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Trade: LTC/USDT/30/SUPERTREND/MIDPRICE/5587

Strategy
LTC/USDT/30/SUPERTREND/MIDPRICE/5587
Pair
LTC_USDT
Interval
30m
Score
432923
Daily Profit
0.337926
Profit Factor
1.524842
Profitability
56.521739
Streak
3.921859
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-13 12:37
Expiration Time
2025-12-27 11:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 176002.0712 109119.9459 66882.1253 301925.3127 175249.2544 126676.0583
Total P&L (%) 176.0021 109.1199 66.8821 301.9253 175.2493 126.6761
Avg Daily Profit (%) 0.3379 0.2095 0.1284 0.2674 0.1946 0.1572
Buy And Hold Return (%) 19.5416 19.5416 19.5416 19.5416 19.5416 19.5416
Max Trade Drawdown -40968 -27055 -40915 -90195 -61351 -100145
Profit Factor 1.5248 1.8523 1.3226 1.4855 1.7624 1.3231
Total Trades 253 126 127 253 126 127
Winning Trades 143 70 73 143 70 73
Losing Trades 110 56 54 110 56 54
Profitability (%) 56.5217 55.5556 57.4803 56.5217 55.5556 57.4803
Ratio Avg Win / Avg Loss 1.173 1.4819 0.9784 1.1427 1.4099 0.9787
Largest Winning Trade 32774 20632 32774 99211 31557 99211
Largest Losing Trade -19610 -13588 -19610 -51028 -31965 -51028
Avg Bars in Trades 97 91 103 97 91 103
Avg Bars in Winners 79 82 76 79 82 76
Avg Bars in Losers 120 102 139 120 102 139
Bars Traded 24620 11520 13100 24620 11520 13100
Profit Streak 3.9219 4.0677 3.9219 3.9219 4.0677 3.9219
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432923 338340 -25875 402573 361490 192965
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715349600000,
    "first_datapoint_time": 1715810400000,
    "last_datapoint_time": 1760347800000,
    "evaluation_time": 1760348248670,
    "expiration_time": 1766827800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 69,
            "offset": 126,
            "multiplier": 3.69851
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 40,
            "offset": 217
        }
    }
}
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": [
        [
            176002.0711709137,
            109119.945858659,
            66882.1253122546,
            301925.3126997128,
            175249.2543883122,
            126676.0583114006
        ],
        [
            176.002071,
            109.119946,
            66.882125,
            301.925313,
            175.249254,
            126.676058
        ],
        [
            0.337926,
            0.209512,
            0.128415,
            0.267449,
            0.194592,
            0.157248
        ],
        [
            19.541631,
            19.541631,
            19.541631,
            19.541631,
            19.541631,
            19.541631
        ],
        [
            -40968,
            -27055,
            -40915,
            -90195,
            -61351,
            -100145
        ],
        [
            1.524842,
            1.852325,
            1.322609,
            1.485454,
            1.762429,
            1.323081
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            143,
            70,
            73,
            143,
            70,
            73
        ],
        [
            110,
            56,
            54,
            110,
            56,
            54
        ],
        [
            56.521739,
            55.555556,
            57.480315,
            56.521739,
            55.555556,
            57.480315
        ],
        [
            1.172956,
            1.48186,
            0.978368,
            1.142657,
            1.409943,
            0.978717
        ],
        [
            32774,
            20632,
            32774,
            99211,
            31557,
            99211
        ],
        [
            -19610,
            -13588,
            -19610,
            -51028,
            -31965,
            -51028
        ],
        [
            97,
            91,
            103,
            97,
            91,
            103
        ],
        [
            79,
            82,
            76,
            79,
            82,
            76
        ],
        [
            120,
            102,
            139,
            120,
            102,
            139
        ],
        [
            24620,
            11520,
            13100,
            24620,
            11520,
            13100
        ],
        [
            3.921859,
            4.067693,
            3.921859,
            3.92186,
            4.067693,
            3.92186
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432923,
            338340,
            -25875,
            402573,
            361490,
            192965
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715349600000,
    "first_datapoint_time": 1715810400000,
    "last_datapoint_time": 1760347800000,
    "evaluation_time": 1760348248670,
    "expiration_time": 1766827800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 69,
            "offset": 126,
            "multiplier": 3.69851
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 40,
            "offset": 217
        }
    }
}

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)