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Trade: LTC/USDT/15/SSF/MIDPRICE/4041

Strategy
LTC/USDT/15/SSF/MIDPRICE/4041
Pair
LTC_USDT
Interval
15m
Score
330728
Daily Profit
0.320563
Profit Factor
1.272622
Profitability
56.652361
Streak
8.382259
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 10:25
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 83480.9785 54214.4752 29266.5033 84128.7607 46195.6388 37933.122
Total P&L (%) 83.481 54.2145 29.2665 84.1288 46.1956 37.9331
Avg Daily Profit (%) 0.3206 0.2082 0.1124 0.2347 0.1459 0.1236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63315 -32481 -38863 -50808 -23937 -33168
Profit Factor 1.2726 1.3473 1.195 1.2645 1.2885 1.2402
Total Trades 233 116 117 233 116 117
Winning Trades 132 66 66 132 66 66
Losing Trades 101 50 51 101 50 51
Profitability (%) 56.6524 56.8966 56.4103 56.6524 56.8966 56.4103
Ratio Avg Win / Avg Loss 0.9737 1.0207 0.9234 0.9675 0.9761 0.9583
Largest Winning Trade 13598 13598 8920 12566 11010 12566
Largest Losing Trade -25300 -25300 -18717 -18759 -17086 -18759
Avg Bars in Trades 105 98 112 105 98 112
Avg Bars in Winners 111 109 114 111 109 114
Avg Bars in Losers 96 83 109 96 83 109
Bars Traded 24524 11398 13126 24524 11398 13126
Profit Streak 8.3823 9.4552 8.3823 8.3823 9.4552 8.3823
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330728 265458 -53548 302519 -1184 -32084

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": 1736439300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758871527217,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "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": [
        [
            83480.9784649338,
            54214.47516448,
            29266.5033004537,
            84128.7607477726,
            46195.6387576452,
            37933.1219901275
        ],
        [
            83.480978,
            54.214475,
            29.266503,
            84.128761,
            46.195639,
            37.933122
        ],
        [
            0.320563,
            0.208181,
            0.112382,
            0.234691,
            0.145938,
            0.123569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63315,
            -32481,
            -38863,
            -50808,
            -23937,
            -33168
        ],
        [
            1.272622,
            1.347288,
            1.194971,
            1.264502,
            1.288484,
            1.240185
        ],
        [
            233,
            116,
            117,
            233,
            116,
            117
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            56.652361,
            56.896552,
            56.410256,
            56.652361,
            56.896552,
            56.410256
        ],
        [
            0.973748,
            1.020672,
            0.923387,
            0.967535,
            0.976124,
            0.958325
        ],
        [
            13598,
            13598,
            8920,
            12566,
            11010,
            12566
        ],
        [
            -25300,
            -25300,
            -18717,
            -18759,
            -17086,
            -18759
        ],
        [
            105,
            98,
            112,
            105,
            98,
            112
        ],
        [
            111,
            109,
            114,
            111,
            109,
            114
        ],
        [
            96,
            83,
            109,
            96,
            83,
            109
        ],
        [
            24524,
            11398,
            13126,
            24524,
            11398,
            13126
        ],
        [
            8.382259,
            9.455176,
            8.382259,
            8.382259,
            9.455176,
            8.382259
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330728,
            265458,
            -53548,
            302519,
            -1184,
            -32084
        ]
    ]
}
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": 1736439300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758871527217,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 134,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "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)