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Trade: LTC/USDT/30/WMA/SWMA/1407

Strategy
LTC/USDT/30/WMA/SWMA/1407
Pair
LTC_USDT
Interval
30m
Score
506565
Daily Profit
0.348706
Profit Factor
1.790697
Profitability
63.492063
Streak
14.941958
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-26 23:36
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 181616.569 122753.0953 58863.4737 353724.5003 276168.3022 77556.1981
Total P&L (%) 181.6166 122.7531 58.8635 353.7245 276.1683 77.5562
Avg Daily Profit (%) 0.3487 0.2357 0.113 0.2908 0.2547 0.1103
Buy And Hold Return (%) 26.5706 26.5706 26.5706 26.5706 26.5706 26.5706
Max Trade Drawdown -32742 -26333 -38472 -154629 -107887 -188210
Profit Factor 1.7907 2.4363 1.4081 1.4931 2.0989 1.1664
Total Trades 126 63 63 126 63 63
Winning Trades 80 42 38 80 42 38
Losing Trades 46 21 25 46 21 25
Profitability (%) 63.4921 66.6667 60.3175 63.4921 66.6667 60.3175
Ratio Avg Win / Avg Loss 1.0297 1.2181 0.9264 0.8585 1.0494 0.7674
Largest Winning Trade 27723 27115 27723 88289 48254 88289
Largest Losing Trade -18421 -13555 -18421 -83433 -32088 -83433
Avg Bars in Trades 194 185 202 194 185 202
Avg Bars in Winners 162 169 155 162 169 155
Avg Bars in Losers 249 218 275 249 218 275
Bars Traded 24480 11698 12782 24480 11698 12782
Profit Streak 14.942 14.942 15.692 14.942 14.942 15.692
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506565 -134715 -193330 395922 -133533 -232935

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714321800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758918985189,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "offset": 58
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 236,
            "offset": 95
        }
    }
}
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": [
        [
            181616.5690153528,
            122753.0953188394,
            58863.4736965132,
            353724.5003290183,
            276168.3021840602,
            77556.1981449581
        ],
        [
            181.616569,
            122.753095,
            58.863474,
            353.7245,
            276.168302,
            77.556198
        ],
        [
            0.348706,
            0.235687,
            0.113019,
            0.290789,
            0.2547,
            0.110292
        ],
        [
            26.570619,
            26.570619,
            26.570619,
            26.570619,
            26.570619,
            26.570619
        ],
        [
            -32742,
            -26333,
            -38472,
            -154629,
            -107887,
            -188210
        ],
        [
            1.790697,
            2.43627,
            1.408136,
            1.493052,
            2.098878,
            1.166394
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            63.492063,
            66.666667,
            60.31746,
            63.492063,
            66.666667,
            60.31746
        ],
        [
            1.029651,
            1.218135,
            0.926405,
            0.858505,
            1.049439,
            0.767365
        ],
        [
            27723,
            27115,
            27723,
            88289,
            48254,
            88289
        ],
        [
            -18421,
            -13555,
            -18421,
            -83433,
            -32088,
            -83433
        ],
        [
            194,
            185,
            202,
            194,
            185,
            202
        ],
        [
            162,
            169,
            155,
            162,
            169,
            155
        ],
        [
            249,
            218,
            275,
            249,
            218,
            275
        ],
        [
            24480,
            11698,
            12782,
            24480,
            11698,
            12782
        ],
        [
            14.941958,
            14.941958,
            15.691958,
            14.941958,
            14.941958,
            15.691958
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506565,
            -134715,
            -193330,
            395922,
            -133533,
            -232935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714321800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758918985189,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "offset": 58
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 236,
            "offset": 95
        }
    }
}

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)