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Trade: LTC/USDT/15/MIDPOINT/EMA/6271

Strategy
LTC/USDT/15/MIDPOINT/EMA/6271
Pair
LTC_USDT
Interval
15m
Score
399021
Daily Profit
0.413818
Profit Factor
1.292313
Profitability
53.187251
Streak
4.190641
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 04:49
Expiration Time
2025-12-19 03:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 107766.5158 58454.7059 49311.8099 147792.5867 80858.886 66933.7007
Total P&L (%) 107.7665 58.4547 49.3118 147.7926 80.8589 66.9337
Avg Daily Profit (%) 0.4138 0.2245 0.1894 0.3491 0.2278 0.197
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28788 -15701 -29449 -64162 -36732 -71011
Profit Factor 1.2923 1.3371 1.2526 1.2119 1.2456 1.1818
Total Trades 502 251 251 502 251 251
Winning Trades 267 139 128 267 139 128
Losing Trades 235 112 123 235 112 123
Profitability (%) 53.1873 55.3785 50.996 53.1873 55.3785 50.996
Ratio Avg Win / Avg Loss 1.1374 1.0774 1.2036 1.0667 1.0037 1.1357
Largest Winning Trade 10280 10280 8441 13385 11891 13385
Largest Losing Trade -12503 -9568 -12503 -28417 -18961 -28417
Avg Bars in Trades 48 48 48 48 48 48
Avg Bars in Winners 43 38 50 43 38 50
Avg Bars in Losers 53 61 45 53 61 45
Bars Traded 24310 12260 12050 24310 12260 12050
Profit Streak 4.1906 5.6281 0 4.1906 5.6281 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399021 309782 195149 361411 318392 -13628
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737129600000,
    "first_datapoint_time": 1737257400000,
    "last_datapoint_time": 1759628700000,
    "evaluation_time": 1759628971401,
    "expiration_time": 1766108700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 143,
            "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": [
        [
            107766.5158008931,
            58454.7058864374,
            49311.8099144557,
            147792.5867287245,
            80858.8860069733,
            66933.7007217511
        ],
        [
            107.766516,
            58.454706,
            49.31181,
            147.792587,
            80.858886,
            66.933701
        ],
        [
            0.413818,
            0.224463,
            0.189355,
            0.349053,
            0.227794,
            0.196963
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28788,
            -15701,
            -29449,
            -64162,
            -36732,
            -71011
        ],
        [
            1.292313,
            1.337075,
            1.252557,
            1.211941,
            1.245605,
            1.181833
        ],
        [
            502,
            251,
            251,
            502,
            251,
            251
        ],
        [
            267,
            139,
            128,
            267,
            139,
            128
        ],
        [
            235,
            112,
            123,
            235,
            112,
            123
        ],
        [
            53.187251,
            55.378486,
            50.996016,
            53.187251,
            55.378486,
            50.996016
        ],
        [
            1.137429,
            1.077355,
            1.203629,
            1.06669,
            1.003653,
            1.135668
        ],
        [
            10280,
            10280,
            8441,
            13385,
            11891,
            13385
        ],
        [
            -12503,
            -9568,
            -12503,
            -28417,
            -18961,
            -28417
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            43,
            38,
            50,
            43,
            38,
            50
        ],
        [
            53,
            61,
            45,
            53,
            61,
            45
        ],
        [
            24310,
            12260,
            12050,
            24310,
            12260,
            12050
        ],
        [
            4.190641,
            5.628141,
            0,
            4.190641,
            5.628141,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399021,
            309782,
            195149,
            361411,
            318392,
            -13628
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737129600000,
    "first_datapoint_time": 1737257400000,
    "last_datapoint_time": 1759628700000,
    "evaluation_time": 1759628971401,
    "expiration_time": 1766108700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 143,
            "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)