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Trade: LTC/USDT/15/JMA/ALMA/1401

Strategy
LTC/USDT/15/JMA/ALMA/1401
Pair
LTC_USDT
Interval
15m
Score
323231
Daily Profit
0.263153
Profit Factor
1.234072
Profitability
71.527778
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 14:33
Expiration Time
2025-12-17 13:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68530.2278 37931.7017 30598.5261 66090.8284 45138.1854 20952.643
Total P&L (%) 68.5302 37.9317 30.5985 66.0908 45.1382 20.9526
Avg Daily Profit (%) 0.2632 0.1457 0.1175 0.195 0.1431 0.0731
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33586 -21648 -27873 -62608 -37866 -47178
Profit Factor 1.2341 1.2599 1.2084 1.1427 1.1966 1.0897
Total Trades 288 144 144 288 144 144
Winning Trades 206 110 96 206 110 96
Losing Trades 82 34 48 82 34 48
Profitability (%) 71.5278 76.3889 66.6667 71.5278 76.3889 66.6667
Ratio Avg Win / Avg Loss 0.4912 0.3894 0.6042 0.4548 0.3699 0.5448
Largest Winning Trade 10508 10508 8354 15579 15579 8711
Largest Losing Trade -15079 -14278 -15079 -26857 -22203 -26857
Avg Bars in Trades 86 84 87 86 84 87
Avg Bars in Winners 52 51 52 52 51 52
Avg Bars in Losers 171 190 157 171 190 157
Bars Traded 24777 12125 12652 24777 12125 12652
Profit Streak 0 6.7629 0 0 6.7629 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323231 31368 -40752 -55044 -5946 -224590
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736991900000,
    "first_datapoint_time": 1737115200000,
    "last_datapoint_time": 1759491000000,
    "evaluation_time": 1759491214038,
    "expiration_time": 1765971000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 138,
            "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": [
        [
            68530.2278301588,
            37931.7016950844,
            30598.5261350746,
            66090.8284115659,
            45138.1853977956,
            20952.6430137702
        ],
        [
            68.530228,
            37.931702,
            30.598526,
            66.090828,
            45.138185,
            20.952643
        ],
        [
            0.263153,
            0.145656,
            0.117497,
            0.195015,
            0.143147,
            0.073074
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33586,
            -21648,
            -27873,
            -62608,
            -37866,
            -47178
        ],
        [
            1.234072,
            1.259929,
            1.208375,
            1.142664,
            1.196594,
            1.089672
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            206,
            110,
            96,
            206,
            110,
            96
        ],
        [
            82,
            34,
            48,
            82,
            34,
            48
        ],
        [
            71.527778,
            76.388889,
            66.666667,
            71.527778,
            76.388889,
            66.666667
        ],
        [
            0.491232,
            0.389433,
            0.604187,
            0.454847,
            0.369856,
            0.544836
        ],
        [
            10508,
            10508,
            8354,
            15579,
            15579,
            8711
        ],
        [
            -15079,
            -14278,
            -15079,
            -26857,
            -22203,
            -26857
        ],
        [
            86,
            84,
            87,
            86,
            84,
            87
        ],
        [
            52,
            51,
            52,
            52,
            51,
            52
        ],
        [
            171,
            190,
            157,
            171,
            190,
            157
        ],
        [
            24777,
            12125,
            12652,
            24777,
            12125,
            12652
        ],
        [
            0,
            6.762894,
            0,
            0,
            6.762894,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323231,
            31368,
            -40752,
            -55044,
            -5946,
            -224590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736991900000,
    "first_datapoint_time": 1737115200000,
    "last_datapoint_time": 1759491000000,
    "evaluation_time": 1759491214038,
    "expiration_time": 1765971000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 138,
            "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)