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Trade: LTC/USDT/15/SUPERTREND/ALMA/7235

Strategy
LTC/USDT/15/SUPERTREND/ALMA/7235
Pair
LTC_USDT
Interval
15m
Score
311438
Daily Profit
0.399542
Profit Factor
1.337367
Profitability
59.568733
Streak
2.532543
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 17:46
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 104048.625 64261.2517 39787.3733 130042.947 76913.4851 53129.4618
Total P&L (%) 104.0486 64.2613 39.7874 130.0429 76.9135 53.1295
Avg Daily Profit (%) 0.3995 0.2468 0.1528 0.3204 0.2193 0.1638
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49585 -20952 -29011 -56586 -31049 -43241
Profit Factor 1.3374 1.3938 1.2739 1.3005 1.3361 1.2607
Total Trades 371 186 185 371 186 185
Winning Trades 221 113 108 221 113 108
Losing Trades 150 73 77 150 73 77
Profitability (%) 59.5687 60.7527 58.3784 59.5687 60.7527 58.3784
Ratio Avg Win / Avg Loss 0.9077 0.9004 0.9083 0.8827 0.8631 0.8988
Largest Winning Trade 9302 9302 7283 13593 13593 11490
Largest Losing Trade -24934 -17397 -24934 -27398 -16609 -27398
Avg Bars in Trades 66 67 66 66 67 66
Avg Bars in Winners 45 48 42 45 48 42
Avg Bars in Losers 98 96 99 98 96 99
Bars Traded 24772 12491 12282 24772 12491 12282
Profit Streak 2.5325 2.5325 6.9805 2.5325 2.5325 6.9805
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311438 196559 161721 278991 189179 202368

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736394300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758898011683,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 2.62798
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 186,
            "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": [
        [
            104048.6249859433,
            64261.2517025148,
            39787.3732834284,
            130042.9469848242,
            76913.4851452988,
            53129.4618395254
        ],
        [
            104.048625,
            64.261252,
            39.787373,
            130.042947,
            76.913485,
            53.129462
        ],
        [
            0.399542,
            0.24676,
            0.152782,
            0.320417,
            0.219306,
            0.163759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49585,
            -20952,
            -29011,
            -56586,
            -31049,
            -43241
        ],
        [
            1.337367,
            1.393828,
            1.273937,
            1.300545,
            1.336074,
            1.260653
        ],
        [
            371,
            186,
            185,
            371,
            186,
            185
        ],
        [
            221,
            113,
            108,
            221,
            113,
            108
        ],
        [
            150,
            73,
            77,
            150,
            73,
            77
        ],
        [
            59.568733,
            60.752688,
            58.378378,
            59.568733,
            60.752688,
            58.378378
        ],
        [
            0.907715,
            0.900438,
            0.90827,
            0.882723,
            0.863128,
            0.898799
        ],
        [
            9302,
            9302,
            7283,
            13593,
            13593,
            11490
        ],
        [
            -24934,
            -17397,
            -24934,
            -27398,
            -16609,
            -27398
        ],
        [
            66,
            67,
            66,
            66,
            67,
            66
        ],
        [
            45,
            48,
            42,
            45,
            48,
            42
        ],
        [
            98,
            96,
            99,
            98,
            96,
            99
        ],
        [
            24772,
            12491,
            12282,
            24772,
            12491,
            12282
        ],
        [
            2.532543,
            2.532543,
            6.980459,
            2.532543,
            2.532543,
            6.980459
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311438,
            196559,
            161721,
            278991,
            189179,
            202368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736394300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758898011683,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 247,
            "offset": 0,
            "multiplier": 2.62798
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 186,
            "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)