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Trade: LTC/USDT/15/ALMA/SMA/5328

Strategy
LTC/USDT/15/ALMA/SMA/5328
Pair
LTC_USDT
Interval
15m
Score
396439
Daily Profit
0.456462
Profit Factor
1.449786
Profitability
51.492537
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 07:34
Expiration Time
2025-12-21 06:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118871.84 68403.6818 50468.1582 178085.1024 104980.6732 73104.4292
Total P&L (%) 118.8718 68.4037 50.4682 178.0851 104.9807 73.1044
Avg Daily Profit (%) 0.4565 0.2627 0.1938 0.3935 0.276 0.2109
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30047 -21001 -26996 -45954 -30597 -40020
Profit Factor 1.4498 1.4985 1.3972 1.4216 1.4877 1.3529
Total Trades 268 134 134 268 134 134
Winning Trades 138 70 68 138 70 68
Losing Trades 130 64 66 130 64 66
Profitability (%) 51.4925 52.2388 50.7463 51.4925 52.2388 50.7463
Ratio Avg Win / Avg Loss 1.3657 1.3701 1.3561 1.3392 1.3602 1.3131
Largest Winning Trade 15328 15328 8961 29827 29827 21548
Largest Losing Trade -13872 -13872 -10039 -18061 -18061 -15917
Avg Bars in Trades 92 87 96 92 87 96
Avg Bars in Winners 96 87 105 96 87 105
Avg Bars in Losers 87 87 87 87 87 87
Bars Traded 24744 11776 12968 24744 11776 12968
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 396439 289554 196054 370864 295102 238464
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737312300000,
    "first_datapoint_time": 1737500400000,
    "last_datapoint_time": 1759811400000,
    "evaluation_time": 1759811685332,
    "expiration_time": 1766291400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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": [
        [
            118871.8400478964,
            68403.6818300429,
            50468.1582178537,
            178085.1024337931,
            104980.6731901282,
            73104.429243665
        ],
        [
            118.87184,
            68.403682,
            50.468158,
            178.085102,
            104.980673,
            73.104429
        ],
        [
            0.456462,
            0.262667,
            0.193795,
            0.393506,
            0.275991,
            0.21093
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30047,
            -21001,
            -26996,
            -45954,
            -30597,
            -40020
        ],
        [
            1.449786,
            1.49852,
            1.397162,
            1.421586,
            1.487689,
            1.352897
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            138,
            70,
            68,
            138,
            70,
            68
        ],
        [
            130,
            64,
            66,
            130,
            64,
            66
        ],
        [
            51.492537,
            52.238806,
            50.746269,
            51.492537,
            52.238806,
            50.746269
        ],
        [
            1.36574,
            1.370076,
            1.356069,
            1.339175,
            1.360173,
            1.313106
        ],
        [
            15328,
            15328,
            8961,
            29827,
            29827,
            21548
        ],
        [
            -13872,
            -13872,
            -10039,
            -18061,
            -18061,
            -15917
        ],
        [
            92,
            87,
            96,
            92,
            87,
            96
        ],
        [
            96,
            87,
            105,
            96,
            87,
            105
        ],
        [
            87,
            87,
            87,
            87,
            87,
            87
        ],
        [
            24744,
            11776,
            12968,
            24744,
            11776,
            12968
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396439,
            289554,
            196054,
            370864,
            295102,
            238464
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737312300000,
    "first_datapoint_time": 1737500400000,
    "last_datapoint_time": 1759811400000,
    "evaluation_time": 1759811685332,
    "expiration_time": 1766291400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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)