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Trade: LTC/USDT/15/WMA/WMA/2600

Strategy
LTC/USDT/15/WMA/WMA/2600
Pair
LTC_USDT
Interval
15m
Score
470120
Daily Profit
0.423215
Profit Factor
1.556432
Profitability
68.944099
Streak
6.096477
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 08:18
Expiration Time
2025-12-17 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 110213.7236 55391.6313 54822.0923 156558.2307 76335.1111 80223.1196
Total P&L (%) 110.2137 55.3916 54.8221 156.5582 76.3351 80.2231
Avg Daily Profit (%) 0.4232 0.2127 0.2105 0.3625 0.218 0.2264
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36385 -26319 -22657 -31723 -27098 -18836
Profit Factor 1.5564 1.4805 1.6621 1.6908 1.5771 1.8502
Total Trades 161 81 80 161 81 80
Winning Trades 111 58 53 111 58 53
Losing Trades 50 23 27 50 23 27
Profitability (%) 68.9441 71.6049 66.25 68.9441 71.6049 66.25
Ratio Avg Win / Avg Loss 0.7011 0.5871 0.8468 0.7616 0.6254 0.9425
Largest Winning Trade 10194 10194 6483 15332 15332 9762
Largest Losing Trade -20483 -20483 -10699 -17003 -17003 -13961
Avg Bars in Trades 152 151 153 152 151 153
Avg Bars in Winners 108 108 108 108 108 108
Avg Bars in Losers 250 259 242 250 259 242
Bars Traded 24553 12274 12279 24553 12274 12279
Profit Streak 6.0965 6.0965 20.784 6.0965 6.0965 20.784
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470120 -2830 -9795 467315 -1220 -8284
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736968500000,
    "first_datapoint_time": 1737151200000,
    "last_datapoint_time": 1759467600000,
    "evaluation_time": 1759468735633,
    "expiration_time": 1765947600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "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": [
        [
            110213.7235582305,
            55391.6312966688,
            54822.0922615617,
            156558.2306998784,
            76335.111122999,
            80223.1195768794
        ],
        [
            110.213724,
            55.391631,
            54.822092,
            156.558231,
            76.335111,
            80.22312
        ],
        [
            0.423215,
            0.212701,
            0.210514,
            0.36245,
            0.218046,
            0.226439
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36385,
            -26319,
            -22657,
            -31723,
            -27098,
            -18836
        ],
        [
            1.556432,
            1.480506,
            1.662146,
            1.690787,
            1.577096,
            1.850155
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            111,
            58,
            53,
            111,
            58,
            53
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            68.944099,
            71.604938,
            66.25,
            68.944099,
            71.604938,
            66.25
        ],
        [
            0.701096,
            0.587097,
            0.846754,
            0.761616,
            0.6254,
            0.942532
        ],
        [
            10194,
            10194,
            6483,
            15332,
            15332,
            9762
        ],
        [
            -20483,
            -20483,
            -10699,
            -17003,
            -17003,
            -13961
        ],
        [
            152,
            151,
            153,
            152,
            151,
            153
        ],
        [
            108,
            108,
            108,
            108,
            108,
            108
        ],
        [
            250,
            259,
            242,
            250,
            259,
            242
        ],
        [
            24553,
            12274,
            12279,
            24553,
            12274,
            12279
        ],
        [
            6.096477,
            6.096477,
            20.783977,
            6.096477,
            6.096477,
            20.783977
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470120,
            -2830,
            -9795,
            467315,
            -1220,
            -8284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736968500000,
    "first_datapoint_time": 1737151200000,
    "last_datapoint_time": 1759467600000,
    "evaluation_time": 1759468735633,
    "expiration_time": 1765947600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "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)