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Trade: LTC/USDT/30/MIDPOINT/ALMA/4828

Strategy
LTC/USDT/30/MIDPOINT/ALMA/4828
Pair
LTC_USDT
Interval
30m
Score
334516
Daily Profit
0.186330
Profit Factor
1.447311
Profitability
62.142857
Streak
10.917099
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 06:30
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 125228.945 90712.0725 34516.8725 163678.8425 126524.0051 37154.8373
Total P&L (%) 125.2289 90.7121 34.5169 163.6788 126.524 37.1548
Avg Daily Profit (%) 0.2404 0.1742 0.0663 0.1863 0.1571 0.0607
Buy And Hold Return (%) 22.5615 22.5615 22.5615 22.5615 22.5615 22.5615
Max Trade Drawdown -38708 -30369 -39511 -71119 -50056 -56951
Profit Factor 1.4816 1.9918 1.2048 1.4473 2.0552 1.151
Total Trades 140 70 70 140 70 70
Winning Trades 87 45 42 87 45 42
Losing Trades 53 25 28 53 25 28
Profitability (%) 62.1429 64.2857 60 62.1429 64.2857 60
Ratio Avg Win / Avg Loss 0.9026 1.1066 0.8032 0.8817 1.1418 0.7674
Largest Winning Trade 17283 16885 17283 28939 21202 28939
Largest Losing Trade -22380 -14169 -22380 -32871 -23543 -32871
Avg Bars in Trades 174 171 178 174 171 178
Avg Bars in Winners 132 136 126 132 136 126
Avg Bars in Losers 245 232 256 245 232 256
Bars Traded 24479 11972 12507 24479 11972 12507
Profit Streak 10.9171 22.5629 10.9171 10.9171 22.5629 10.9171
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323930 -84479 -209439 334516 -83227 -270015
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714134600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758943837320,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 227,
            "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": [
        [
            125228.9450302584,
            90712.0725373783,
            34516.8724928801,
            163678.8424505867,
            126524.0051069596,
            37154.8373436272
        ],
        [
            125.228945,
            90.712073,
            34.516872,
            163.678842,
            126.524005,
            37.154837
        ],
        [
            0.240441,
            0.174168,
            0.066273,
            0.18633,
            0.157119,
            0.060679
        ],
        [
            22.561464,
            22.561464,
            22.561464,
            22.561464,
            22.561464,
            22.561464
        ],
        [
            -38708,
            -30369,
            -39511,
            -71119,
            -50056,
            -56951
        ],
        [
            1.481625,
            1.991834,
            1.204781,
            1.447311,
            2.055179,
            1.15103
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            62.142857,
            64.285714,
            60,
            62.142857,
            64.285714,
            60
        ],
        [
            0.902599,
            1.106575,
            0.803188,
            0.881695,
            1.141766,
            0.767353
        ],
        [
            17283,
            16885,
            17283,
            28939,
            21202,
            28939
        ],
        [
            -22380,
            -14169,
            -22380,
            -32871,
            -23543,
            -32871
        ],
        [
            174,
            171,
            178,
            174,
            171,
            178
        ],
        [
            132,
            136,
            126,
            132,
            136,
            126
        ],
        [
            245,
            232,
            256,
            245,
            232,
            256
        ],
        [
            24479,
            11972,
            12507,
            24479,
            11972,
            12507
        ],
        [
            10.917098,
            22.562932,
            10.917099,
            10.917099,
            22.562932,
            10.917099
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323930,
            -84479,
            -209439,
            334516,
            -83227,
            -270015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714134600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758943837320,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 227,
            "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)