← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/MIDPRICE/KCU/2988

Strategy
LTC/USDT/15/MIDPRICE/KCU/2988
Pair
LTC_USDT
Interval
15m
Score
307352
Daily Profit
0.224880
Profit Factor
1.327049
Profitability
63.742690
Streak
5.319590
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 02:40
Expiration Time
2025-12-24 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58563.2954 36999.7611 21563.5342 54872.0735 31340.1669 23531.9065
Total P&L (%) 58.5633 36.9998 21.5635 54.8721 31.3402 23.5319
Avg Daily Profit (%) 0.2249 0.1421 0.0828 0.1681 0.1047 0.0812
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27510 -37987 -18884 -37307 -48578 -22659
Profit Factor 1.327 1.3433 1.3025 1.252 1.2363 1.2764
Total Trades 171 86 85 171 86 85
Winning Trades 109 61 48 109 61 48
Losing Trades 62 25 37 62 25 37
Profitability (%) 63.7427 70.9302 56.4706 63.7427 70.9302 56.4706
Ratio Avg Win / Avg Loss 0.7548 0.5505 1.004 0.7121 0.5067 0.9839
Largest Winning Trade 9085 9085 4837 9858 9858 6718
Largest Losing Trade -25928 -25928 -10549 -33803 -33803 -14983
Avg Bars in Trades 143 210 76 143 210 76
Avg Bars in Winners 96 126 57 96 126 57
Avg Bars in Losers 227 416 100 227 416 100
Bars Traded 24593 18111 6482 24593 18111 6482
Profit Streak 5.3196 10.8925 5.3196 5.3196 10.8925 5.3196
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307352 -4377 -88044 264507 -55316 -90998
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737553500000,
    "first_datapoint_time": 1737777600000,
    "last_datapoint_time": 1760052600000,
    "evaluation_time": 1760053212606,
    "expiration_time": 1766532600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            58563.2953635804,
            36999.7611189475,
            21563.5342446329,
            54872.0734799466,
            31340.1669335641,
            23531.9065463825
        ],
        [
            58.563295,
            36.999761,
            21.563534,
            54.872073,
            31.340167,
            23.531907
        ],
        [
            0.22488,
            0.142077,
            0.082803,
            0.168112,
            0.10474,
            0.081182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27510,
            -37987,
            -18884,
            -37307,
            -48578,
            -22659
        ],
        [
            1.327049,
            1.343265,
            1.302526,
            1.251963,
            1.236285,
            1.276388
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            109,
            61,
            48,
            109,
            61,
            48
        ],
        [
            62,
            25,
            37,
            62,
            25,
            37
        ],
        [
            63.74269,
            70.930233,
            56.470588,
            63.74269,
            70.930233,
            56.470588
        ],
        [
            0.754835,
            0.550519,
            1.004031,
            0.712126,
            0.506674,
            0.983882
        ],
        [
            9085,
            9085,
            4837,
            9858,
            9858,
            6718
        ],
        [
            -25928,
            -25928,
            -10549,
            -33803,
            -33803,
            -14983
        ],
        [
            143,
            210,
            76,
            143,
            210,
            76
        ],
        [
            96,
            126,
            57,
            96,
            126,
            57
        ],
        [
            227,
            416,
            100,
            227,
            416,
            100
        ],
        [
            24593,
            18111,
            6482,
            24593,
            18111,
            6482
        ],
        [
            5.31959,
            10.892507,
            5.31959,
            5.31959,
            10.892507,
            5.31959
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307352,
            -4377,
            -88044,
            264507,
            -55316,
            -90998
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737553500000,
    "first_datapoint_time": 1737777600000,
    "last_datapoint_time": 1760052600000,
    "evaluation_time": 1760053212606,
    "expiration_time": 1766532600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 250,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)