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Trade: LTC/USDT/15/LINREG/BBM/3397

Strategy
LTC/USDT/15/LINREG/BBM/3397
Pair
LTC_USDT
Interval
15m
Score
411467
Daily Profit
0.237053
Profit Factor
1.594278
Profitability
74.157303
Streak
10.544635
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 17:19
Expiration Time
2025-12-21 16:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104396.3987 61477.1129 42919.2858 139925.7823 85262.4554 54663.3269
Total P&L (%) 104.3964 61.4771 42.9193 139.9258 85.2625 54.6633
Avg Daily Profit (%) 0.4009 0.2361 0.1648 0.3366 0.2371 0.1676
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42077 -25850 -22950 -36819 -24956 -26969
Profit Factor 1.4947 1.5575 1.426 1.4936 1.5943 1.3904
Total Trades 178 89 89 178 89 89
Winning Trades 128 66 62 128 66 62
Losing Trades 50 23 27 50 23 27
Profitability (%) 71.9101 74.1573 69.6629 71.9101 74.1573 69.6629
Ratio Avg Win / Avg Loss 0.5839 0.5428 0.621 0.5834 0.5556 0.6055
Largest Winning Trade 11275 11275 7468 13394 13394 9628
Largest Losing Trade -20509 -20509 -11507 -26969 -16322 -26969
Avg Bars in Trades 138 133 143 138 133 143
Avg Bars in Winners 96 96 96 96 96 96
Avg Bars in Losers 247 242 251 247 242 251
Bars Traded 24721 11910 12811 24721 11910 12811
Profit Streak 2.9613 10.5446 2.9613 2.9613 10.5446 2.9613
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396659 382611 177803 376646 411467 204687
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737347400000,
    "first_datapoint_time": 1737518400000,
    "last_datapoint_time": 1759846500000,
    "evaluation_time": 1759846756430,
    "expiration_time": 1766326500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 166,
            "offset": 0,
            "std": 3.28083
        }
    }
}
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": [
        [
            104396.3987113842,
            61477.1128667264,
            42919.2858446578,
            139925.7823008584,
            85262.4553817059,
            54663.3269191524
        ],
        [
            104.396399,
            61.477113,
            42.919286,
            139.925782,
            85.262455,
            54.663327
        ],
        [
            0.400877,
            0.236069,
            0.164808,
            0.336622,
            0.237053,
            0.167593
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42077,
            -25850,
            -22950,
            -36819,
            -24956,
            -26969
        ],
        [
            1.494677,
            1.557469,
            1.425953,
            1.493579,
            1.594278,
            1.390396
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            128,
            66,
            62,
            128,
            66,
            62
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            71.910112,
            74.157303,
            69.662921,
            71.910112,
            74.157303,
            69.662921
        ],
        [
            0.583858,
            0.542754,
            0.62098,
            0.583429,
            0.555582,
            0.605495
        ],
        [
            11275,
            11275,
            7468,
            13394,
            13394,
            9628
        ],
        [
            -20509,
            -20509,
            -11507,
            -26969,
            -16322,
            -26969
        ],
        [
            138,
            133,
            143,
            138,
            133,
            143
        ],
        [
            96,
            96,
            96,
            96,
            96,
            96
        ],
        [
            247,
            242,
            251,
            247,
            242,
            251
        ],
        [
            24721,
            11910,
            12811,
            24721,
            11910,
            12811
        ],
        [
            2.961301,
            10.544635,
            2.961301,
            2.961301,
            10.544635,
            2.961301
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396659,
            382611,
            177803,
            376646,
            411467,
            204687
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737347400000,
    "first_datapoint_time": 1737518400000,
    "last_datapoint_time": 1759846500000,
    "evaluation_time": 1759846756430,
    "expiration_time": 1766326500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 166,
            "offset": 0,
            "std": 3.28083
        }
    }
}

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)