← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: LTC/USDT/15/ZLMA/WMA/1470

Strategy
LTC/USDT/15/ZLMA/WMA/1470
Pair
LTC_USDT
Interval
15m
Score
538066
Daily Profit
0.543772
Profit Factor
1.719944
Profitability
70.689655
Streak
6.532968
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 09:02
Expiration Time
2025-12-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141609.0686 68543.4015 73065.6671 249910.1111 118044.3346 131865.7766
Total P&L (%) 141.6091 68.5434 73.0657 249.9101 118.0443 131.8658
Avg Daily Profit (%) 0.5438 0.2632 0.2806 0.4821 0.2998 0.3235
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22405 -17842 -17733 -41133 -29082 -40781
Profit Factor 1.7199 1.6966 1.7433 1.6848 1.6866 1.6832
Total Trades 174 87 87 174 87 87
Winning Trades 123 64 59 123 64 59
Losing Trades 51 23 28 51 23 28
Profitability (%) 70.6897 73.5632 67.8161 70.6897 73.5632 67.8161
Ratio Avg Win / Avg Loss 0.7131 0.6097 0.8273 0.6986 0.6061 0.7988
Largest Winning Trade 17536 11307 17536 52206 18574 52206
Largest Losing Trade -14734 -14734 -11319 -35127 -20067 -35127
Avg Bars in Trades 141 136 147 141 136 147
Avg Bars in Winners 95 98 90 95 98 90
Avg Bars in Losers 254 240 266 254 240 266
Bars Traded 24681 11870 12810 24681 11870 12810
Profit Streak 6.533 14.1059 6.533 6.533 14.1059 6.533
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 538066 421604 406214 516653 435659 415236
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737663300000,
    "first_datapoint_time": 1737885600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760162548462,
    "expiration_time": 1766642400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 248,
            "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": [
        [
            141609.0685545104,
            68543.4014985925,
            73065.6670559178,
            249910.1111407221,
            118044.3345593042,
            131865.7765814179
        ],
        [
            141.609069,
            68.543401,
            73.065667,
            249.910111,
            118.044335,
            131.865777
        ],
        [
            0.543772,
            0.263203,
            0.280569,
            0.482115,
            0.299783,
            0.323457
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22405,
            -17842,
            -17733,
            -41133,
            -29082,
            -40781
        ],
        [
            1.719944,
            1.696615,
            1.743297,
            1.684805,
            1.686595,
            1.683211
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            123,
            64,
            59,
            123,
            64,
            59
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            70.689655,
            73.563218,
            67.816092,
            70.689655,
            73.563218,
            67.816092
        ],
        [
            0.713148,
            0.609721,
            0.827327,
            0.698578,
            0.60612,
            0.798812
        ],
        [
            17536,
            11307,
            17536,
            52206,
            18574,
            52206
        ],
        [
            -14734,
            -14734,
            -11319,
            -35127,
            -20067,
            -35127
        ],
        [
            141,
            136,
            147,
            141,
            136,
            147
        ],
        [
            95,
            98,
            90,
            95,
            98,
            90
        ],
        [
            254,
            240,
            266,
            254,
            240,
            266
        ],
        [
            24681,
            11870,
            12810,
            24681,
            11870,
            12810
        ],
        [
            6.532968,
            14.105885,
            6.532968,
            6.532968,
            14.105885,
            6.532968
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            538066,
            421604,
            406214,
            516653,
            435659,
            415236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737663300000,
    "first_datapoint_time": 1737885600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760162548462,
    "expiration_time": 1766642400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 248,
            "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)