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Trade: LTC/USDT/15/ZLMA/BBM/4931

Strategy
LTC/USDT/15/ZLMA/BBM/4931
Pair
LTC_USDT
Interval
15m
Score
538590
Daily Profit
0.468707
Profit Factor
1.823880
Profitability
76.595745
Streak
5.575402
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 19:03
Expiration Time
2025-12-26 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 122060.6579 55404.1059 66656.552 195825.5446 85258.8358 110566.7088
Total P&L (%) 122.0607 55.4041 66.6566 195.8255 85.2588 110.5667
Avg Daily Profit (%) 0.4687 0.2127 0.256 0.4173 0.237 0.2863
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24562 -27018 -15394 -42158 -40524 -30965
Profit Factor 1.8239 1.687 1.9874 1.7881 1.6614 1.9246
Total Trades 141 70 71 141 70 71
Winning Trades 108 55 53 108 55 53
Losing Trades 33 15 18 33 15 18
Profitability (%) 76.5957 78.5714 74.6479 76.5957 78.5714 74.6479
Ratio Avg Win / Avg Loss 0.5573 0.4601 0.675 0.5464 0.4531 0.6537
Largest Winning Trade 18022 11519 18022 45174 18847 45174
Largest Losing Trade -14147 -14147 -11615 -28611 -24122 -28611
Avg Bars in Trades 172 173 171 172 173 171
Avg Bars in Winners 98 107 88 98 107 88
Avg Bars in Losers 416 417 415 416 417 415
Bars Traded 24366 12179 12187 24366 12179 12187
Profit Streak 5.5754 14.94 5.5754 5.5754 14.94 5.5754
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 538590 -83148 -74830 520299 -82017 -74469
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737785700000,
    "first_datapoint_time": 1737999000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760285014742,
    "expiration_time": 1766764800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 3.21842
        }
    }
}
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": [
        [
            122060.6578590263,
            55404.1058814708,
            66656.5519775555,
            195825.5445776607,
            85258.8358201371,
            110566.7087575236
        ],
        [
            122.060658,
            55.404106,
            66.656552,
            195.825545,
            85.258836,
            110.566709
        ],
        [
            0.468707,
            0.212749,
            0.255958,
            0.417349,
            0.237046,
            0.286344
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24562,
            -27018,
            -15394,
            -42158,
            -40524,
            -30965
        ],
        [
            1.82388,
            1.687,
            1.987403,
            1.788067,
            1.661381,
            1.924639
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            76.595745,
            78.571429,
            74.647887,
            76.595745,
            78.571429,
            74.647887
        ],
        [
            0.557297,
            0.460091,
            0.674967,
            0.546354,
            0.453104,
            0.653651
        ],
        [
            18022,
            11519,
            18022,
            45174,
            18847,
            45174
        ],
        [
            -14147,
            -14147,
            -11615,
            -28611,
            -24122,
            -28611
        ],
        [
            172,
            173,
            171,
            172,
            173,
            171
        ],
        [
            98,
            107,
            88,
            98,
            107,
            88
        ],
        [
            416,
            417,
            415,
            416,
            417,
            415
        ],
        [
            24366,
            12179,
            12187,
            24366,
            12179,
            12187
        ],
        [
            5.575402,
            14.939985,
            5.575402,
            5.575402,
            14.939985,
            5.575402
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            538590,
            -83148,
            -74830,
            520299,
            -82017,
            -74469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737785700000,
    "first_datapoint_time": 1737999000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760285014742,
    "expiration_time": 1766764800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 118,
            "offset": 0,
            "std": 3.21842
        }
    }
}

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)