← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/MIDPRICE/ALMA/4465

Strategy
LTC/USDT/15/MIDPRICE/ALMA/4465
Pair
LTC_USDT
Interval
15m
Score
381407
Daily Profit
0.205468
Profit Factor
1.595871
Profitability
58.653846
Streak
6.035445
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 05:51
Expiration Time
2025-12-25 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94783.5728 40554.5982 54228.9746 110522.5656 39858.0364 70664.5292
Total P&L (%) 94.7836 40.5546 54.229 110.5226 39.858 70.6645
Avg Daily Profit (%) 0.364 0.1557 0.2082 0.2863 0.1289 0.2055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31472 -30373 -20872 -32139 -30518 -24919
Profit Factor 1.3934 1.2953 1.5233 1.4067 1.2602 1.5959
Total Trades 208 104 104 208 104 104
Winning Trades 130 69 61 130 69 61
Losing Trades 78 35 43 78 35 43
Profitability (%) 62.5 66.3462 58.6538 62.5 66.3462 58.6538
Ratio Avg Win / Avg Loss 0.836 0.657 1.0738 0.844 0.6392 1.125
Largest Winning Trade 28110 11799 28110 46193 12321 46193
Largest Losing Trade -21327 -21327 -10150 -18947 -18947 -14074
Avg Bars in Trades 118 117 120 118 117 120
Avg Bars in Winners 88 87 90 88 87 90
Avg Bars in Losers 168 174 163 168 174 163
Bars Traded 24688 12177 12511 24688 12177 12511
Profit Streak 3.9729 3.9729 6.0354 3.9729 3.9729 6.0354
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359264 131743 328444 338290 -24803 381407
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737650700000,
    "first_datapoint_time": 1737798300000,
    "last_datapoint_time": 1760149800000,
    "evaluation_time": 1760151062465,
    "expiration_time": 1766629800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 165,
            "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": [
        [
            94783.5728376723,
            40554.59819852,
            54228.9746391522,
            110522.5655872503,
            39858.0364128007,
            70664.5291744497
        ],
        [
            94.783573,
            40.554598,
            54.228975,
            110.522566,
            39.858036,
            70.664529
        ],
        [
            0.363964,
            0.155728,
            0.208237,
            0.286264,
            0.128897,
            0.205468
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31472,
            -30373,
            -20872,
            -32139,
            -30518,
            -24919
        ],
        [
            1.393364,
            1.295311,
            1.523304,
            1.406701,
            1.260231,
            1.595871
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            130,
            69,
            61,
            130,
            69,
            61
        ],
        [
            78,
            35,
            43,
            78,
            35,
            43
        ],
        [
            62.5,
            66.346154,
            58.653846,
            62.5,
            66.346154,
            58.653846
        ],
        [
            0.836018,
            0.657042,
            1.073804,
            0.84402,
            0.639248,
            1.124958
        ],
        [
            28110,
            11799,
            28110,
            46193,
            12321,
            46193
        ],
        [
            -21327,
            -21327,
            -10150,
            -18947,
            -18947,
            -14074
        ],
        [
            118,
            117,
            120,
            118,
            117,
            120
        ],
        [
            88,
            87,
            90,
            88,
            87,
            90
        ],
        [
            168,
            174,
            163,
            168,
            174,
            163
        ],
        [
            24688,
            12177,
            12511,
            24688,
            12177,
            12511
        ],
        [
            3.972945,
            3.972945,
            6.035445,
            3.972945,
            3.972945,
            6.035445
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359264,
            131743,
            328444,
            338290,
            -24803,
            381407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737650700000,
    "first_datapoint_time": 1737798300000,
    "last_datapoint_time": 1760149800000,
    "evaluation_time": 1760151062465,
    "expiration_time": 1766629800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 165,
            "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)