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Trade: LTC/USDT/15/ZLMA/ALMA/2486

Strategy
LTC/USDT/15/ZLMA/ALMA/2486
Pair
LTC_USDT
Interval
15m
Score
315795
Daily Profit
0.382963
Profit Factor
1.439673
Profitability
72.995781
Streak
1.085822
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 01:33
Expiration Time
2025-12-24 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 99731.1406 55946.8991 43784.2415 131541.0945 70884.2229 60656.8716
Total P&L (%) 99.7311 55.9469 43.7842 131.5411 70.8842 60.6569
Avg Daily Profit (%) 0.383 0.2148 0.1681 0.3229 0.206 0.1822
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32557 -31610 -20499 -44598 -38187 -30072
Profit Factor 1.4397 1.4452 1.4328 1.4297 1.4218 1.4393
Total Trades 237 119 118 237 119 118
Winning Trades 173 88 85 173 88 85
Losing Trades 64 31 33 64 31 33
Profitability (%) 72.9958 73.9496 72.0339 72.9958 73.9496 72.0339
Ratio Avg Win / Avg Loss 0.5326 0.5091 0.5563 0.5289 0.5008 0.5588
Largest Winning Trade 11107 11107 5638 14209 14209 9339
Largest Losing Trade -17801 -17801 -11907 -26224 -18396 -26224
Avg Bars in Trades 103 100 107 103 100 107
Avg Bars in Winners 58 55 60 58 55 60
Avg Bars in Losers 226 226 226 226 226 226
Bars Traded 24546 11910 12636 24546 11910 12636
Profit Streak 1.0858 1.0858 4.3254 1.0858 1.0858 4.3254
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315795 179453 242504 295117 205293 293727
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737549900000,
    "first_datapoint_time": 1737744300000,
    "last_datapoint_time": 1760049000000,
    "evaluation_time": 1760049215076,
    "expiration_time": 1766529000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 217,
            "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": [
        [
            99731.1405872889,
            55946.8990687445,
            43784.2415185443,
            131541.0944908,
            70884.2228916061,
            60656.871599194
        ],
        [
            99.731141,
            55.946899,
            43.784242,
            131.541094,
            70.884223,
            60.656872
        ],
        [
            0.382963,
            0.214833,
            0.168129,
            0.322918,
            0.205963,
            0.182218
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32557,
            -31610,
            -20499,
            -44598,
            -38187,
            -30072
        ],
        [
            1.439673,
            1.445194,
            1.432815,
            1.429659,
            1.421755,
            1.439279
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            173,
            88,
            85,
            173,
            88,
            85
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            72.995781,
            73.94958,
            72.033898,
            72.995781,
            73.94958,
            72.033898
        ],
        [
            0.532596,
            0.509103,
            0.556269,
            0.528891,
            0.500846,
            0.558779
        ],
        [
            11107,
            11107,
            5638,
            14209,
            14209,
            9339
        ],
        [
            -17801,
            -17801,
            -11907,
            -26224,
            -18396,
            -26224
        ],
        [
            103,
            100,
            107,
            103,
            100,
            107
        ],
        [
            58,
            55,
            60,
            58,
            55,
            60
        ],
        [
            226,
            226,
            226,
            226,
            226,
            226
        ],
        [
            24546,
            11910,
            12636,
            24546,
            11910,
            12636
        ],
        [
            1.085822,
            1.085823,
            4.325406,
            1.085823,
            1.085823,
            4.325406
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315795,
            179453,
            242504,
            295117,
            205293,
            293727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737549900000,
    "first_datapoint_time": 1737744300000,
    "last_datapoint_time": 1760049000000,
    "evaluation_time": 1760049215076,
    "expiration_time": 1766529000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 217,
            "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)