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Trade: LTC/USDT/15/HMA/SWMA/7345

Strategy
LTC/USDT/15/HMA/SWMA/7345
Pair
LTC_USDT
Interval
15m
Score
412941
Daily Profit
0.445543
Profit Factor
1.590094
Profitability
69.696970
Streak
3.244597
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 03:37
Expiration Time
2025-12-22 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 116028.399 65991.0321 50037.3669 173950.0968 103751.9828 70198.1141
Total P&L (%) 116.0284 65.991 50.0374 173.9501 103.752 70.1981
Avg Daily Profit (%) 0.4455 0.2534 0.1921 0.3877 0.2737 0.2044
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25873 -16366 -17813 -41391 -30486 -31269
Profit Factor 1.5901 1.6383 1.5367 1.5704 1.666 1.4706
Total Trades 165 82 83 165 82 83
Winning Trades 115 57 58 115 57 58
Losing Trades 50 25 25 50 25 25
Profitability (%) 69.697 69.5122 69.8795 69.697 69.5122 69.8795
Ratio Avg Win / Avg Loss 0.6913 0.7185 0.6624 0.6828 0.7307 0.6339
Largest Winning Trade 13507 13507 7935 18443 18443 10968
Largest Losing Trade -16179 -16179 -10375 -21900 -16764 -21900
Avg Bars in Trades 148 139 156 148 139 156
Avg Bars in Winners 105 101 109 105 101 109
Avg Bars in Losers 246 226 265 246 226 265
Bars Traded 24452 11467 12985 24452 11467 12985
Profit Streak 3.2446 10.9633 3.2446 3.2446 10.9633 3.2446
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412941 238176 226673 390817 255959 263822
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737384300000,
    "first_datapoint_time": 1737600300000,
    "last_datapoint_time": 1759883400000,
    "evaluation_time": 1759883833176,
    "expiration_time": 1766363400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 239,
            "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": [
        [
            116028.3990092954,
            65991.0320908649,
            50037.3669184307,
            173950.0968457136,
            103751.9827682191,
            70198.1140774945
        ],
        [
            116.028399,
            65.991032,
            50.037367,
            173.950097,
            103.751983,
            70.198114
        ],
        [
            0.445543,
            0.253402,
            0.192141,
            0.387731,
            0.273676,
            0.204415
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25873,
            -16366,
            -17813,
            -41391,
            -30486,
            -31269
        ],
        [
            1.590094,
            1.63828,
            1.536662,
            1.570388,
            1.665951,
            1.470582
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            69.69697,
            69.512195,
            69.879518,
            69.69697,
            69.512195,
            69.879518
        ],
        [
            0.691345,
            0.718544,
            0.662354,
            0.682777,
            0.73068,
            0.633871
        ],
        [
            13507,
            13507,
            7935,
            18443,
            18443,
            10968
        ],
        [
            -16179,
            -16179,
            -10375,
            -21900,
            -16764,
            -21900
        ],
        [
            148,
            139,
            156,
            148,
            139,
            156
        ],
        [
            105,
            101,
            109,
            105,
            101,
            109
        ],
        [
            246,
            226,
            265,
            246,
            226,
            265
        ],
        [
            24452,
            11467,
            12985,
            24452,
            11467,
            12985
        ],
        [
            3.244597,
            10.963347,
            3.244597,
            3.244597,
            10.963347,
            3.244597
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412941,
            238176,
            226673,
            390817,
            255959,
            263822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737384300000,
    "first_datapoint_time": 1737600300000,
    "last_datapoint_time": 1759883400000,
    "evaluation_time": 1759883833176,
    "expiration_time": 1766363400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 239,
            "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)