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Trade: LTC/USDT/15/MIDPRICE/KCB/7037

Strategy
LTC/USDT/15/MIDPRICE/KCB/7037
Pair
LTC_USDT
Interval
15m
Score
344749
Daily Profit
0.318957
Profit Factor
1.242672
Profitability
54.736842
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 14:43
Expiration Time
2025-12-22 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83062.7954 52755.7767 30307.0187 89004.7208 72960.957 16043.7638
Total P&L (%) 83.0628 52.7558 30.307 89.0047 72.961 16.0438
Avg Daily Profit (%) 0.319 0.2026 0.1164 0.2448 0.2106 0.0572
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36457 -26873 -39327 -90818 -58033 -100975
Profit Factor 1.2427 1.3765 1.1499 1.1309 1.2661 1.0395
Total Trades 380 190 190 380 190 190
Winning Trades 208 105 103 208 105 103
Losing Trades 172 85 87 172 85 87
Profitability (%) 54.7368 55.2632 54.2105 54.7368 55.2632 54.2105
Ratio Avg Win / Avg Loss 1.0276 1.1143 0.9713 0.9352 1.0249 0.8781
Largest Winning Trade 12741 12170 12741 25429 21654 25429
Largest Losing Trade -20671 -8513 -20671 -56288 -14824 -56288
Avg Bars in Trades 65 66 64 65 66 64
Avg Bars in Winners 57 57 58 57 57 58
Avg Bars in Losers 73 77 70 73 77 70
Bars Traded 24754 12565 12189 24754 12565 12189
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 344749 243757 -98425 -68992 263325 -305236
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737423900000,
    "first_datapoint_time": 1737598500000,
    "last_datapoint_time": 1759923000000,
    "evaluation_time": 1759923795927,
    "expiration_time": 1766403000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            83062.7953693881,
            52755.776708952,
            30307.018660436,
            89004.7208025276,
            72960.957000955,
            16043.7638015726
        ],
        [
            83.062795,
            52.755777,
            30.307019,
            89.004721,
            72.960957,
            16.043764
        ],
        [
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            0.20258,
            0.116377,
            0.244751,
            0.210611,
            0.057154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
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            -26873,
            -39327,
            -90818,
            -58033,
            -100975
        ],
        [
            1.242672,
            1.376519,
            1.149909,
            1.130903,
            1.26611,
            1.039541
        ],
        [
            380,
            190,
            190,
            380,
            190,
            190
        ],
        [
            208,
            105,
            103,
            208,
            105,
            103
        ],
        [
            172,
            85,
            87,
            172,
            85,
            87
        ],
        [
            54.736842,
            55.263158,
            54.210526,
            54.736842,
            55.263158,
            54.210526
        ],
        [
            1.027594,
            1.114325,
            0.971282,
            0.93517,
            1.024946,
            0.878059
        ],
        [
            12741,
            12170,
            12741,
            25429,
            21654,
            25429
        ],
        [
            -20671,
            -8513,
            -20671,
            -56288,
            -14824,
            -56288
        ],
        [
            65,
            66,
            64,
            65,
            66,
            64
        ],
        [
            57,
            57,
            58,
            57,
            57,
            58
        ],
        [
            73,
            77,
            70,
            73,
            77,
            70
        ],
        [
            24754,
            12565,
            12189,
            24754,
            12565,
            12189
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344749,
            243757,
            -98425,
            -68992,
            263325,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737423900000,
    "first_datapoint_time": 1737598500000,
    "last_datapoint_time": 1759923000000,
    "evaluation_time": 1759923795927,
    "expiration_time": 1766403000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 195,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)