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Trade: LTC/USDT/5/MIDPRICE/DCM/4445

Strategy
LTC/USDT/5/MIDPRICE/DCM/4445
Pair
LTC_USDT
Interval
5m
Score
551920
Daily Profit
0.815485
Profit Factor
2.045290
Profitability
61.538462
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-13 11:06
Expiration Time
2025-12-27 10:05

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 70792.2532 36420.5909 34371.6623 88035.6249 39633.4723 48402.1526
Total P&L (%) 70.7923 36.4206 34.3717 88.0356 39.6335 48.4022
Avg Daily Profit (%) 0.8155 0.4195 0.3959 0.7301 0.3853 0.4558
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22471 -12812 -18778 -29180 -17525 -24016
Profit Factor 2.0453 2.1299 1.9685 1.9666 1.8947 2.0346
Total Trades 91 45 46 91 45 46
Winning Trades 56 27 29 56 27 29
Losing Trades 35 18 17 35 18 17
Profitability (%) 61.5385 60 63.0435 61.5385 60 63.0435
Ratio Avg Win / Avg Loss 1.2783 1.4199 1.1539 1.2291 1.2631 1.1927
Largest Winning Trade 18220 18220 16939 26643 18266 26643
Largest Losing Trade -15362 -7575 -15362 -20235 -10312 -20235
Avg Bars in Trades 271 261 282 271 261 282
Avg Bars in Winners 238 214 260 238 214 260
Avg Bars in Losers 325 330 319 325 330 319
Bars Traded 24727 11751 12976 24727 11751 12976
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 551920 335251 324694 524445 318662 392596
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752843000000,
    "first_datapoint_time": 1752910500000,
    "last_datapoint_time": 1760342700000,
    "evaluation_time": 1760342816877,
    "expiration_time": 1766822700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "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": [
        [
            70792.2531593867,
            36420.5908669746,
            34371.6622924121,
            88035.6248882506,
            39633.4723142958,
            48402.1525739548
        ],
        [
            70.792253,
            36.420591,
            34.371662,
            88.035625,
            39.633472,
            48.402153
        ],
        [
            0.815485,
            0.419544,
            0.395941,
            0.730058,
            0.385317,
            0.455771
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22471,
            -12812,
            -18778,
            -29180,
            -17525,
            -24016
        ],
        [
            2.04529,
            2.129867,
            1.968472,
            1.96656,
            1.894699,
            2.034604
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            61.538462,
            60,
            63.043478,
            61.538462,
            60,
            63.043478
        ],
        [
            1.278306,
            1.419912,
            1.153932,
            1.2291,
            1.263133,
            1.192699
        ],
        [
            18220,
            18220,
            16939,
            26643,
            18266,
            26643
        ],
        [
            -15362,
            -7575,
            -15362,
            -20235,
            -10312,
            -20235
        ],
        [
            271,
            261,
            282,
            271,
            261,
            282
        ],
        [
            238,
            214,
            260,
            238,
            214,
            260
        ],
        [
            325,
            330,
            319,
            325,
            330,
            319
        ],
        [
            24727,
            11751,
            12976,
            24727,
            11751,
            12976
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            551920,
            335251,
            324694,
            524445,
            318662,
            392596
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752843000000,
    "first_datapoint_time": 1752910500000,
    "last_datapoint_time": 1760342700000,
    "evaluation_time": 1760342816877,
    "expiration_time": 1766822700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 226,
            "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)