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Trade: LTC/USDT/15/SSF/EMA/7630

Strategy
LTC/USDT/15/SSF/EMA/7630
Pair
LTC_USDT
Interval
15m
Score
338139
Daily Profit
0.321070
Profit Factor
1.393921
Profitability
50.561798
Streak
4.736899
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 19:56
Expiration Time
2025-12-19 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 83613.0552 47120.3448 36492.7104 97846.0716 45095.7889 52750.2827
Total P&L (%) 83.6131 47.1203 36.4927 97.8461 45.0958 52.7503
Avg Daily Profit (%) 0.3211 0.1809 0.1401 0.2624 0.143 0.1628
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54460 -37367 -26695 -66388 -53150 -31551
Profit Factor 1.3939 1.4452 1.3429 1.3591 1.322 1.3984
Total Trades 178 89 89 178 89 89
Winning Trades 90 49 41 90 49 41
Losing Trades 88 40 48 88 40 48
Profitability (%) 50.5618 55.0562 46.0674 50.5618 55.0562 46.0674
Ratio Avg Win / Avg Loss 1.3629 1.1798 1.5722 1.3289 1.0792 1.6371
Largest Winning Trade 18453 18453 9673 20746 20746 13254
Largest Losing Trade -12857 -12451 -12857 -18186 -18186 -17089
Avg Bars in Trades 136 136 135 136 136 135
Avg Bars in Winners 129 126 132 129 126 132
Avg Bars in Losers 143 148 138 143 148 138
Bars Traded 24233 12132 12101 24233 12132 12101
Profit Streak 4.7369 7.8098 0 4.7369 7.8098 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 338139 249103 -10284 312419 -3565 169500
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737183600000,
    "first_datapoint_time": 1737395100000,
    "last_datapoint_time": 1759682700000,
    "evaluation_time": 1759683368055,
    "expiration_time": 1766162700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 236,
            "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": [
        [
            83613.0551813364,
            47120.3447589997,
            36492.7104223366,
            97846.0715636492,
            45095.788877481,
            52750.2826861682
        ],
        [
            83.613055,
            47.120345,
            36.49271,
            97.846072,
            45.095789,
            52.750283
        ],
        [
            0.32107,
            0.18094,
            0.14013,
            0.262351,
            0.143034,
            0.162806
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54460,
            -37367,
            -26695,
            -66388,
            -53150,
            -31551
        ],
        [
            1.393921,
            1.445242,
            1.342887,
            1.359138,
            1.322021,
            1.398394
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            90,
            49,
            41,
            90,
            49,
            41
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            50.561798,
            55.05618,
            46.067416,
            50.561798,
            55.05618,
            46.067416
        ],
        [
            1.362945,
            1.179789,
            1.572161,
            1.328935,
            1.079201,
            1.637145
        ],
        [
            18453,
            18453,
            9673,
            20746,
            20746,
            13254
        ],
        [
            -12857,
            -12451,
            -12857,
            -18186,
            -18186,
            -17089
        ],
        [
            136,
            136,
            135,
            136,
            136,
            135
        ],
        [
            129,
            126,
            132,
            129,
            126,
            132
        ],
        [
            143,
            148,
            138,
            143,
            148,
            138
        ],
        [
            24233,
            12132,
            12101,
            24233,
            12132,
            12101
        ],
        [
            4.736899,
            7.809815,
            0,
            4.736899,
            7.809815,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338139,
            249103,
            -10284,
            312419,
            -3565,
            169500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737183600000,
    "first_datapoint_time": 1737395100000,
    "last_datapoint_time": 1759682700000,
    "evaluation_time": 1759683368055,
    "expiration_time": 1766162700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 161,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 236,
            "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)