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Trade: LTC/USDT/15/MIDPRICE/T3/6460

Strategy
LTC/USDT/15/MIDPRICE/T3/6460
Pair
LTC_USDT
Interval
15m
Score
320097
Daily Profit
0.291711
Profit Factor
1.358609
Profitability
67.500000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 07:56
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 75967.2527 46877.2251 29090.0276 77659.1966 44337.1837 33322.0129
Total P&L (%) 75.9673 46.8772 29.09 77.6592 44.3372 33.322
Avg Daily Profit (%) 0.2917 0.18 0.1117 0.2209 0.141 0.1105
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56422 -36634 -41112 -49092 -28041 -36050
Profit Factor 1.3586 1.4357 1.279 1.4247 1.4721 1.3747
Total Trades 160 80 80 160 80 80
Winning Trades 108 52 56 108 52 56
Losing Trades 52 28 24 52 28 24
Profitability (%) 67.5 65 70 67.5 65 70
Ratio Avg Win / Avg Loss 0.6541 0.7731 0.5482 0.686 0.7927 0.5891
Largest Winning Trade 9555 9193 9555 9683 9683 7387
Largest Losing Trade -25825 -17714 -25825 -26393 -12414 -26393
Avg Bars in Trades 154 154 153 154 154 153
Avg Bars in Winners 118 127 110 118 127 110
Avg Bars in Losers 227 203 256 227 203 256
Bars Traded 24645 12326 12319 24645 12326 12319
Profit Streak 0 0 13.8308 0 0 13.8308
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320097 -13545 -65256 312862 -25779 -65905

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": 1736378100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758862581499,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 168,
            "offset": 0,
            "a": 0.60367
        }
    }
}
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": [
        [
            75967.2527449823,
            46877.2251023924,
            29090.02764259,
            77659.1965846882,
            44337.1837042578,
            33322.0128804303
        ],
        [
            75.967253,
            46.877225,
            29.090028,
            77.659197,
            44.337184,
            33.322013
        ],
        [
            0.291711,
            0.180006,
            0.111704,
            0.220924,
            0.141019,
            0.110497
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56422,
            -36634,
            -41112,
            -49092,
            -28041,
            -36050
        ],
        [
            1.358609,
            1.435727,
            1.279028,
            1.424722,
            1.472146,
            1.374652
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            108,
            52,
            56,
            108,
            52,
            56
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            67.5,
            65,
            70,
            67.5,
            65,
            70
        ],
        [
            0.654145,
            0.773084,
            0.548155,
            0.685977,
            0.792694,
            0.589137
        ],
        [
            9555,
            9193,
            9555,
            9683,
            9683,
            7387
        ],
        [
            -25825,
            -17714,
            -25825,
            -26393,
            -12414,
            -26393
        ],
        [
            154,
            154,
            153,
            154,
            154,
            153
        ],
        [
            118,
            127,
            110,
            118,
            127,
            110
        ],
        [
            227,
            203,
            256,
            227,
            203,
            256
        ],
        [
            24645,
            12326,
            12319,
            24645,
            12326,
            12319
        ],
        [
            0,
            0,
            13.830804,
            0,
            0,
            13.830804
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320097,
            -13545,
            -65256,
            312862,
            -25779,
            -65905
        ]
    ]
}
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": 1736378100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758862581499,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 168,
            "offset": 0,
            "a": 0.60367
        }
    }
}

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)