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Trade: LTC/USDT/480/BBL/ZLMA/5750

Strategy
LTC/USDT/480/BBL/ZLMA/5750
Pair
LTC_USDT
Interval
8h
Score
340186
Daily Profit
0.206872
Profit Factor
2.343594
Profitability
56.451613
Streak
0.000000
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-09-27 16:12
Expiration Time
2025-12-11 12:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517800.364 450142.7834 67657.5806 984509.023 648518.5938 335990.4292
Total P&L (%) 517.8004 450.1428 67.6576 984.509 648.5186 335.9904
Avg Daily Profit (%) 0.2069 0.1798 0.027 0.0953 0.0805 0.0588
Buy And Hold Return (%) 216.4695 216.4695 216.4695 216.4695 216.4695 216.4695
Max Trade Drawdown -80934 -77651 -26596 -573367 -547686 -158352
Profit Factor 2.3436 2.6658 1.5875 1.4257 1.3825 1.5442
Total Trades 124 62 62 124 62 62
Winning Trades 70 34 36 70 34 36
Losing Trades 54 28 26 54 28 26
Profitability (%) 56.4516 54.8387 58.0645 56.4516 54.8387 58.0645
Ratio Avg Win / Avg Loss 1.8079 2.1953 1.1466 1.0998 1.1385 1.1152
Largest Winning Trade 310310 310310 18281 509927 509927 123265
Largest Losing Trade -46074 -46074 -19458 -269218 -269218 -114037
Avg Bars in Trades 57 106 8 57 106 8
Avg Bars in Winners 58 111 9 58 111 9
Avg Bars in Losers 55 99 8 55 99 8
Bars Traded 7125 6580 545 7125 6580 545
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340186 -147378 -473558 -65067 -241198 -275502
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545580800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758978720589,
    "expiration_time": 1765447776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 2.74278
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 100,
            "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": [
        [
            517800.3640432674,
            450142.7834362627,
            67657.5806070048,
            984509.0230277972,
            648518.5937985633,
            335990.4292292342
        ],
        [
            517.800364,
            450.142783,
            67.657581,
            984.509023,
            648.518594,
            335.990429
        ],
        [
            0.206872,
            0.179841,
            0.027031,
            0.09528,
            0.080453,
            0.058845
        ],
        [
            216.469518,
            216.469518,
            216.469518,
            216.469518,
            216.469518,
            216.469518
        ],
        [
            -80934,
            -77651,
            -26596,
            -573367,
            -547686,
            -158352
        ],
        [
            2.343594,
            2.665777,
            1.587537,
            1.42567,
            1.382518,
            1.544157
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            70,
            34,
            36,
            70,
            34,
            36
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            56.451613,
            54.83871,
            58.064516,
            56.451613,
            54.83871,
            58.064516
        ],
        [
            1.807915,
            2.195345,
            1.146554,
            1.099802,
            1.138544,
            1.115224
        ],
        [
            310310,
            310310,
            18281,
            509927,
            509927,
            123265
        ],
        [
            -46074,
            -46074,
            -19458,
            -269218,
            -269218,
            -114037
        ],
        [
            57,
            106,
            8,
            57,
            106,
            8
        ],
        [
            58,
            111,
            9,
            58,
            111,
            9
        ],
        [
            55,
            99,
            8,
            55,
            99,
            8
        ],
        [
            7125,
            6580,
            545,
            7125,
            6580,
            545
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340186,
            -147378,
            -473558,
            -65067,
            -241198,
            -275502
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545580800000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758978720589,
    "expiration_time": 1765447776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 2.74278
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 100,
            "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)