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Trade: LTC/USDT/360/BBL/RMA/4421

Strategy
LTC/USDT/360/BBL/RMA/4421
Pair
LTC_USDT
Interval
6h
Score
415185
Daily Profit
0.164171
Profit Factor
1.510292
Profitability
64.782609
Streak
57.951365
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-10-06 13:49
Expiration Time
2025-12-20 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 683836.2599 548373.63 135462.6299 5942007.2421 4171738.4771 1770268.765
Total P&L (%) 683.8363 548.3736 135.4626 5942.0072 4171.7385 1770.2688
Avg Daily Profit (%) 0.2735 0.2193 0.0542 0.1642 0.1503 0.1172
Buy And Hold Return (%) 350.1867 350.1867 350.1867 350.1867 350.1867 350.1867
Max Trade Drawdown -102150 -105578 -40840 -1951218 -1994253 -894579
Profit Factor 1.9525 2.0672 1.6636 1.5103 1.4655 1.66
Total Trades 230 115 115 230 115 115
Winning Trades 149 80 69 149 80 69
Losing Trades 81 35 46 81 35 46
Profitability (%) 64.7826 69.5652 60 64.7826 69.5652 60
Ratio Avg Win / Avg Loss 1.0614 0.9044 1.1091 0.821 0.6411 1.1067
Largest Winning Trade 54836 54836 18602 1582662 1582662 381205
Largest Losing Trade -64359 -64359 -13944 -1842256 -1842256 -356587
Avg Bars in Trades 43 79 6 43 79 6
Avg Bars in Winners 28 46 7 28 46 7
Avg Bars in Losers 70 156 4 70 156 4
Bars Traded 9915 9187 728 9915 9187 728
Profit Streak 57.9514 57.9514 58.7014 57.9514 57.9514 58.7014
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 293716 87164 -282417 415185 356038 -33494
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543708800000,
    "first_datapoint_time": 1544119200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759747797975,
    "expiration_time": 1766211048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 2.18818
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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": [
        [
            683836.2599028962,
            548373.6299834284,
            135462.6299194681,
            5942007.242113359,
            4171738.477122914,
            1770268.7649904436
        ],
        [
            683.83626,
            548.37363,
            135.46263,
            5942.007242,
            4171.738477,
            1770.268765
        ],
        [
            0.273507,
            0.219328,
            0.05418,
            0.164171,
            0.150282,
            0.117204
        ],
        [
            350.186706,
            350.186706,
            350.186706,
            350.186706,
            350.186706,
            350.186706
        ],
        [
            -102150,
            -105578,
            -40840,
            -1951218,
            -1994253,
            -894579
        ],
        [
            1.95247,
            2.067233,
            1.663597,
            1.510292,
            1.465482,
            1.660018
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            149,
            80,
            69,
            149,
            80,
            69
        ],
        [
            81,
            35,
            46,
            81,
            35,
            46
        ],
        [
            64.782609,
            69.565217,
            60,
            64.782609,
            69.565217,
            60
        ],
        [
            1.06141,
            0.904415,
            1.109065,
            0.821031,
            0.641148,
            1.106679
        ],
        [
            54836,
            54836,
            18602,
            1582662,
            1582662,
            381205
        ],
        [
            -64359,
            -64359,
            -13944,
            -1842256,
            -1842256,
            -356587
        ],
        [
            43,
            79,
            6,
            43,
            79,
            6
        ],
        [
            28,
            46,
            7,
            28,
            46,
            7
        ],
        [
            70,
            156,
            4,
            70,
            156,
            4
        ],
        [
            9915,
            9187,
            728,
            9915,
            9187,
            728
        ],
        [
            57.951365,
            57.951365,
            58.701365,
            57.951365,
            57.951365,
            58.701365
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            293716,
            87164,
            -282417,
            415185,
            356038,
            -33494
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543708800000,
    "first_datapoint_time": 1544119200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759747797975,
    "expiration_time": 1766211048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 187,
            "offset": 0,
            "std": 2.18818
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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)