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Trade: LTC/USDT/15/BBL/T3/3955

Strategy
LTC/USDT/15/BBL/T3/3955
Pair
LTC_USDT
Interval
15m
Score
396351
Daily Profit
0.167168
Profit Factor
2.268220
Profitability
52.941176
Streak
49.662672
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 16:54
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 84956.4699 43467.4272 41489.0428 101244.2071 46751.6439 54492.5632
Total P&L (%) 84.9565 43.4674 41.489 101.2442 46.7516 54.4926
Avg Daily Profit (%) 0.3262 0.1669 0.1593 0.2689 0.1474 0.1672
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34285 -40464 -11026 -55208 -63314 -14628
Profit Factor 1.7405 1.5141 2.375 1.6023 1.3736 2.2682
Total Trades 67 33 34 67 33 34
Winning Trades 38 20 18 38 20 18
Losing Trades 29 13 16 29 13 16
Profitability (%) 56.7164 60.6061 52.9412 56.7164 60.6061 52.9412
Ratio Avg Win / Avg Loss 1.3283 0.9842 2.1111 1.2228 0.8929 2.0162
Largest Winning Trade 23697 23697 13552 33664 33664 12551
Largest Losing Trade -15802 -15802 -4471 -24925 -24925 -7618
Avg Bars in Trades 343 614 81 343 614 81
Avg Bars in Winners 298 488 88 298 488 88
Avg Bars in Losers 402 809 72 402 809 72
Bars Traded 23044 20278 2766 23044 20278 2766
Profit Streak 33.7773 33.7773 49.6627 33.7773 33.7773 49.6627
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -109189 203249 373334 -109946 52757 396351

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": 1736599500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758894854851,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 122,
            "offset": 0,
            "std": 4.32363
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 185,
            "offset": 229,
            "a": 0.84694
        }
    }
}
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": [
        [
            84956.469935123,
            43467.4271637265,
            41489.0427713965,
            101244.2070977607,
            46751.6439303006,
            54492.56316746
        ],
        [
            84.95647,
            43.467427,
            41.489043,
            101.244207,
            46.751644,
            54.492563
        ],
        [
            0.326229,
            0.166913,
            0.159316,
            0.268907,
            0.147398,
            0.167168
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34285,
            -40464,
            -11026,
            -55208,
            -63314,
            -14628
        ],
        [
            1.740523,
            1.514101,
            2.374965,
            1.602311,
            1.373639,
            2.26822
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            56.716418,
            60.606061,
            52.941176,
            56.716418,
            60.606061,
            52.941176
        ],
        [
            1.328294,
            0.984166,
            2.11108,
            1.222816,
            0.892865,
            2.016195
        ],
        [
            23697,
            23697,
            13552,
            33664,
            33664,
            12551
        ],
        [
            -15802,
            -15802,
            -4471,
            -24925,
            -24925,
            -7618
        ],
        [
            343,
            614,
            81,
            343,
            614,
            81
        ],
        [
            298,
            488,
            88,
            298,
            488,
            88
        ],
        [
            402,
            809,
            72,
            402,
            809,
            72
        ],
        [
            23044,
            20278,
            2766,
            23044,
            20278,
            2766
        ],
        [
            33.777255,
            33.777255,
            49.662672,
            33.777255,
            33.777255,
            49.662672
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109189,
            203249,
            373334,
            -109946,
            52757,
            396351
        ]
    ]
}
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": 1736599500000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758894854851,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 122,
            "offset": 0,
            "std": 4.32363
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 185,
            "offset": 229,
            "a": 0.84694
        }
    }
}

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)