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Trade: LTC/USDT/15/ZLMA/KCB/3504

Strategy
LTC/USDT/15/ZLMA/KCB/3504
Pair
LTC_USDT
Interval
15m
Score
397015
Daily Profit
0.365531
Profit Factor
1.538704
Profitability
70.625000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 19:13
Expiration Time
2025-12-23 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95191.5811 52572.2091 42619.372 127917.6049 75688.384 52229.2208
Total P&L (%) 95.1916 52.5722 42.6194 127.9176 75.6884 52.2292
Avg Daily Profit (%) 0.3655 0.2019 0.1637 0.3168 0.2166 0.1615
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28090 -18409 -17277 -51164 -22214 -37780
Profit Factor 1.5387 1.6157 1.4667 1.4993 1.6449 1.3763
Total Trades 160 80 80 160 80 80
Winning Trades 113 57 56 113 57 56
Losing Trades 47 23 24 47 23 24
Profitability (%) 70.625 71.25 70 70.625 71.25 70
Ratio Avg Win / Avg Loss 0.64 0.6519 0.6286 0.6236 0.6637 0.5898
Largest Winning Trade 10506 10506 8076 16761 16761 15794
Largest Losing Trade -15403 -15403 -13258 -35585 -17785 -35585
Avg Bars in Trades 154 151 157 154 151 157
Avg Bars in Winners 107 108 105 107 108 105
Avg Bars in Losers 268 256 280 268 256 280
Bars Traded 24722 12090 12632 24722 12090 12632
Profit Streak 0 0 3.5409 0 0 3.5409
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397015 -11065 -13869 373375 -9720 -13636
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737526500000,
    "first_datapoint_time": 1737679500000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760026434587,
    "expiration_time": 1766505600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            95191.5811167138,
            52572.2091230099,
            42619.3719937039,
            127917.6048688632,
            75688.384037264,
            52229.2208315993
        ],
        [
            95.191581,
            52.572209,
            42.619372,
            127.917605,
            75.688384,
            52.229221
        ],
        [
            0.365531,
            0.201875,
            0.163656,
            0.316841,
            0.216632,
            0.161492
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28090,
            -18409,
            -17277,
            -51164,
            -22214,
            -37780
        ],
        [
            1.538704,
            1.615694,
            1.466715,
            1.499345,
            1.644853,
            1.376297
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            70.625,
            71.25,
            70,
            70.625,
            71.25,
            70
        ],
        [
            0.639992,
            0.651947,
            0.628592,
            0.623621,
            0.663713,
            0.589841
        ],
        [
            10506,
            10506,
            8076,
            16761,
            16761,
            15794
        ],
        [
            -15403,
            -15403,
            -13258,
            -35585,
            -17785,
            -35585
        ],
        [
            154,
            151,
            157,
            154,
            151,
            157
        ],
        [
            107,
            108,
            105,
            107,
            108,
            105
        ],
        [
            268,
            256,
            280,
            268,
            256,
            280
        ],
        [
            24722,
            12090,
            12632,
            24722,
            12090,
            12632
        ],
        [
            0,
            0,
            3.540909,
            0,
            0,
            3.54091
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397015,
            -11065,
            -13869,
            373375,
            -9720,
            -13636
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737526500000,
    "first_datapoint_time": 1737679500000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760026434587,
    "expiration_time": 1766505600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 139,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)