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Trade: LTC/USDT/15/SMA/WMA/4543

Strategy
LTC/USDT/15/SMA/WMA/4543
Pair
LTC_USDT
Interval
15m
Score
342698
Daily Profit
0.308881
Profit Factor
1.350914
Profitability
62.176166
Streak
4.324819
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 02:02
Expiration Time
2025-12-22 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 80438.7491 50207.7543 30230.9948 86589.3388 55178.2409 31411.0979
Total P&L (%) 80.4387 50.2078 30.231 86.5893 55.1782 31.4111
Avg Daily Profit (%) 0.3089 0.1928 0.1161 0.2398 0.1689 0.1049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37836 -31060 -24312 -32932 -30063 -21325
Profit Factor 1.3509 1.4284 1.2698 1.3479 1.4495 1.2491
Total Trades 193 96 97 193 96 97
Winning Trades 120 62 58 120 62 58
Losing Trades 73 34 39 73 34 39
Profitability (%) 62.1762 64.5833 59.7938 62.1762 64.5833 59.7938
Ratio Avg Win / Avg Loss 0.8218 0.7833 0.8539 0.82 0.7949 0.8399
Largest Winning Trade 13029 13029 8132 12243 12243 9738
Largest Losing Trade -23023 -23023 -11340 -18598 -18598 -15876
Avg Bars in Trades 127 120 133 127 120 133
Avg Bars in Winners 95 95 95 95 95 95
Avg Bars in Losers 178 166 189 178 166 189
Bars Traded 24553 11607 12945 24553 11607 12945
Profit Streak 4.3248 10.8457 4.3248 4.3248 10.8457 4.3248
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342698 271118 -42323 320785 280318 -57197
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737378900000,
    "first_datapoint_time": 1737567000000,
    "last_datapoint_time": 1759878000000,
    "evaluation_time": 1759878164341,
    "expiration_time": 1766358000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "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": [
        [
            80438.7491108296,
            50207.7543186787,
            30230.9947921508,
            86589.3388011128,
            55178.2409083674,
            31411.0978927454
        ],
        [
            80.438749,
            50.207754,
            30.230995,
            86.589339,
            55.178241,
            31.411098
        ],
        [
            0.308881,
            0.192795,
            0.116086,
            0.2398,
            0.168871,
            0.104947
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37836,
            -31060,
            -24312,
            -32932,
            -30063,
            -21325
        ],
        [
            1.350914,
            1.428416,
            1.269841,
            1.347921,
            1.449475,
            1.249067
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            120,
            62,
            58,
            120,
            62,
            58
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            62.176166,
            64.583333,
            59.793814,
            62.176166,
            64.583333,
            59.793814
        ],
        [
            0.821806,
            0.783325,
            0.853858,
            0.819985,
            0.794874,
            0.83989
        ],
        [
            13029,
            13029,
            8132,
            12243,
            12243,
            9738
        ],
        [
            -23023,
            -23023,
            -11340,
            -18598,
            -18598,
            -15876
        ],
        [
            127,
            120,
            133,
            127,
            120,
            133
        ],
        [
            95,
            95,
            95,
            95,
            95,
            95
        ],
        [
            178,
            166,
            189,
            178,
            166,
            189
        ],
        [
            24553,
            11607,
            12945,
            24553,
            11607,
            12945
        ],
        [
            4.324819,
            10.845652,
            4.324819,
            4.324819,
            10.845652,
            4.324819
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342698,
            271118,
            -42323,
            320785,
            280318,
            -57197
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737378900000,
    "first_datapoint_time": 1737567000000,
    "last_datapoint_time": 1759878000000,
    "evaluation_time": 1759878164341,
    "expiration_time": 1766358000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 210,
            "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)