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Trade: LTC/USDT/60/LINREG/RMA/1259

Strategy
LTC/USDT/60/LINREG/RMA/1259
Pair
LTC_USDT
Interval
1h
Score
440089
Daily Profit
0.201182
Profit Factor
1.719924
Profitability
79.545455
Streak
39.712799
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 06:06
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 209555.2076 155720.8293 53834.3783 282296.7853 257229.0225 25067.7628
Total P&L (%) 209.5552 155.7208 53.8344 282.2968 257.229 25.0678
Avg Daily Profit (%) 0.2012 0.1495 0.0517 0.1288 0.1223 0.0215
Buy And Hold Return (%) 48.9439 48.9439 48.9439 48.9439 48.9439 48.9439
Max Trade Drawdown -54042 -32566 -55946 -121098 -111745 -135011
Profit Factor 1.7199 2.3945 1.3001 1.4636 2.1589 1.0648
Total Trades 132 66 66 132 66 66
Winning Trades 105 53 52 105 53 52
Losing Trades 27 13 14 27 13 14
Profitability (%) 79.5455 80.303 78.7879 79.5455 80.303 78.7879
Ratio Avg Win / Avg Loss 0.4423 0.5873 0.35 0.3764 0.5296 0.2867
Largest Winning Trade 31437 31437 30772 69558 69558 52064
Largest Losing Trade -54042 -32566 -54042 -120809 -111745 -120809
Avg Bars in Trades 184 185 183 184 185 183
Avg Bars in Winners 115 108 122 115 108 122
Avg Bars in Losers 455 501 412 455 501 412
Bars Traded 24410 12272 12138 24410 12272 12138
Profit Streak 39.7128 157.0878 39.7128 39.7128 157.0878 39.7128
Trades During Streak 8 13 4 8 13 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440089 -113269 -379109 -16357 -148192 -599816

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669600800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758855985838,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 243,
            "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": [
        [
            209555.2076372246,
            155720.8293109461,
            53834.3783262786,
            282296.7852535541,
            257229.0225026057,
            25067.7627509485
        ],
        [
            209.555208,
            155.720829,
            53.834378,
            282.296785,
            257.229023,
            25.067763
        ],
        [
            0.201182,
            0.149499,
            0.051683,
            0.128827,
            0.122308,
            0.021477
        ],
        [
            48.943858,
            48.943858,
            48.943858,
            48.943858,
            48.943858,
            48.943858
        ],
        [
            -54042,
            -32566,
            -55946,
            -121098,
            -111745,
            -135011
        ],
        [
            1.719924,
            2.394531,
            1.300056,
            1.463637,
            2.158944,
            1.064787
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            79.545455,
            80.30303,
            78.787879,
            79.545455,
            80.30303,
            78.787879
        ],
        [
            0.442266,
            0.587338,
            0.350015,
            0.376364,
            0.529552,
            0.286674
        ],
        [
            31437,
            31437,
            30772,
            69558,
            69558,
            52064
        ],
        [
            -54042,
            -32566,
            -54042,
            -120809,
            -111745,
            -120809
        ],
        [
            184,
            185,
            183,
            184,
            185,
            183
        ],
        [
            115,
            108,
            122,
            115,
            108,
            122
        ],
        [
            455,
            501,
            412,
            455,
            501,
            412
        ],
        [
            24410,
            12272,
            12138,
            24410,
            12272,
            12138
        ],
        [
            39.712799,
            157.087799,
            39.712799,
            39.712799,
            157.087799,
            39.712799
        ],
        [
            8,
            13,
            4,
            8,
            13,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440089,
            -113269,
            -379109,
            -16357,
            -148192,
            -599816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669600800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758855985838,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 243,
            "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)