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Trade: LTC/USDT/15/MIDPRICE/EMA/3034

Strategy
LTC/USDT/15/MIDPRICE/EMA/3034
Pair
LTC_USDT
Interval
15m
Score
321916
Daily Profit
0.344098
Profit Factor
1.269959
Profitability
56.858407
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 10:48
Expiration Time
2025-12-23 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89609.9896 54593.9477 35016.0419 107006.8797 66139.3036 40867.5761
Total P&L (%) 89.61 54.5939 35.016 107.0069 66.1393 40.8676
Avg Daily Profit (%) 0.3441 0.2096 0.1345 0.2798 0.1951 0.1317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33218 -25274 -29397 -59010 -40300 -48290
Profit Factor 1.27 1.3349 1.2073 1.2099 1.2639 1.1577
Total Trades 452 226 226 452 226 226
Winning Trades 257 132 125 257 132 125
Losing Trades 195 94 101 195 94 101
Profitability (%) 56.8584 58.4071 55.3097 56.8584 58.4071 55.3097
Ratio Avg Win / Avg Loss 0.9636 0.9506 0.9755 0.918 0.9001 0.9354
Largest Winning Trade 9780 9780 7869 14648 13920 14648
Largest Losing Trade -15652 -15652 -14572 -23936 -23035 -23936
Avg Bars in Trades 54 56 53 54 56 53
Avg Bars in Winners 44 41 48 44 41 48
Avg Bars in Losers 67 76 59 67 76 59
Bars Traded 24763 12676 12087 24763 12676 12087
Profit Streak 0 0 2.0652 0 0 2.0652
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321916 202616 -20435 288917 210255 -70239
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737496800000,
    "first_datapoint_time": 1737603000000,
    "last_datapoint_time": 1759995900000,
    "evaluation_time": 1759996134879,
    "expiration_time": 1766475900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 119,
            "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": [
        [
            89609.9895855348,
            54593.9477112357,
            35016.0418742992,
            107006.8797420106,
            66139.3036148643,
            40867.5761271464
        ],
        [
            89.60999,
            54.593948,
            35.016042,
            107.00688,
            66.139304,
            40.867576
        ],
        [
            0.344098,
            0.209638,
            0.13446,
            0.279779,
            0.195128,
            0.131663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33218,
            -25274,
            -29397,
            -59010,
            -40300,
            -48290
        ],
        [
            1.269959,
            1.334884,
            1.207299,
            1.209919,
            1.263947,
            1.157682
        ],
        [
            452,
            226,
            226,
            452,
            226,
            226
        ],
        [
            257,
            132,
            125,
            257,
            132,
            125
        ],
        [
            195,
            94,
            101,
            195,
            94,
            101
        ],
        [
            56.858407,
            58.40708,
            55.309735,
            56.858407,
            58.40708,
            55.309735
        ],
        [
            0.963588,
            0.950599,
            0.975498,
            0.918032,
            0.900084,
            0.935407
        ],
        [
            9780,
            9780,
            7869,
            14648,
            13920,
            14648
        ],
        [
            -15652,
            -15652,
            -14572,
            -23936,
            -23035,
            -23936
        ],
        [
            54,
            56,
            53,
            54,
            56,
            53
        ],
        [
            44,
            41,
            48,
            44,
            41,
            48
        ],
        [
            67,
            76,
            59,
            67,
            76,
            59
        ],
        [
            24763,
            12676,
            12087,
            24763,
            12676,
            12087
        ],
        [
            0,
            0,
            2.065218,
            0,
            0,
            2.065218
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321916,
            202616,
            -20435,
            288917,
            210255,
            -70239
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737496800000,
    "first_datapoint_time": 1737603000000,
    "last_datapoint_time": 1759995900000,
    "evaluation_time": 1759996134879,
    "expiration_time": 1766475900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 119,
            "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)