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Trade: LTC/USDT/5/SMA/RMA/2862

Strategy
LTC/USDT/5/SMA/RMA/2862
Pair
LTC_USDT
Interval
5m
Score
560780
Daily Profit
0.506268
Profit Factor
3.612914
Profitability
69.444444
Streak
3.143950
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 09:22
Expiration Time
2025-12-26 08:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82008.5701 41049.146 40959.4241 112779.6827 55019.8015 57759.8812
Total P&L (%) 82.0086 41.0491 40.9594 112.7797 55.0198 57.7599
Avg Daily Profit (%) 0.9447 0.4729 0.4718 0.8736 0.5063 0.5266
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -15046 -9029 -13856 -27269 -13186 -25390
Profit Factor 2.5254 3.9384 2.0294 2.3585 3.6129 1.9322
Total Trades 73 36 37 73 36 37
Winning Trades 48 25 23 48 25 23
Losing Trades 25 11 14 25 11 14
Profitability (%) 65.7534 69.4444 62.1622 65.7534 69.4444 62.1622
Ratio Avg Win / Avg Loss 1.3153 1.7329 1.2353 1.2284 1.5897 1.1761
Largest Winning Trade 21462 8795 21462 37597 12830 37597
Largest Losing Trade -13856 -5895 -13856 -25390 -8725 -25390
Avg Bars in Trades 334 322 345 334 322 345
Avg Bars in Winners 299 280 319 299 280 319
Avg Bars in Losers 401 417 388 401 417 388
Bars Traded 24391 11602 12789 24391 11602 12789
Profit Streak 2.4044 3.1439 2.4044 2.4044 3.144 2.4044
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60553 518403 305435 -60937 560780 363076
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752750300000,
    "first_datapoint_time": 1752812100000,
    "last_datapoint_time": 1760250000000,
    "evaluation_time": 1760250137243,
    "expiration_time": 1766730000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 180,
            "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": [
        [
            82008.5701296758,
            41049.1460451896,
            40959.4240844862,
            112779.6826897929,
            55019.8015012578,
            57759.8811885351
        ],
        [
            82.00857,
            41.049146,
            40.959424,
            112.779683,
            55.019802,
            57.759881
        ],
        [
            0.94469,
            0.472862,
            0.471828,
            0.87361,
            0.506268,
            0.526556
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -15046,
            -9029,
            -13856,
            -27269,
            -13186,
            -25390
        ],
        [
            2.525423,
            3.93842,
            2.029354,
            2.358474,
            3.612914,
            1.932174
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            65.753425,
            69.444444,
            62.162162,
            65.753425,
            69.444444,
            62.162162
        ],
        [
            1.315324,
            1.732905,
            1.235259,
            1.228372,
            1.589682,
            1.176106
        ],
        [
            21462,
            8795,
            21462,
            37597,
            12830,
            37597
        ],
        [
            -13856,
            -5895,
            -13856,
            -25390,
            -8725,
            -25390
        ],
        [
            334,
            322,
            345,
            334,
            322,
            345
        ],
        [
            299,
            280,
            319,
            299,
            280,
            319
        ],
        [
            401,
            417,
            388,
            401,
            417,
            388
        ],
        [
            24391,
            11602,
            12789,
            24391,
            11602,
            12789
        ],
        [
            2.404366,
            3.143949,
            2.404366,
            2.404366,
            3.14395,
            2.404366
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60553,
            518403,
            305435,
            -60937,
            560780,
            363076
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752750300000,
    "first_datapoint_time": 1752812100000,
    "last_datapoint_time": 1760250000000,
    "evaluation_time": 1760250137243,
    "expiration_time": 1766730000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 180,
            "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)