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Trade: LTC/USDT/60/SSF/RMA/3100

Strategy
LTC/USDT/60/SSF/RMA/3100
Pair
LTC_USDT
Interval
1h
Score
420066
Daily Profit
0.164358
Profit Factor
2.394911
Profitability
68.235294
Streak
98.502060
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 16:02
Expiration Time
2025-12-16 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243762.2902 171206.5578 72555.7324 453444.4113 363264.6569 90179.7543
Total P&L (%) 243.7623 171.2066 72.5557 453.4444 363.2647 90.1798
Avg Daily Profit (%) 0.234 0.1644 0.0697 0.1644 0.1473 0.0617
Buy And Hold Return (%) 52.7247 52.7247 52.7247 52.7247 52.7247 52.7247
Max Trade Drawdown -60437 -25372 -63008 -219404 -112135 -202920
Profit Factor 1.7319 2.3949 1.345 1.4581 2.0985 1.1368
Total Trades 171 85 86 171 85 86
Winning Trades 113 58 55 113 58 55
Losing Trades 58 27 31 58 27 31
Profitability (%) 66.0819 68.2353 63.9535 66.0819 68.2353 63.9535
Ratio Avg Win / Avg Loss 0.8889 1.1149 0.7581 0.7484 0.9769 0.6408
Largest Winning Trade 25357 25357 23087 103979 103979 89293
Largest Losing Trade -54573 -21964 -54573 -165555 -73166 -165555
Avg Bars in Trades 143 143 144 143 143 144
Avg Bars in Winners 109 109 109 109 109 109
Avg Bars in Losers 210 216 204 210 216 204
Bars Traded 24595 12203 12392 24595 12203 12392
Profit Streak 15.7937 98.5021 15.7937 15.7937 98.5021 15.7937
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388777 420066 -147663 387032 306328 -188674
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669406400000,
    "first_datapoint_time": 1669806000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410177989,
    "expiration_time": 1765886400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 112,
            "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": [
        [
            243762.2902433139,
            171206.5578127294,
            72555.7324305844,
            453444.4112674935,
            363264.6569433224,
            90179.754324171
        ],
        [
            243.76229,
            171.206558,
            72.555732,
            453.444411,
            363.264657,
            90.179754
        ],
        [
            0.234011,
            0.164358,
            0.069653,
            0.16439,
            0.147288,
            0.061728
        ],
        [
            52.724726,
            52.724726,
            52.724726,
            52.724726,
            52.724726,
            52.724726
        ],
        [
            -60437,
            -25372,
            -63008,
            -219404,
            -112135,
            -202920
        ],
        [
            1.731874,
            2.394911,
            1.344962,
            1.458115,
            2.098539,
            1.136818
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            113,
            58,
            55,
            113,
            58,
            55
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            66.081871,
            68.235294,
            63.953488,
            66.081871,
            68.235294,
            63.953488
        ],
        [
            0.888926,
            1.114872,
            0.75807,
            0.748413,
            0.976906,
            0.640752
        ],
        [
            25357,
            25357,
            23087,
            103979,
            103979,
            89293
        ],
        [
            -54573,
            -21964,
            -54573,
            -165555,
            -73166,
            -165555
        ],
        [
            143,
            143,
            144,
            143,
            143,
            144
        ],
        [
            109,
            109,
            109,
            109,
            109,
            109
        ],
        [
            210,
            216,
            204,
            210,
            216,
            204
        ],
        [
            24595,
            12203,
            12392,
            24595,
            12203,
            12392
        ],
        [
            15.793727,
            98.50206,
            15.793727,
            15.793727,
            98.50206,
            15.793727
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388777,
            420066,
            -147663,
            387032,
            306328,
            -188674
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669406400000,
    "first_datapoint_time": 1669806000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759410177989,
    "expiration_time": 1765886400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 112,
            "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)