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Trade: LTC/USDT/15/T3/SINWMA/8461

Strategy
LTC/USDT/15/T3/SINWMA/8461
Pair
LTC_USDT
Interval
15m
Score
315292
Daily Profit
0.244064
Profit Factor
1.434413
Profitability
58.682635
Streak
2.929031
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 80334.8548 49480.4022 30854.4526 88667.8097 54024.2632 34643.5464
Total P&L (%) 80.3349 49.4804 30.8545 88.6678 54.0243 34.6435
Avg Daily Profit (%) 0.3085 0.19 0.1185 0.2441 0.166 0.1143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42171 -43125 -22895 -39725 -40571 -23287
Profit Factor 1.3801 1.4248 1.3253 1.4344 1.5003 1.3604
Total Trades 167 83 84 167 83 84
Winning Trades 98 50 48 98 50 48
Losing Trades 69 33 36 69 33 36
Profitability (%) 58.6826 60.241 57.1429 58.6826 60.241 57.1429
Ratio Avg Win / Avg Loss 0.9717 0.9404 0.994 1.0099 0.9902 1.0203
Largest Winning Trade 15191 15191 9618 14924 13755 14924
Largest Losing Trade -19860 -19860 -10376 -20516 -20516 -20300
Avg Bars in Trades 146 141 151 146 141 151
Avg Bars in Winners 119 119 118 119 119 118
Avg Bars in Losers 185 173 195 185 173 195
Bars Traded 24472 11726 12746 24472 11726 12746
Profit Streak 2.929 3.679 2.929 2.929 3.679 2.929
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 263172 169086 -41310 315292 189647 -44680
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": 1737589500000,
    "last_datapoint_time": 1759878000000,
    "evaluation_time": 1759878168274,
    "expiration_time": 1766358000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 71,
            "offset": 0,
            "a": 0.09986
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "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": [
        [
            80334.8547642857,
            49480.4021793147,
            30854.452584971,
            88667.8096763112,
            54024.263231315,
            34643.5464449962
        ],
        [
            80.334855,
            49.480402,
            30.854453,
            88.66781,
            54.024263,
            34.643546
        ],
        [
            0.308482,
            0.190002,
            0.11848,
            0.244064,
            0.166,
            0.114289
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42171,
            -43125,
            -22895,
            -39725,
            -40571,
            -23287
        ],
        [
            1.380138,
            1.424782,
            1.325309,
            1.434413,
            1.500349,
            1.360359
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            58.682635,
            60.240964,
            57.142857,
            58.682635,
            60.240964,
            57.142857
        ],
        [
            0.97173,
            0.940356,
            0.993982,
            1.009944,
            0.990231,
            1.020269
        ],
        [
            15191,
            15191,
            9618,
            14924,
            13755,
            14924
        ],
        [
            -19860,
            -19860,
            -10376,
            -20516,
            -20516,
            -20300
        ],
        [
            146,
            141,
            151,
            146,
            141,
            151
        ],
        [
            119,
            119,
            118,
            119,
            119,
            118
        ],
        [
            185,
            173,
            195,
            185,
            173,
            195
        ],
        [
            24472,
            11726,
            12746,
            24472,
            11726,
            12746
        ],
        [
            2.929031,
            3.679031,
            2.929031,
            2.929031,
            3.679031,
            2.929031
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            263172,
            169086,
            -41310,
            315292,
            189647,
            -44680
        ]
    ]
}
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": 1737589500000,
    "last_datapoint_time": 1759878000000,
    "evaluation_time": 1759878168274,
    "expiration_time": 1766358000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 71,
            "offset": 0,
            "a": 0.09986
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "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)