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Trade: LTC/USDT/15/SSF/ALMA/5308

Strategy
LTC/USDT/15/SSF/ALMA/5308
Pair
LTC_USDT
Interval
15m
Score
463366
Daily Profit
0.467274
Profit Factor
1.638797
Profitability
72.815534
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:05
Expiration Time
2025-12-20 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 121687.5525 69480.0228 52207.5297 191747.2351 106925.4256 84821.8094
Total P&L (%) 121.6876 69.48 52.2075 191.7472 106.9254 84.8218
Avg Daily Profit (%) 0.4673 0.2668 0.2005 0.412 0.2796 0.2361
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39697 -29689 -23728 -48392 -40990 -28560
Profit Factor 1.6388 1.6528 1.6211 1.6656 1.6581 1.6753
Total Trades 206 103 103 206 103 103
Winning Trades 150 74 76 150 74 76
Losing Trades 56 29 27 56 29 27
Profitability (%) 72.8155 71.8447 73.7864 72.8155 71.8447 73.7864
Ratio Avg Win / Avg Loss 0.6118 0.6477 0.5759 0.6218 0.6498 0.5952
Largest Winning Trade 12732 12732 7469 21390 21390 11742
Largest Losing Trade -17019 -17019 -12185 -27630 -21514 -27630
Avg Bars in Trades 120 115 124 120 115 124
Avg Bars in Winners 77 74 79 77 74 79
Avg Bars in Losers 235 220 250 235 220 250
Bars Traded 24734 11936 12798 24734 11936 12798
Profit Streak 0 8.6286 0 0 8.6286 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 463366 413861 302980 448218 419424 360422
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737216900000,
    "first_datapoint_time": 1737427500000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759716312238,
    "expiration_time": 1766196000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 235,
            "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": [
        [
            121687.5525439664,
            69480.0228107832,
            52207.5297331833,
            191747.2350731522,
            106925.4256416307,
            84821.8094315215
        ],
        [
            121.687553,
            69.480023,
            52.20753,
            191.747235,
            106.925426,
            84.821809
        ],
        [
            0.467274,
            0.2668,
            0.200474,
            0.411997,
            0.279627,
            0.236137
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39697,
            -29689,
            -23728,
            -48392,
            -40990,
            -28560
        ],
        [
            1.638797,
            1.652767,
            1.621106,
            1.665585,
            1.658066,
            1.67531
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            150,
            74,
            76,
            150,
            74,
            76
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            72.815534,
            71.84466,
            73.786408,
            72.815534,
            71.84466,
            73.786408
        ],
        [
            0.611817,
            0.647706,
            0.575919,
            0.621818,
            0.649783,
            0.595176
        ],
        [
            12732,
            12732,
            7469,
            21390,
            21390,
            11742
        ],
        [
            -17019,
            -17019,
            -12185,
            -27630,
            -21514,
            -27630
        ],
        [
            120,
            115,
            124,
            120,
            115,
            124
        ],
        [
            77,
            74,
            79,
            77,
            74,
            79
        ],
        [
            235,
            220,
            250,
            235,
            220,
            250
        ],
        [
            24734,
            11936,
            12798,
            24734,
            11936,
            12798
        ],
        [
            0,
            8.628614,
            0,
            0,
            8.628614,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463366,
            413861,
            302980,
            448218,
            419424,
            360422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737216900000,
    "first_datapoint_time": 1737427500000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759716312238,
    "expiration_time": 1766196000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 235,
            "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)