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Trade: LTC/USDT/15/HMA/SINWMA/7102

Strategy
LTC/USDT/15/HMA/SINWMA/7102
Pair
LTC_USDT
Interval
15m
Score
335437
Daily Profit
0.362584
Profit Factor
1.449560
Profitability
67.484663
Streak
2.929662
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 20:18
Expiration Time
2025-12-21 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94424.2408 55980.779 38443.4618 116950.4951 71829.9676 45120.5275
Total P&L (%) 94.4242 55.9808 38.4435 116.9505 71.83 45.1205
Avg Daily Profit (%) 0.3626 0.215 0.1476 0.2978 0.2081 0.1431
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39142 -20866 -24798 -34499 -22269 -22615
Profit Factor 1.4496 1.5182 1.3769 1.4529 1.5528 1.3517
Total Trades 163 81 82 163 81 82
Winning Trades 110 55 55 110 55 55
Losing Trades 53 26 27 53 26 27
Profitability (%) 67.4847 67.9012 67.0732 67.4847 67.9012 67.0732
Ratio Avg Win / Avg Loss 0.6984 0.7177 0.6759 0.7 0.734 0.6636
Largest Winning Trade 12980 12980 7517 13656 13656 10606
Largest Losing Trade -20866 -20866 -11680 -18817 -17268 -18817
Avg Bars in Trades 150 142 157 150 142 157
Avg Bars in Winners 106 102 110 106 102 110
Avg Bars in Losers 240 225 254 240 225 254
Bars Traded 24454 11511 12943 24454 11511 12943
Profit Streak 2.9297 10.6797 2.9297 2.9297 10.6797 2.9297
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335437 -2658 -4028 316256 -1571 -9616
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737357300000,
    "first_datapoint_time": 1737591300000,
    "last_datapoint_time": 1759856400000,
    "evaluation_time": 1759857522797,
    "expiration_time": 1766336400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "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": [
        [
            94424.2407956144,
            55980.7790065682,
            38443.4617890461,
            116950.4950806134,
            71829.9675608842,
            45120.5275197291
        ],
        [
            94.424241,
            55.980779,
            38.443462,
            116.950495,
            71.829968,
            45.120528
        ],
        [
            0.362584,
            0.214963,
            0.147621,
            0.297846,
            0.208086,
            0.1431
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39142,
            -20866,
            -24798,
            -34499,
            -22269,
            -22615
        ],
        [
            1.44956,
            1.518208,
            1.376861,
            1.452914,
            1.552796,
            1.351739
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            67.484663,
            67.901235,
            67.073171,
            67.484663,
            67.901235,
            67.073171
        ],
        [
            0.698424,
            0.717698,
            0.675914,
            0.700041,
            0.734049,
            0.663581
        ],
        [
            12980,
            12980,
            7517,
            13656,
            13656,
            10606
        ],
        [
            -20866,
            -20866,
            -11680,
            -18817,
            -17268,
            -18817
        ],
        [
            150,
            142,
            157,
            150,
            142,
            157
        ],
        [
            106,
            102,
            110,
            106,
            102,
            110
        ],
        [
            240,
            225,
            254,
            240,
            225,
            254
        ],
        [
            24454,
            11511,
            12943,
            24454,
            11511,
            12943
        ],
        [
            2.929662,
            10.679662,
            2.929662,
            2.929662,
            10.679662,
            2.929662
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335437,
            -2658,
            -4028,
            316256,
            -1571,
            -9616
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737357300000,
    "first_datapoint_time": 1737591300000,
    "last_datapoint_time": 1759856400000,
    "evaluation_time": 1759857522797,
    "expiration_time": 1766336400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "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)