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Trade: LTC/USDT/15/WMA/WMA/5321

Strategy
LTC/USDT/15/WMA/WMA/5321
Pair
LTC_USDT
Interval
15m
Score
404982
Daily Profit
0.411222
Profit Factor
1.537642
Profitability
69.047619
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 09:15
Expiration Time
2025-12-15 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 107090.4157 51729.0104 55361.4053 150845.1193 69658.9303 81186.189
Total P&L (%) 107.0904 51.729 55.3614 150.8451 69.6589 81.1862
Avg Daily Profit (%) 0.4112 0.1986 0.2126 0.3538 0.2032 0.2285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31760 -22641 -17669 -28348 -28426 -22449
Profit Factor 1.5376 1.4567 1.6444 1.5639 1.4599 1.6995
Total Trades 168 84 84 168 84 84
Winning Trades 116 60 56 116 60 56
Losing Trades 52 24 28 52 24 28
Profitability (%) 69.0476 71.4286 66.6667 69.0476 71.4286 66.6667
Ratio Avg Win / Avg Loss 0.6893 0.5827 0.8222 0.701 0.584 0.8498
Largest Winning Trade 10649 10649 6954 17202 17202 11108
Largest Losing Trade -18543 -18543 -10533 -21183 -15708 -21183
Avg Bars in Trades 145 145 146 145 145 146
Avg Bars in Winners 103 107 98 103 107 98
Avg Bars in Losers 239 239 240 239 239 240
Bars Traded 24479 12212 12267 24479 12212 12267
Profit Streak 0 4.2193 0 0 4.2193 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404982 254920 280882 393073 300063 324740
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736799300000,
    "first_datapoint_time": 1736967600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759299350641,
    "expiration_time": 1765778400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "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": [
        [
            107090.4156654797,
            51729.0103799009,
            55361.4052855787,
            150845.1192871285,
            69658.9302828513,
            81186.1890042773
        ],
        [
            107.090416,
            51.72901,
            55.361405,
            150.845119,
            69.65893,
            81.186189
        ],
        [
            0.411222,
            0.198637,
            0.212585,
            0.353771,
            0.203194,
            0.22849
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31760,
            -22641,
            -17669,
            -28348,
            -28426,
            -22449
        ],
        [
            1.537642,
            1.456693,
            1.644361,
            1.56386,
            1.459917,
            1.699504
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            69.047619,
            71.428571,
            66.666667,
            69.047619,
            71.428571,
            66.666667
        ],
        [
            0.689288,
            0.582677,
            0.822181,
            0.701041,
            0.583967,
            0.849752
        ],
        [
            10649,
            10649,
            6954,
            17202,
            17202,
            11108
        ],
        [
            -18543,
            -18543,
            -10533,
            -21183,
            -15708,
            -21183
        ],
        [
            145,
            145,
            146,
            145,
            145,
            146
        ],
        [
            103,
            107,
            98,
            103,
            107,
            98
        ],
        [
            239,
            239,
            240,
            239,
            239,
            240
        ],
        [
            24479,
            12212,
            12267,
            24479,
            12212,
            12267
        ],
        [
            0,
            4.219336,
            0,
            0,
            4.219336,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404982,
            254920,
            280882,
            393073,
            300063,
            324740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736799300000,
    "first_datapoint_time": 1736967600000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759299350641,
    "expiration_time": 1765778400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "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)