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Trade: LTC/USDT/15/ZLMA/EMA/4597

Strategy
LTC/USDT/15/ZLMA/EMA/4597
Pair
LTC_USDT
Interval
15m
Score
307113
Daily Profit
0.376663
Profit Factor
1.462369
Profitability
68.518519
Streak
1.067027
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 02:06
Expiration Time
2025-12-24 01:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98090.6725 56859.0589 41231.6136 132068.4863 87617.0425 44451.4438
Total P&L (%) 98.0907 56.8591 41.2316 132.0685 87.617 44.4514
Avg Daily Profit (%) 0.3767 0.2183 0.1583 0.3238 0.2419 0.1413
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23575 -22316 -18019 -38137 -27057 -37251
Profit Factor 1.4624 1.5483 1.3802 1.3965 1.567 1.2489
Total Trades 216 108 108 216 108 108
Winning Trades 148 76 72 148 76 72
Losing Trades 68 32 36 68 32 36
Profitability (%) 68.5185 70.3704 66.6667 68.5185 70.3704 66.6667
Ratio Avg Win / Avg Loss 0.6719 0.6519 0.6901 0.6416 0.6598 0.6245
Largest Winning Trade 12280 12280 7385 22617 22617 9161
Largest Losing Trade -15980 -15980 -12551 -27073 -16841 -27073
Avg Bars in Trades 114 111 118 114 111 118
Avg Bars in Winners 68 69 68 68 69 68
Avg Bars in Losers 214 209 219 214 209 219
Bars Traded 24822 12009 12813 24822 12009 12813
Profit Streak 1.067 1.067 5.4004 1.067 1.067 5.4004
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307113 200338 223961 276355 243255 -5935
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737551700000,
    "first_datapoint_time": 1737693900000,
    "last_datapoint_time": 1760050800000,
    "evaluation_time": 1760051191171,
    "expiration_time": 1766530800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 159,
            "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": [
        [
            98090.672482649,
            56859.0588937656,
            41231.6135888834,
            132068.48630601,
            87617.0425174837,
            44451.4437885263
        ],
        [
            98.090672,
            56.859059,
            41.231614,
            132.068486,
            87.617043,
            44.451444
        ],
        [
            0.376663,
            0.218336,
            0.158327,
            0.323794,
            0.241914,
            0.141323
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23575,
            -22316,
            -18019,
            -38137,
            -27057,
            -37251
        ],
        [
            1.462369,
            1.548281,
            1.380213,
            1.3965,
            1.567026,
            1.248937
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            148,
            76,
            72,
            148,
            76,
            72
        ],
        [
            68,
            32,
            36,
            68,
            32,
            36
        ],
        [
            68.518519,
            70.37037,
            66.666667,
            68.518519,
            70.37037,
            66.666667
        ],
        [
            0.671899,
            0.651908,
            0.690106,
            0.641635,
            0.6598,
            0.624468
        ],
        [
            12280,
            12280,
            7385,
            22617,
            22617,
            9161
        ],
        [
            -15980,
            -15980,
            -12551,
            -27073,
            -16841,
            -27073
        ],
        [
            114,
            111,
            118,
            114,
            111,
            118
        ],
        [
            68,
            69,
            68,
            68,
            69,
            68
        ],
        [
            214,
            209,
            219,
            214,
            209,
            219
        ],
        [
            24822,
            12009,
            12813,
            24822,
            12009,
            12813
        ],
        [
            1.067027,
            1.067027,
            5.400361,
            1.067027,
            1.067027,
            5.400361
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307113,
            200338,
            223961,
            276355,
            243255,
            -5935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737551700000,
    "first_datapoint_time": 1737693900000,
    "last_datapoint_time": 1760050800000,
    "evaluation_time": 1760051191171,
    "expiration_time": 1766530800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 159,
            "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)