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Trade: LTC/USDT/15/WMA/RMA/3129

Strategy
LTC/USDT/15/WMA/RMA/3129
Pair
LTC_USDT
Interval
15m
Score
400733
Daily Profit
0.303758
Profit Factor
1.531548
Profitability
76.422764
Streak
3.911280
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 22:22
Expiration Time
2025-12-15 21:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79104.6841 37035.3843 42069.2997 96908.0871 40808.4779 56099.6092
Total P&L (%) 79.1047 37.0354 42.0693 96.9081 40.8085 56.0996
Avg Daily Profit (%) 0.3038 0.1422 0.1615 0.2605 0.1315 0.1711
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27312 -28426 -20186 -36342 -38024 -31070
Profit Factor 1.5315 1.4442 1.6429 1.4845 1.3554 1.6583
Total Trades 123 62 61 123 62 61
Winning Trades 94 47 47 94 47 47
Losing Trades 29 15 14 29 15 14
Profitability (%) 76.4228 75.8065 77.0492 76.4228 75.8065 77.0492
Ratio Avg Win / Avg Loss 0.4725 0.4609 0.4894 0.458 0.4326 0.494
Largest Winning Trade 10175 10175 7931 12596 12596 11141
Largest Losing Trade -13990 -13990 -11807 -18224 -18224 -13776
Avg Bars in Trades 197 206 188 197 206 188
Avg Bars in Winners 120 125 116 120 125 116
Avg Bars in Losers 445 461 427 445 461 427
Bars Traded 24277 12802 11475 24277 12802 11475
Profit Streak 3.9113 3.9113 17.1925 3.9113 3.9113 17.1925
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400733 -158907 -152451 377073 -173398 -151228
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736847000000,
    "first_datapoint_time": 1736960400000,
    "last_datapoint_time": 1759346100000,
    "evaluation_time": 1759346534569,
    "expiration_time": 1765826100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 127,
            "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": [
        [
            79104.6840643935,
            37035.3843396953,
            42069.2997246981,
            96908.0870829127,
            40808.4778519134,
            56099.6092309994
        ],
        [
            79.104684,
            37.035384,
            42.0693,
            96.908087,
            40.808478,
            56.099609
        ],
        [
            0.303758,
            0.142214,
            0.161544,
            0.260521,
            0.131501,
            0.171149
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27312,
            -28426,
            -20186,
            -36342,
            -38024,
            -31070
        ],
        [
            1.531548,
            1.444179,
            1.642867,
            1.484475,
            1.355437,
            1.65833
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            76.422764,
            75.806452,
            77.04918,
            76.422764,
            75.806452,
            77.04918
        ],
        [
            0.472499,
            0.460908,
            0.489365,
            0.457976,
            0.432586,
            0.493971
        ],
        [
            10175,
            10175,
            7931,
            12596,
            12596,
            11141
        ],
        [
            -13990,
            -13990,
            -11807,
            -18224,
            -18224,
            -13776
        ],
        [
            197,
            206,
            188,
            197,
            206,
            188
        ],
        [
            120,
            125,
            116,
            120,
            125,
            116
        ],
        [
            445,
            461,
            427,
            445,
            461,
            427
        ],
        [
            24277,
            12802,
            11475,
            24277,
            12802,
            11475
        ],
        [
            3.91128,
            3.91128,
            17.19253,
            3.91128,
            3.91128,
            17.19253
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400733,
            -158907,
            -152451,
            377073,
            -173398,
            -151228
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736847000000,
    "first_datapoint_time": 1736960400000,
    "last_datapoint_time": 1759346100000,
    "evaluation_time": 1759346534569,
    "expiration_time": 1765826100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 127,
            "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)