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Trade: LTC/USDT/15/MIDPRICE/KCB/8310

Strategy
LTC/USDT/15/MIDPRICE/KCB/8310
Pair
LTC_USDT
Interval
15m
Score
497007
Daily Profit
0.474723
Profit Factor
1.607430
Profitability
64.728682
Streak
6.879449
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 01:06
Expiration Time
2025-12-19 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 123627.3469 63388.5964 60238.7505 202715.2239 101662.6703 101052.5536
Total P&L (%) 123.6273 63.3886 60.2388 202.7152 101.6627 101.0526
Avg Daily Profit (%) 0.4747 0.2434 0.2313 0.4262 0.2697 0.2685
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17342 -21328 -23131 -33536 -41135 -52904
Profit Factor 1.6074 1.6446 1.5727 1.5107 1.5144 1.507
Total Trades 258 129 129 258 129 129
Winning Trades 167 80 87 167 80 87
Losing Trades 91 49 42 91 49 42
Profitability (%) 64.7287 62.0155 67.4419 64.7287 62.0155 67.4419
Ratio Avg Win / Avg Loss 0.8759 1.0073 0.7592 0.8232 0.9276 0.7275
Largest Winning Trade 11332 11332 10928 17841 15952 17841
Largest Losing Trade -14167 -10519 -14167 -26957 -24299 -26957
Avg Bars in Trades 93 95 92 93 95 92
Avg Bars in Winners 65 62 69 65 62 69
Avg Bars in Losers 145 149 140 145 149 140
Bars Traded 24226 12330 11896 24226 12330 11896
Profit Streak 6.8794 6.8794 7.0044 6.8795 6.8795 7.0045
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 497007 398742 343606 461921 340770 364043
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737116100000,
    "first_datapoint_time": 1737291600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759615584445,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 196,
            "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": [
        [
            123627.3469456257,
            63388.5964472179,
            60238.7504984078,
            202715.2238502343,
            101662.6702650965,
            101052.5535851377
        ],
        [
            123.627347,
            63.388596,
            60.23875,
            202.715224,
            101.66267,
            101.052554
        ],
        [
            0.474723,
            0.243409,
            0.231314,
            0.426227,
            0.269707,
            0.268541
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17342,
            -21328,
            -23131,
            -33536,
            -41135,
            -52904
        ],
        [
            1.60743,
            1.644621,
            1.572662,
            1.510692,
            1.514406,
            1.50701
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            167,
            80,
            87,
            167,
            80,
            87
        ],
        [
            91,
            49,
            42,
            91,
            49,
            42
        ],
        [
            64.728682,
            62.015504,
            67.44186,
            64.728682,
            62.015504,
            67.44186
        ],
        [
            0.875905,
            1.00733,
            0.759216,
            0.823192,
            0.927574,
            0.727522
        ],
        [
            11332,
            11332,
            10928,
            17841,
            15952,
            17841
        ],
        [
            -14167,
            -10519,
            -14167,
            -26957,
            -24299,
            -26957
        ],
        [
            93,
            95,
            92,
            93,
            95,
            92
        ],
        [
            65,
            62,
            69,
            65,
            62,
            69
        ],
        [
            145,
            149,
            140,
            145,
            149,
            140
        ],
        [
            24226,
            12330,
            11896,
            24226,
            12330,
            11896
        ],
        [
            6.879449,
            6.879449,
            7.004449,
            6.87945,
            6.87945,
            7.00445
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            497007,
            398742,
            343606,
            461921,
            340770,
            364043
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737116100000,
    "first_datapoint_time": 1737291600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759615584445,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 196,
            "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)