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Trade: LTC/USDT/60/JMA/EMA/2127

Strategy
LTC/USDT/60/JMA/EMA/2127
Pair
LTC_USDT
Interval
1h
Score
303358
Daily Profit
0.201146
Profit Factor
1.349707
Profitability
50.156740
Streak
2.349737
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-11 23:23
Expiration Time
2025-12-25 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 209527.359 149366.4019 60160.9571 342639.5446 286379.6973 56259.8473
Total P&L (%) 209.5274 149.3664 60.161 342.6395 286.3797 56.2598
Avg Daily Profit (%) 0.2011 0.1434 0.0578 0.1429 0.1298 0.0429
Buy And Hold Return (%) 20.362 20.362 20.362 20.362 20.362 20.362
Max Trade Drawdown -43965 -36485 -41073 -193548 -151163 -187123
Profit Factor 1.3497 1.5507 1.1835 1.2118 1.4046 1.0618
Total Trades 319 159 160 319 159 160
Winning Trades 160 79 81 160 79 81
Losing Trades 159 80 79 159 80 79
Profitability (%) 50.1567 49.6855 50.625 50.1567 49.6855 50.625
Ratio Avg Win / Avg Loss 1.3413 1.5703 1.1542 1.2042 1.4223 1.0356
Largest Winning Trade 28660 28660 26672 100173 100173 85103
Largest Losing Trade -21772 -21579 -21772 -69284 -55187 -69284
Avg Bars in Trades 77 79 75 77 79 75
Avg Bars in Winners 81 81 82 81 81 82
Avg Bars in Losers 73 78 68 73 78 68
Bars Traded 24757 12677 12080 24757 12677 12080
Profit Streak 2.3497 2.4747 2.3497 2.3497 2.4747 2.3497
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303358 -375 -139054 -2306 -20444 -292890
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670212800000,
    "first_datapoint_time": 1670745600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760214217308,
    "expiration_time": 1766692800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 61,
            "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": [
        [
            209527.3590158664,
            149366.4019254454,
            60160.9570904211,
            342639.5446371629,
            286379.697322035,
            56259.8473151281
        ],
        [
            209.527359,
            149.366402,
            60.160957,
            342.639545,
            286.379697,
            56.259847
        ],
        [
            0.201146,
            0.143391,
            0.057754,
            0.14291,
            0.129842,
            0.042859
        ],
        [
            20.361991,
            20.361991,
            20.361991,
            20.361991,
            20.361991,
            20.361991
        ],
        [
            -43965,
            -36485,
            -41073,
            -193548,
            -151163,
            -187123
        ],
        [
            1.349707,
            1.550674,
            1.183469,
            1.211793,
            1.404564,
            1.061828
        ],
        [
            319,
            159,
            160,
            319,
            159,
            160
        ],
        [
            160,
            79,
            81,
            160,
            79,
            81
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            50.15674,
            49.685535,
            50.625,
            50.15674,
            49.685535,
            50.625
        ],
        [
            1.341271,
            1.570303,
            1.154247,
            1.204219,
            1.422344,
            1.03561
        ],
        [
            28660,
            28660,
            26672,
            100173,
            100173,
            85103
        ],
        [
            -21772,
            -21579,
            -21772,
            -69284,
            -55187,
            -69284
        ],
        [
            77,
            79,
            75,
            77,
            79,
            75
        ],
        [
            81,
            81,
            82,
            81,
            81,
            82
        ],
        [
            73,
            78,
            68,
            73,
            78,
            68
        ],
        [
            24757,
            12677,
            12080,
            24757,
            12677,
            12080
        ],
        [
            2.349737,
            2.474737,
            2.349737,
            2.349737,
            2.474737,
            2.349737
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303358,
            -375,
            -139054,
            -2306,
            -20444,
            -292890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670212800000,
    "first_datapoint_time": 1670745600000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760214217308,
    "expiration_time": 1766692800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 61,
            "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)