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Trade: LTC/USDT/15/ZLMA/WMA/7608

Strategy
LTC/USDT/15/ZLMA/WMA/7608
Pair
LTC_USDT
Interval
15m
Score
507181
Daily Profit
0.488751
Profit Factor
1.847478
Profitability
76.388889
Streak
4.861720
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 07:25
Expiration Time
2025-12-20 06:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127280.5279 64038.4395 63242.0884 214760.8204 103912.8899 110847.9304
Total P&L (%) 127.2805 64.0384 63.2421 214.7608 103.9129 110.8479
Avg Daily Profit (%) 0.4888 0.2459 0.2428 0.4413 0.274 0.2869
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28458 -28573 -12358 -34224 -36854 -27120
Profit Factor 1.8475 1.7704 1.943 1.9213 1.7961 2.0805
Total Trades 144 72 72 144 72 72
Winning Trades 110 55 55 110 55 55
Losing Trades 34 17 17 34 17 17
Profitability (%) 76.3889 76.3889 76.3889 76.3889 76.3889 76.3889
Ratio Avg Win / Avg Loss 0.571 0.5472 0.6006 0.5938 0.5552 0.6431
Largest Winning Trade 13202 13202 7507 21099 21099 17791
Largest Losing Trade -14268 -14268 -12358 -27120 -22658 -27120
Avg Bars in Trades 166 167 165 166 167 165
Avg Bars in Winners 114 111 118 114 111 118
Avg Bars in Losers 333 346 320 333 346 320
Bars Traded 23976 12038 11938 23976 12038 11938
Profit Streak 4.8617 8.5805 0 4.8617 8.5805 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507181 -67837 -68705 497700 -67150 -67613
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737225000000,
    "first_datapoint_time": 1737434700000,
    "last_datapoint_time": 1759724100000,
    "evaluation_time": 1759724752647,
    "expiration_time": 1766204100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "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": [
        [
            127280.527860536,
            64038.4394655987,
            63242.0883949373,
            214760.8203889283,
            103912.8899397169,
            110847.9304492114
        ],
        [
            127.280528,
            64.038439,
            63.242088,
            214.76082,
            103.91289,
            110.84793
        ],
        [
            0.488751,
            0.245904,
            0.242847,
            0.441276,
            0.27398,
            0.286858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28458,
            -28573,
            -12358,
            -34224,
            -36854,
            -27120
        ],
        [
            1.847478,
            1.77041,
            1.942998,
            1.921276,
            1.796104,
            2.08054
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            76.388889,
            76.388889,
            76.388889,
            76.388889,
            76.388889,
            76.388889
        ],
        [
            0.571039,
            0.547218,
            0.600563,
            0.593849,
            0.555159,
            0.643076
        ],
        [
            13202,
            13202,
            7507,
            21099,
            21099,
            17791
        ],
        [
            -14268,
            -14268,
            -12358,
            -27120,
            -22658,
            -27120
        ],
        [
            166,
            167,
            165,
            166,
            167,
            165
        ],
        [
            114,
            111,
            118,
            114,
            111,
            118
        ],
        [
            333,
            346,
            320,
            333,
            346,
            320
        ],
        [
            23976,
            12038,
            11938,
            23976,
            12038,
            11938
        ],
        [
            4.86172,
            8.58047,
            0,
            4.86172,
            8.58047,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507181,
            -67837,
            -68705,
            497700,
            -67150,
            -67613
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737225000000,
    "first_datapoint_time": 1737434700000,
    "last_datapoint_time": 1759724100000,
    "evaluation_time": 1759724752647,
    "expiration_time": 1766204100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "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)