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Trade: LTC/USDT/15/RMA/SMA/5667

Strategy
LTC/USDT/15/RMA/SMA/5667
Pair
LTC_USDT
Interval
15m
Score
323248
Daily Profit
0.292955
Profit Factor
1.336940
Profitability
68.108108
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 02:06
Expiration Time
2025-12-24 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76291.2136 44413.8514 31877.3621 83032.2415 55806.712 27225.5295
Total P&L (%) 76.2912 44.4139 31.8774 83.0322 55.8067 27.2255
Avg Daily Profit (%) 0.293 0.1705 0.1224 0.2324 0.1704 0.0925
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27208 -22841 -23105 -33930 -26753 -38927
Profit Factor 1.3369 1.3806 1.2905 1.2643 1.3565 1.1728
Total Trades 185 93 92 185 93 92
Winning Trades 126 66 60 126 66 60
Losing Trades 59 27 32 59 27 32
Profitability (%) 68.1081 70.9677 65.2174 68.1081 70.9677 65.2174
Ratio Avg Win / Avg Loss 0.626 0.5648 0.6883 0.592 0.5549 0.6255
Largest Winning Trade 12305 12305 8568 16531 16531 10080
Largest Losing Trade -17673 -17673 -11555 -21050 -16511 -21050
Avg Bars in Trades 132 126 138 132 126 138
Avg Bars in Winners 82 81 84 82 81 84
Avg Bars in Losers 238 235 241 238 235 241
Bars Traded 24496 11730 12766 24496 11730 12766
Profit Streak 0 0 5.442 0 0 5.442
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 323248 206768 -32035 288641 233236 -102791
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737551700000,
    "first_datapoint_time": 1737721800000,
    "last_datapoint_time": 1760050800000,
    "evaluation_time": 1760051187809,
    "expiration_time": 1766530800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 190,
            "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": [
        [
            76291.2135595696,
            44413.8514255878,
            31877.3621339818,
            83032.241489391,
            55806.7119979677,
            27225.5294914231
        ],
        [
            76.291214,
            44.413851,
            31.877362,
            83.032241,
            55.806712,
            27.225529
        ],
        [
            0.292955,
            0.170547,
            0.122408,
            0.232392,
            0.170426,
            0.092505
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27208,
            -22841,
            -23105,
            -33930,
            -26753,
            -38927
        ],
        [
            1.33694,
            1.380586,
            1.290519,
            1.264341,
            1.356463,
            1.172801
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            126,
            66,
            60,
            126,
            66,
            60
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            68.108108,
            70.967742,
            65.217391,
            68.108108,
            70.967742,
            65.217391
        ],
        [
            0.626027,
            0.564785,
            0.688277,
            0.592032,
            0.554917,
            0.625494
        ],
        [
            12305,
            12305,
            8568,
            16531,
            16531,
            10080
        ],
        [
            -17673,
            -17673,
            -11555,
            -21050,
            -16511,
            -21050
        ],
        [
            132,
            126,
            138,
            132,
            126,
            138
        ],
        [
            82,
            81,
            84,
            82,
            81,
            84
        ],
        [
            238,
            235,
            241,
            238,
            235,
            241
        ],
        [
            24496,
            11730,
            12766,
            24496,
            11730,
            12766
        ],
        [
            0,
            0,
            5.441988,
            0,
            0,
            5.441989
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323248,
            206768,
            -32035,
            288641,
            233236,
            -102791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737551700000,
    "first_datapoint_time": 1737721800000,
    "last_datapoint_time": 1760050800000,
    "evaluation_time": 1760051187809,
    "expiration_time": 1766530800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 190,
            "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)