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Trade: LTC/USDT/15/LINREG/WMA/2991

Strategy
LTC/USDT/15/LINREG/WMA/2991
Pair
LTC_USDT
Interval
15m
Score
335382
Daily Profit
0.429874
Profit Factor
1.597092
Profitability
69.594595
Streak
2.039427
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 07:56
Expiration Time
2025-12-25 06:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111947.915 54935.6602 57012.2548 157676.0289 69941.2586 87734.7703
Total P&L (%) 111.9479 54.9357 57.0123 157.676 69.9413 87.7348
Avg Daily Profit (%) 0.4299 0.211 0.2189 0.3641 0.2038 0.2422
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38385 -33013 -20767 -35816 -35593 -26751
Profit Factor 1.5971 1.5374 1.6687 1.7158 1.6131 1.8261
Total Trades 148 74 74 148 74 74
Winning Trades 103 55 48 103 55 48
Losing Trades 45 19 26 45 19 26
Profitability (%) 69.5946 74.3243 64.8649 69.5946 74.3243 64.8649
Ratio Avg Win / Avg Loss 0.6978 0.5311 0.9039 0.7496 0.5573 0.9892
Largest Winning Trade 18874 12370 18874 40913 15317 40913
Largest Losing Trade -19128 -19128 -10148 -21793 -19422 -21793
Avg Bars in Trades 166 162 171 166 162 171
Avg Bars in Winners 122 124 120 122 124 120
Avg Bars in Losers 268 273 264 268 273 264
Bars Traded 24679 12018 12661 24679 12018 12661
Profit Streak 2.0394 0 4.4353 2.0394 0 4.4353
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335382 -55844 -56162 323837 -54496 -54794
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737658800000,
    "first_datapoint_time": 1737855000000,
    "last_datapoint_time": 1760157900000,
    "evaluation_time": 1760158606545,
    "expiration_time": 1766637900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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": [
        [
            111947.914976944,
            54935.6602018347,
            57012.2547751094,
            157676.0288734122,
            69941.2585687845,
            87734.7703046276
        ],
        [
            111.947915,
            54.93566,
            57.012255,
            157.676029,
            69.941259,
            87.73477
        ],
        [
            0.429874,
            0.21095,
            0.218924,
            0.364125,
            0.203833,
            0.242156
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38385,
            -33013,
            -20767,
            -35816,
            -35593,
            -26751
        ],
        [
            1.597092,
            1.537352,
            1.668728,
            1.715802,
            1.613097,
            1.826127
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            103,
            55,
            48,
            103,
            55,
            48
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            69.594595,
            74.324324,
            64.864865,
            69.594595,
            74.324324,
            64.864865
        ],
        [
            0.697758,
            0.531085,
            0.903895,
            0.749622,
            0.557252,
            0.989152
        ],
        [
            18874,
            12370,
            18874,
            40913,
            15317,
            40913
        ],
        [
            -19128,
            -19128,
            -10148,
            -21793,
            -19422,
            -21793
        ],
        [
            166,
            162,
            171,
            166,
            162,
            171
        ],
        [
            122,
            124,
            120,
            122,
            124,
            120
        ],
        [
            268,
            273,
            264,
            268,
            273,
            264
        ],
        [
            24679,
            12018,
            12661,
            24679,
            12018,
            12661
        ],
        [
            2.039427,
            0,
            4.435261,
            2.039428,
            0,
            4.435261
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335382,
            -55844,
            -56162,
            323837,
            -54496,
            -54794
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737658800000,
    "first_datapoint_time": 1737855000000,
    "last_datapoint_time": 1760157900000,
    "evaluation_time": 1760158606545,
    "expiration_time": 1766637900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 219,
            "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)