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Trade: LTC/USDT/15/SMA/ALMA/8218

Strategy
LTC/USDT/15/SMA/ALMA/8218
Pair
LTC_USDT
Interval
15m
Score
319525
Daily Profit
0.316389
Profit Factor
1.333628
Profitability
64.069264
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 02:45
Expiration Time
2025-12-23 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82393.9802 50339.1254 32054.8547 93454.6948 64841.1633 28613.5315
Total P&L (%) 82.394 50.3391 32.0549 93.4547 64.8412 28.6135
Avg Daily Profit (%) 0.3164 0.1933 0.1231 0.2537 0.1921 0.0967
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29964 -27720 -20075 -33227 -26969 -27923
Profit Factor 1.3336 1.3916 1.2707 1.3154 1.4383 1.1928
Total Trades 231 116 115 231 116 115
Winning Trades 148 74 74 148 74 74
Losing Trades 83 42 41 83 42 41
Profitability (%) 64.0693 63.7931 64.3478 64.0693 63.7931 64.3478
Ratio Avg Win / Avg Loss 0.7479 0.7898 0.7041 0.7377 0.8163 0.6609
Largest Winning Trade 12832 12832 6159 14891 14891 7563
Largest Losing Trade -15389 -15389 -11340 -14836 -14836 -13816
Avg Bars in Trades 107 102 112 107 102 112
Avg Bars in Winners 82 78 87 82 78 87
Avg Bars in Losers 151 145 157 151 145 157
Bars Traded 24850 11906 12944 24850 11906 12944
Profit Streak 0 0 5.6671 0 0 5.6671
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319525 193550 -31568 296225 238269 -75390
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737467100000,
    "first_datapoint_time": 1737583200000,
    "last_datapoint_time": 1759966200000,
    "evaluation_time": 1759967139827,
    "expiration_time": 1766446200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "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": [
        [
            82393.9801759247,
            50339.1254283426,
            32054.8547475821,
            93454.6948252112,
            64841.1633303546,
            28613.5314948567
        ],
        [
            82.39398,
            50.339125,
            32.054855,
            93.454695,
            64.841163,
            28.613531
        ],
        [
            0.316389,
            0.1933,
            0.123089,
            0.253709,
            0.19211,
            0.096676
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29964,
            -27720,
            -20075,
            -33227,
            -26969,
            -27923
        ],
        [
            1.333628,
            1.391552,
            1.270732,
            1.315385,
            1.438277,
            1.192848
        ],
        [
            231,
            116,
            115,
            231,
            116,
            115
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            64.069264,
            63.793103,
            64.347826,
            64.069264,
            63.793103,
            64.347826
        ],
        [
            0.747913,
            0.7898,
            0.704054,
            0.737682,
            0.816319,
            0.660902
        ],
        [
            12832,
            12832,
            6159,
            14891,
            14891,
            7563
        ],
        [
            -15389,
            -15389,
            -11340,
            -14836,
            -14836,
            -13816
        ],
        [
            107,
            102,
            112,
            107,
            102,
            112
        ],
        [
            82,
            78,
            87,
            82,
            78,
            87
        ],
        [
            151,
            145,
            157,
            151,
            145,
            157
        ],
        [
            24850,
            11906,
            12944,
            24850,
            11906,
            12944
        ],
        [
            0,
            0,
            5.667128,
            0,
            0,
            5.667128
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319525,
            193550,
            -31568,
            296225,
            238269,
            -75390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737467100000,
    "first_datapoint_time": 1737583200000,
    "last_datapoint_time": 1759966200000,
    "evaluation_time": 1759967139827,
    "expiration_time": 1766446200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "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)