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Trade: LTC/USDT/120/HMA/SWMA/6679

Strategy
LTC/USDT/120/HMA/SWMA/6679
Pair
LTC_USDT
Interval
2h
Score
360756
Daily Profit
0.161149
Profit Factor
1.287428
Profitability
45.873786
Streak
19.672095
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 01:07
Expiration Time
2025-12-23 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 335727.4808 276242.6194 59484.8614 419219.8323 842650.0221 -423430.1898
Total P&L (%) 335.7275 276.2426 59.4849 419.2198 842.65 -423.4302
Avg Daily Profit (%) 0.1611 0.1326 0.0286 0.0791 0.1077 0
Buy And Hold Return (%) 47.9578 47.9578 47.9578 47.9578 47.9578 47.9578
Max Trade Drawdown -135212 -63024 -98905 -1545789 -825568 -1064741
Profit Factor 1.2874 1.5079 1.0953 1.0533 1.2205 0.8952
Total Trades 412 206 206 412 206 206
Winning Trades 189 97 92 189 97 92
Losing Trades 223 109 114 223 109 114
Profitability (%) 45.8738 47.0874 44.6602 45.8738 47.0874 44.6602
Ratio Avg Win / Avg Loss 1.519 1.6944 1.3572 1.2428 1.3714 1.1093
Largest Winning Trade 41337 41337 30563 434171 434171 231278
Largest Losing Trade -25948 -25767 -25948 -304153 -281076 -304153
Avg Bars in Trades 59 62 57 59 62 57
Avg Bars in Winners 80 82 78 80 82 78
Avg Bars in Losers 42 44 40 42 44 40
Bars Traded 24716 12874 11842 24716 12874 11842
Profit Streak 19.6721 19.6721 20.5888 19.6721 19.6721 20.5888
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360756 -14424 -362417 -247607 -49182 -580111
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579975200000,
    "first_datapoint_time": 1581631200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760047669014,
    "expiration_time": 1766520000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 23,
            "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": [
        [
            335727.480836254,
            276242.6194366968,
            59484.8613995578,
            419219.8322779617,
            842650.0221242002,
            -423430.1898462382
        ],
        [
            335.727481,
            276.242619,
            59.484861,
            419.219832,
            842.650022,
            -423.43019
        ],
        [
            0.161149,
            0.132597,
            0.028553,
            0.079095,
            0.107747,
            0
        ],
        [
            47.95779,
            47.95779,
            47.95779,
            47.95779,
            47.95779,
            47.95779
        ],
        [
            -135212,
            -63024,
            -98905,
            -1545789,
            -825568,
            -1064741
        ],
        [
            1.287428,
            1.507851,
            1.095314,
            1.05332,
            1.220454,
            0.895192
        ],
        [
            412,
            206,
            206,
            412,
            206,
            206
        ],
        [
            189,
            97,
            92,
            189,
            97,
            92
        ],
        [
            223,
            109,
            114,
            223,
            109,
            114
        ],
        [
            45.873786,
            47.087379,
            44.660194,
            45.873786,
            47.087379,
            44.660194
        ],
        [
            1.519029,
            1.694389,
            1.357237,
            1.242806,
            1.371438,
            1.10926
        ],
        [
            41337,
            41337,
            30563,
            434171,
            434171,
            231278
        ],
        [
            -25948,
            -25767,
            -25948,
            -304153,
            -281076,
            -304153
        ],
        [
            59,
            62,
            57,
            59,
            62,
            57
        ],
        [
            80,
            82,
            78,
            80,
            82,
            78
        ],
        [
            42,
            44,
            40,
            42,
            44,
            40
        ],
        [
            24716,
            12874,
            11842,
            24716,
            12874,
            11842
        ],
        [
            19.672095,
            19.672095,
            20.588762,
            19.672095,
            19.672095,
            20.588762
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360756,
            -14424,
            -362417,
            -247607,
            -49182,
            -580111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579975200000,
    "first_datapoint_time": 1581631200000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760047669014,
    "expiration_time": 1766520000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 23,
            "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)