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Trade: LTC/USDT/15/JMA/T3/8319

Strategy
LTC/USDT/15/JMA/T3/8319
Pair
LTC_USDT
Interval
15m
Score
329254
Daily Profit
0.355404
Profit Factor
1.433465
Profitability
66.666667
Streak
3.414365
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 01:41
Expiration Time
2025-12-18 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92554.3892 46035.1526 46519.2367 112947.5826 58386.0768 54561.5058
Total P&L (%) 92.5544 46.0352 46.5192 112.9476 58.3861 54.5615
Avg Daily Profit (%) 0.3554 0.1768 0.1786 0.2907 0.1767 0.1673
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38012 -24571 -25758 -39034 -24780 -31427
Profit Factor 1.4335 1.3846 1.4958 1.418 1.4 1.4391
Total Trades 183 92 91 183 92 91
Winning Trades 122 64 58 122 64 58
Losing Trades 61 28 33 61 28 33
Profitability (%) 66.6667 69.5652 63.7363 66.6667 69.5652 63.7363
Ratio Avg Win / Avg Loss 0.7167 0.6058 0.851 0.709 0.6125 0.8188
Largest Winning Trade 11762 11762 7957 16769 16769 9680
Largest Losing Trade -23325 -23325 -12397 -20103 -20103 -15129
Avg Bars in Trades 134 132 136 134 132 136
Avg Bars in Winners 92 94 89 92 94 89
Avg Bars in Losers 217 217 217 217 217 217
Bars Traded 24548 12158 12390 24548 12158 12390
Profit Streak 3.4144 7.0914 0 3.4144 7.0914 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329254 249571 207399 305929 285756 213544
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737153000000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531301132,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 106,
            "offset": 0,
            "a": 0.33752
        }
    }
}
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": [
        [
            92554.3892198494,
            46035.152566139,
            46519.2366537105,
            112947.5825768784,
            58386.076794365,
            54561.5057825134
        ],
        [
            92.554389,
            46.035153,
            46.519237,
            112.947583,
            58.386077,
            54.561506
        ],
        [
            0.355404,
            0.176773,
            0.178632,
            0.290674,
            0.176742,
            0.16734
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38012,
            -24571,
            -25758,
            -39034,
            -24780,
            -31427
        ],
        [
            1.433465,
            1.384624,
            1.495763,
            1.417973,
            1.399987,
            1.439102
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            122,
            64,
            58,
            122,
            64,
            58
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            66.666667,
            69.565217,
            63.736264,
            66.666667,
            69.565217,
            63.736264
        ],
        [
            0.716732,
            0.605773,
            0.851038,
            0.708987,
            0.612494,
            0.818799
        ],
        [
            11762,
            11762,
            7957,
            16769,
            16769,
            9680
        ],
        [
            -23325,
            -23325,
            -12397,
            -20103,
            -20103,
            -15129
        ],
        [
            134,
            132,
            136,
            134,
            132,
            136
        ],
        [
            92,
            94,
            89,
            92,
            94,
            89
        ],
        [
            217,
            217,
            217,
            217,
            217,
            217
        ],
        [
            24548,
            12158,
            12390,
            24548,
            12158,
            12390
        ],
        [
            3.414365,
            7.091448,
            0,
            3.414365,
            7.091448,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329254,
            249571,
            207399,
            305929,
            285756,
            213544
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737153000000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531301132,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 106,
            "offset": 0,
            "a": 0.33752
        }
    }
}

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)