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Trade: LTC/USDT/5/EMA/EMA/4366

Strategy
LTC/USDT/5/EMA/EMA/4366
Pair
LTC_USDT
Interval
5m
Score
396544
Daily Profit
0.634664
Profit Factor
1.698016
Profitability
67.961165
Streak
2.540640
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 09:33
Expiration Time
2025-12-25 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 55095.2058 17643.0562 37452.1496 57684.5698 16717.7233 40966.8465
Total P&L (%) 55.0952 17.6431 37.4522 57.6846 16.7177 40.9668
Avg Daily Profit (%) 0.6347 0.2032 0.4314 0.526 0.1782 0.3963
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20363 -10941 -12563 -23682 -12899 -15393
Profit Factor 1.698 1.4426 1.9585 1.6458 1.3708 1.926
Total Trades 103 51 52 103 51 52
Winning Trades 70 36 34 70 36 34
Losing Trades 33 15 18 33 15 18
Profitability (%) 67.9612 70.5882 65.3846 67.9612 70.5882 65.3846
Ratio Avg Win / Avg Loss 0.8005 0.6011 1.0369 0.7759 0.5712 1.0197
Largest Winning Trade 39435 7785 39435 44596 7604 44596
Largest Losing Trade -10322 -6582 -10322 -12379 -7715 -12379
Avg Bars in Trades 239 226 251 239 226 251
Avg Bars in Winners 135 128 143 135 128 143
Avg Bars in Losers 458 461 455 458 461 455
Bars Traded 24618 11549 13069 24618 11549 13069
Profit Streak 2.5406 2.5406 8.0233 2.5406 2.5406 8.0233
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396544 -181954 -168551 365696 -183223 -168601
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752664500000,
    "first_datapoint_time": 1752731400000,
    "last_datapoint_time": 1760164200000,
    "evaluation_time": 1760164411302,
    "expiration_time": 1766644200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 224,
            "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": [
        [
            55095.2058217827,
            17643.0562445,
            37452.1495772827,
            57684.5697734502,
            16717.7233166906,
            40966.8464567597
        ],
        [
            55.095206,
            17.643056,
            37.45215,
            57.68457,
            16.717723,
            40.966846
        ],
        [
            0.634664,
            0.203238,
            0.431427,
            0.526003,
            0.178235,
            0.396307
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20363,
            -10941,
            -12563,
            -23682,
            -12899,
            -15393
        ],
        [
            1.698016,
            1.442642,
            1.958527,
            1.645785,
            1.370803,
            1.926024
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            67.961165,
            70.588235,
            65.384615,
            67.961165,
            70.588235,
            65.384615
        ],
        [
            0.800493,
            0.601101,
            1.036867,
            0.77587,
            0.571168,
            1.01966
        ],
        [
            39435,
            7785,
            39435,
            44596,
            7604,
            44596
        ],
        [
            -10322,
            -6582,
            -10322,
            -12379,
            -7715,
            -12379
        ],
        [
            239,
            226,
            251,
            239,
            226,
            251
        ],
        [
            135,
            128,
            143,
            135,
            128,
            143
        ],
        [
            458,
            461,
            455,
            458,
            461,
            455
        ],
        [
            24618,
            11549,
            13069,
            24618,
            11549,
            13069
        ],
        [
            2.54064,
            2.54064,
            8.023279,
            2.54064,
            2.54064,
            8.023279
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396544,
            -181954,
            -168551,
            365696,
            -183223,
            -168601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752664500000,
    "first_datapoint_time": 1752731400000,
    "last_datapoint_time": 1760164200000,
    "evaluation_time": 1760164411302,
    "expiration_time": 1766644200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 224,
            "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)