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Trade: LTC/USDT/5/T3/SWMA/3145

Strategy
LTC/USDT/5/T3/SWMA/3145
Pair
LTC_USDT
Interval
5m
Score
367607
Daily Profit
0.661085
Profit Factor
1.729829
Profitability
55.882353
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-01 01:11
Expiration Time
2025-12-15 00:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62388.8108 43832.5209 18556.2899 77180.5785 48594.6279 28585.9506
Total P&L (%) 62.3888 43.8325 18.5563 77.1806 48.5946 28.586
Avg Daily Profit (%) 0.7187 0.5049 0.2138 0.6611 0.4573 0.29
Buy And Hold Return (%) 21.6284 21.6284 21.6284 21.6284 21.6284 21.6284
Max Trade Drawdown -22677 -7956 -15346 -28419 -10297 -18857
Profit Factor 1.786 2.3323 1.3993 1.7298 2.0256 1.4897
Total Trades 102 51 51 102 51 51
Winning Trades 57 29 28 57 29 28
Losing Trades 45 22 23 45 22 23
Profitability (%) 55.8824 56.8627 54.902 55.8824 56.8627 54.902
Ratio Avg Win / Avg Loss 1.41 1.7693 1.1494 1.3657 1.5367 1.2237
Largest Winning Trade 17373 17373 6634 19208 19208 9644
Largest Losing Trade -9259 -5716 -9259 -10941 -7789 -10941
Avg Bars in Trades 237 222 252 237 222 252
Avg Bars in Winners 252 237 266 252 237 266
Avg Bars in Losers 219 202 235 219 202 235
Bars Traded 24239 11343 12896 24239 11343 12896
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367348 -173155 -338714 367607 -172686 -237429
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751770500000,
    "first_datapoint_time": 1751840700000,
    "last_datapoint_time": 1759270200000,
    "evaluation_time": 1759270309745,
    "expiration_time": 1765750200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 156,
            "offset": 0,
            "a": 0.56662
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 235,
            "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": [
        [
            62388.8108142528,
            43832.5209329868,
            18556.289881266,
            77180.5784927391,
            48594.6278777986,
            28585.9506149405
        ],
        [
            62.388811,
            43.832521,
            18.55629,
            77.180578,
            48.594628,
            28.585951
        ],
        [
            0.718682,
            0.504925,
            0.213758,
            0.661085,
            0.457271,
            0.290049
        ],
        [
            21.628383,
            21.628383,
            21.628383,
            21.628383,
            21.628383,
            21.628383
        ],
        [
            -22677,
            -7956,
            -15346,
            -28419,
            -10297,
            -18857
        ],
        [
            1.786031,
            2.33229,
            1.399302,
            1.729829,
            2.025616,
            1.489732
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            55.882353,
            56.862745,
            54.901961,
            55.882353,
            56.862745,
            54.901961
        ],
        [
            1.410025,
            1.769323,
            1.149427,
            1.365655,
            1.536674,
            1.223708
        ],
        [
            17373,
            17373,
            6634,
            19208,
            19208,
            9644
        ],
        [
            -9259,
            -5716,
            -9259,
            -10941,
            -7789,
            -10941
        ],
        [
            237,
            222,
            252,
            237,
            222,
            252
        ],
        [
            252,
            237,
            266,
            252,
            237,
            266
        ],
        [
            219,
            202,
            235,
            219,
            202,
            235
        ],
        [
            24239,
            11343,
            12896,
            24239,
            11343,
            12896
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367348,
            -173155,
            -338714,
            367607,
            -172686,
            -237429
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751770500000,
    "first_datapoint_time": 1751840700000,
    "last_datapoint_time": 1759270200000,
    "evaluation_time": 1759270309745,
    "expiration_time": 1765750200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 156,
            "offset": 0,
            "a": 0.56662
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 235,
            "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)