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Trade: LTC/USDT/120/BBL/MIDPOINT/9657

Strategy
LTC/USDT/120/BBL/MIDPOINT/9657
Pair
LTC_USDT
Interval
2h
Score
389354
Daily Profit
0.176776
Profit Factor
1.777617
Profitability
56.302521
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-13 16:17
Expiration Time
2025-12-27 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368282.3788 345186.1367 23096.2421 427435.8162 421544.804 5891.0122
Total P&L (%) 368.2824 345.1861 23.0962 427.4358 421.5448 5.891
Avg Daily Profit (%) 0.1768 0.1657 0.0111 0.0798 0.0793 0.0027
Buy And Hold Return (%) 20.9253 20.9253 20.9253 20.9253 20.9253 20.9253
Max Trade Drawdown -134399 -125744 -25222 -1572508 -1483395 -186566
Profit Factor 1.7776 2.0555 1.1576 1.1267 1.164 1.0073
Total Trades 119 59 60 119 59 60
Winning Trades 67 35 32 67 35 32
Losing Trades 52 24 28 52 24 28
Profitability (%) 56.3025 59.322 53.3333 56.3025 59.322 53.3333
Ratio Avg Win / Avg Loss 1.3796 1.4095 1.0129 0.8744 0.7982 0.8814
Largest Winning Trade 91163 91163 19360 844101 844101 129803
Largest Losing Trade -60555 -60555 -15644 -1093283 -1093283 -82845
Avg Bars in Trades 203 382 28 203 382 28
Avg Bars in Winners 194 346 27 194 346 27
Avg Bars in Losers 216 434 29 216 434 29
Bars Traded 24246 22556 1690 24246 22556 1690
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 389354 -165347 -527191 -168085 -304327 -737529
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580292000000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760361461373,
    "expiration_time": 1766836800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 71,
            "offset": 0,
            "std": 2.50249
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 202,
            "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": [
        [
            368282.378842179,
            345186.1366935462,
            23096.2421486327,
            427435.8161844222,
            421544.8039747654,
            5891.0122096572
        ],
        [
            368.282379,
            345.186137,
            23.096242,
            427.435816,
            421.544804,
            5.891012
        ],
        [
            0.176776,
            0.16569,
            0.011086,
            0.079849,
            0.07931,
            0.002748
        ],
        [
            20.925302,
            20.925302,
            20.925302,
            20.925302,
            20.925302,
            20.925302
        ],
        [
            -134399,
            -125744,
            -25222,
            -1572508,
            -1483395,
            -186566
        ],
        [
            1.777617,
            2.055517,
            1.157575,
            1.126651,
            1.163998,
            1.007323
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            56.302521,
            59.322034,
            53.333333,
            56.302521,
            59.322034,
            53.333333
        ],
        [
            1.379643,
            1.409497,
            1.012878,
            0.874416,
            0.79817,
            0.881407
        ],
        [
            91163,
            91163,
            19360,
            844101,
            844101,
            129803
        ],
        [
            -60555,
            -60555,
            -15644,
            -1093283,
            -1093283,
            -82845
        ],
        [
            203,
            382,
            28,
            203,
            382,
            28
        ],
        [
            194,
            346,
            27,
            194,
            346,
            27
        ],
        [
            216,
            434,
            29,
            216,
            434,
            29
        ],
        [
            24246,
            22556,
            1690,
            24246,
            22556,
            1690
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389354,
            -165347,
            -527191,
            -168085,
            -304327,
            -737529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580292000000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760361461373,
    "expiration_time": 1766836800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 71,
            "offset": 0,
            "std": 2.50249
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 202,
            "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)