
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            133,
            68,
            65,
            133,
            68,
            65
        ],
        [
            81,
            39,
            42,
            81,
            39,
            42
        ],
        [
            62.149533,
            63.551402,
            60.747664,
            62.149533,
            63.551402,
            60.747664
        ],
        [
            0.811866,
            0.828655,
            0.795753,
            0.831451,
            0.845586,
            0.818356
        ],
        [
            8802,
            8802,
            7983,
            10200,
            10200,
            9799
        ],
        [
            -23590,
            -19320,
            -23590,
            -23025,
            -13781,
            -23025
        ],
        [
            115,
            113,
            117,
            115,
            113,
            117
        ],
        [
            77,
            79,
            75,
            77,
            79,
            75
        ],
        [
            177,
            172,
            182,
            177,
            172,
            182
        ],
        [
            24721,
            12123,
            12598,
            24721,
            12123,
            12598
        ],
        [
            0,
            0,
            11.44877,
            0,
            0,
            11.44877
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306233,
            208667,
            -45074,
            289983,
            205926,
            -51678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736416800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758838573767,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 211,
            "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)