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Trade: LTC/USDT/15/EMA/RMA/8832

Strategy
LTC/USDT/15/EMA/RMA/8832
Pair
LTC_USDT
Interval
15m
Score
583631
Daily Profit
0.532425
Profit Factor
1.944187
Profitability
77.483444
Streak
8.437746
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:30
Expiration Time
2025-12-20 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 138654.119 72001.6108 66652.5083 253234.7057 132182.5105 121052.1952
Total P&L (%) 138.6541 72.0016 66.6525 253.2347 132.1825 121.0522
Avg Daily Profit (%) 0.5324 0.2765 0.2559 0.4858 0.324 0.3051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19096 -21405 -23577 -43771 -36597 -63218
Profit Factor 1.9442 1.9382 1.9508 1.825 1.8414 1.8078
Total Trades 151 76 75 151 76 75
Winning Trades 117 57 60 117 57 60
Losing Trades 34 19 15 34 19 15
Profitability (%) 77.4834 75 80 77.4834 75 80
Ratio Avg Win / Avg Loss 0.565 0.6461 0.4877 0.5303 0.6138 0.452
Largest Winning Trade 10728 10728 8396 21745 21745 15574
Largest Losing Trade -13786 -13786 -12334 -32212 -31208 -32212
Avg Bars in Trades 160 162 158 160 162 158
Avg Bars in Winners 96 89 103 96 89 103
Avg Bars in Losers 380 381 378 380 381 378
Bars Traded 24250 12340 11910 24250 12340 11910
Profit Streak 8.4377 8.4377 21.5732 8.4377 8.4377 21.5732
Trades During Streak 4 2 4 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 583631 -37032 -43872 560994 -36813 -43505
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737217800000,
    "first_datapoint_time": 1737332100000,
    "last_datapoint_time": 1759716900000,
    "evaluation_time": 1759717821246,
    "expiration_time": 1766196900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 78,
            "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": [
        [
            138654.1190308919,
            72001.6107590499,
            66652.5082718421,
            253234.7057153663,
            132182.5104891517,
            121052.1952262147
        ],
        [
            138.654119,
            72.001611,
            66.652508,
            253.234706,
            132.18251,
            121.052195
        ],
        [
            0.532425,
            0.276483,
            0.255942,
            0.485763,
            0.323983,
            0.30506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19096,
            -21405,
            -23577,
            -43771,
            -36597,
            -63218
        ],
        [
            1.944187,
            1.938177,
            1.950766,
            1.825,
            1.84139,
            1.807818
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            117,
            57,
            60,
            117,
            57,
            60
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            77.483444,
            75,
            80,
            77.483444,
            75,
            80
        ],
        [
            0.564977,
            0.646059,
            0.487692,
            0.530342,
            0.613797,
            0.451955
        ],
        [
            10728,
            10728,
            8396,
            21745,
            21745,
            15574
        ],
        [
            -13786,
            -13786,
            -12334,
            -32212,
            -31208,
            -32212
        ],
        [
            160,
            162,
            158,
            160,
            162,
            158
        ],
        [
            96,
            89,
            103,
            96,
            89,
            103
        ],
        [
            380,
            381,
            378,
            380,
            381,
            378
        ],
        [
            24250,
            12340,
            11910,
            24250,
            12340,
            11910
        ],
        [
            8.437746,
            8.437746,
            21.573162,
            8.437746,
            8.437746,
            21.573163
        ],
        [
            4,
            2,
            4,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            583631,
            -37032,
            -43872,
            560994,
            -36813,
            -43505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737217800000,
    "first_datapoint_time": 1737332100000,
    "last_datapoint_time": 1759716900000,
    "evaluation_time": 1759717821246,
    "expiration_time": 1766196900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 78,
            "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)