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Trade: LTC/USDT/15/ZLMA/SINWMA/7583

Strategy
LTC/USDT/15/ZLMA/SINWMA/7583
Pair
LTC_USDT
Interval
15m
Score
474630
Daily Profit
0.508762
Profit Factor
1.706542
Profitability
73.417722
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 10:16
Expiration Time
2025-12-23 09:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132491.6763 74336.0908 58155.5855 220247.2494 131346.7421 88900.5073
Total P&L (%) 132.4917 74.3361 58.1556 220.2472 131.3467 88.9005
Avg Daily Profit (%) 0.5088 0.2854 0.2233 0.4479 0.3226 0.2445
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25822 -24419 -14214 -41281 -37405 -37828
Profit Factor 1.7065 1.7592 1.649 1.6649 1.7986 1.5331
Total Trades 158 79 79 158 79 79
Winning Trades 116 57 59 116 57 59
Losing Trades 42 22 20 42 22 20
Profitability (%) 73.4177 72.1519 74.6835 73.4177 72.1519 74.6835
Ratio Avg Win / Avg Loss 0.6179 0.679 0.559 0.6028 0.6942 0.5197
Largest Winning Trade 12370 12370 7812 24251 24251 16729
Largest Losing Trade -14664 -14664 -12068 -36381 -20655 -36381
Avg Bars in Trades 156 152 160 156 152 160
Avg Bars in Winners 113 111 114 113 111 114
Avg Bars in Losers 276 258 296 276 258 296
Bars Traded 24722 12021 12700 24722 12021 12700
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 474630 -16295 -17500 453026 -15901 -17032
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737494100000,
    "first_datapoint_time": 1737709200000,
    "last_datapoint_time": 1759993200000,
    "evaluation_time": 1759994178375,
    "expiration_time": 1766473200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 240,
            "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": [
        [
            132491.6762874473,
            74336.0907782876,
            58155.5855091598,
            220247.2494234737,
            131346.7421105407,
            88900.5073129332
        ],
        [
            132.491676,
            74.336091,
            58.155586,
            220.247249,
            131.346742,
            88.900507
        ],
        [
            0.508762,
            0.285447,
            0.223315,
            0.447941,
            0.322594,
            0.244539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25822,
            -24419,
            -14214,
            -41281,
            -37405,
            -37828
        ],
        [
            1.706542,
            1.759247,
            1.648959,
            1.664946,
            1.798598,
            1.533123
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            116,
            57,
            59,
            116,
            57,
            59
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            73.417722,
            72.151899,
            74.683544,
            73.417722,
            72.151899,
            74.683544
        ],
        [
            0.617886,
            0.679008,
            0.558969,
            0.602825,
            0.694196,
            0.519703
        ],
        [
            12370,
            12370,
            7812,
            24251,
            24251,
            16729
        ],
        [
            -14664,
            -14664,
            -12068,
            -36381,
            -20655,
            -36381
        ],
        [
            156,
            152,
            160,
            156,
            152,
            160
        ],
        [
            113,
            111,
            114,
            113,
            111,
            114
        ],
        [
            276,
            258,
            296,
            276,
            258,
            296
        ],
        [
            24722,
            12021,
            12700,
            24722,
            12021,
            12700
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474630,
            -16295,
            -17500,
            453026,
            -15901,
            -17032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737494100000,
    "first_datapoint_time": 1737709200000,
    "last_datapoint_time": 1759993200000,
    "evaluation_time": 1759994178375,
    "expiration_time": 1766473200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 240,
            "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)