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Trade: LTC/USDT/15/BBM/ALMA/3263

Strategy
LTC/USDT/15/BBM/ALMA/3263
Pair
LTC_USDT
Interval
15m
Score
342664
Daily Profit
0.320131
Profit Factor
1.402491
Profitability
65.771812
Streak
4.576701
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-29 02:50
Expiration Time
2025-12-13 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83368.3858 53277.5545 30090.8312 90626.0429 49168.778 41457.265
Total P&L (%) 83.3684 53.2776 30.0908 90.626 49.1688 41.4573
Avg Daily Profit (%) 0.3201 0.2046 0.1155 0.248 0.1537 0.1333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39991 -32293 -17103 -38603 -35423 -15069
Profit Factor 1.4025 1.487 1.3079 1.4291 1.4351 1.4222
Total Trades 149 75 74 149 75 74
Winning Trades 98 49 49 98 49 49
Losing Trades 51 26 25 51 26 25
Profitability (%) 65.7718 65.3333 66.2162 65.7718 65.3333 66.2162
Ratio Avg Win / Avg Loss 0.7299 0.789 0.6673 0.7437 0.7615 0.7256
Largest Winning Trade 14394 14394 8484 15687 15687 12818
Largest Losing Trade -20445 -20176 -20445 -21267 -19710 -21267
Avg Bars in Trades 165 164 166 165 164 166
Avg Bars in Winners 126 127 125 126 127 125
Avg Bars in Losers 240 234 246 240 234 246
Bars Traded 24629 12321 12308 24629 12321 12308
Profit Streak 4.5767 4.5767 8.9621 4.5767 4.5767 8.9621
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342664 -49663 -105738 326329 -50708 -80400
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736603100000,
    "first_datapoint_time": 1736803800000,
    "last_datapoint_time": 1759102200000,
    "evaluation_time": 1759103426944,
    "expiration_time": 1765582200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 1.24582
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 224,
            "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": [
        [
            83368.385783351,
            53277.5545442914,
            30090.8312390595,
            90626.042947174,
            49168.7779611881,
            41457.264985986
        ],
        [
            83.368386,
            53.277555,
            30.090831,
            90.626043,
            49.168778,
            41.457265
        ],
        [
            0.320131,
            0.204583,
            0.115547,
            0.248039,
            0.153681,
            0.133269
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39991,
            -32293,
            -17103,
            -38603,
            -35423,
            -15069
        ],
        [
            1.402491,
            1.486995,
            1.307897,
            1.429067,
            1.435051,
            1.42218
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            65.771812,
            65.333333,
            66.216216,
            65.771812,
            65.333333,
            66.216216
        ],
        [
            0.729868,
            0.789018,
            0.667294,
            0.743698,
            0.761456,
            0.725602
        ],
        [
            14394,
            14394,
            8484,
            15687,
            15687,
            12818
        ],
        [
            -20445,
            -20176,
            -20445,
            -21267,
            -19710,
            -21267
        ],
        [
            165,
            164,
            166,
            165,
            164,
            166
        ],
        [
            126,
            127,
            125,
            126,
            127,
            125
        ],
        [
            240,
            234,
            246,
            240,
            234,
            246
        ],
        [
            24629,
            12321,
            12308,
            24629,
            12321,
            12308
        ],
        [
            4.576701,
            4.576701,
            8.962117,
            4.576701,
            4.576701,
            8.962117
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342664,
            -49663,
            -105738,
            326329,
            -50708,
            -80400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736603100000,
    "first_datapoint_time": 1736803800000,
    "last_datapoint_time": 1759102200000,
    "evaluation_time": 1759103426944,
    "expiration_time": 1765582200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 113,
            "offset": 0,
            "std": 1.24582
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 224,
            "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)