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Trade: LTC/USDT/60/JMA/VWMA/5864

Strategy
LTC/USDT/60/JMA/VWMA/5864
Pair
LTC_USDT
Interval
1h
Score
399074
Daily Profit
0.210514
Profit Factor
1.623767
Profitability
66.666667
Streak
9.822711
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 18:44
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 219275.5587 156652.9929 62622.5659 389258.1409 301770.9915 87487.1494
Total P&L (%) 219.2756 156.653 62.6226 389.2581 301.771 87.4871
Avg Daily Profit (%) 0.2105 0.1504 0.0601 0.1525 0.1336 0.0604
Buy And Hold Return (%) 40.2696 40.2696 40.2696 40.2696 40.2696 40.2696
Max Trade Drawdown -44099 -31543 -39960 -282762 -200900 -169672
Profit Factor 1.6238 2.0123 1.3182 1.3747 1.6942 1.1448
Total Trades 162 81 81 162 81 81
Winning Trades 108 55 53 108 55 53
Losing Trades 54 26 28 54 26 28
Profitability (%) 66.6667 67.9012 65.4321 66.6667 67.9012 65.4321
Ratio Avg Win / Avg Loss 0.8119 0.9513 0.6964 0.6873 0.8009 0.6048
Largest Winning Trade 29491 29491 26030 119021 119021 113547
Largest Losing Trade -39336 -21040 -39336 -138258 -138258 -130083
Avg Bars in Trades 151 149 154 151 149 154
Avg Bars in Winners 114 109 119 114 109 119
Avg Bars in Losers 225 231 220 225 231 220
Bars Traded 24574 12071 12504 24574 12071 12504
Profit Streak 9.8227 108.3644 9.8227 9.8227 108.3644 9.8227
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399074 -1932 -132988 367331 -22090 -190000

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669521600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758901482268,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "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": [
        [
            219275.5587452673,
            156652.9928545048,
            62622.5658907623,
            389258.1409123588,
            301770.9914802273,
            87487.1494321315
        ],
        [
            219.275559,
            156.652993,
            62.622566,
            389.258141,
            301.770991,
            87.487149
        ],
        [
            0.210514,
            0.150394,
            0.06012,
            0.152544,
            0.133604,
            0.060361
        ],
        [
            40.269598,
            40.269598,
            40.269598,
            40.269598,
            40.269598,
            40.269598
        ],
        [
            -44099,
            -31543,
            -39960,
            -282762,
            -200900,
            -169672
        ],
        [
            1.623767,
            2.012321,
            1.318223,
            1.374682,
            1.694235,
            1.144793
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            66.666667,
            67.901235,
            65.432099,
            66.666667,
            67.901235,
            65.432099
        ],
        [
            0.811883,
            0.951279,
            0.69642,
            0.687341,
            0.800911,
            0.604796
        ],
        [
            29491,
            29491,
            26030,
            119021,
            119021,
            113547
        ],
        [
            -39336,
            -21040,
            -39336,
            -138258,
            -138258,
            -130083
        ],
        [
            151,
            149,
            154,
            151,
            149,
            154
        ],
        [
            114,
            109,
            119,
            114,
            109,
            119
        ],
        [
            225,
            231,
            220,
            225,
            231,
            220
        ],
        [
            24574,
            12071,
            12504,
            24574,
            12071,
            12504
        ],
        [
            9.822711,
            108.364378,
            9.822711,
            9.822711,
            108.364378,
            9.822711
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399074,
            -1932,
            -132988,
            367331,
            -22090,
            -190000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669521600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758901482268,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "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)