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Trade: LTC/USDT/15/HMA/RMA/4763

Strategy
LTC/USDT/15/HMA/RMA/4763
Pair
LTC_USDT
Interval
15m
Score
417594
Daily Profit
0.365221
Profit Factor
1.690441
Profitability
72.807018
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 01:33
Expiration Time
2025-12-20 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 95110.9264 47329.2117 47781.7147 127855.8544 55217.2985 72638.5559
Total P&L (%) 95.1109 47.3292 47.7817 127.8559 55.2173 72.6386
Avg Daily Profit (%) 0.3652 0.1817 0.1835 0.3167 0.169 0.2099
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29517 -29748 -18191 -45849 -46371 -28609
Profit Factor 1.6904 1.6494 1.7365 1.6348 1.4944 1.8095
Total Trades 114 57 57 114 57 57
Winning Trades 83 41 42 83 41 42
Losing Trades 31 16 15 31 16 15
Profitability (%) 72.807 71.9298 73.6842 72.807 71.9298 73.6842
Ratio Avg Win / Avg Loss 0.6314 0.6437 0.6202 0.6106 0.5832 0.6462
Largest Winning Trade 9357 9357 7935 14605 14605 11690
Largest Losing Trade -21211 -21211 -10960 -33727 -33727 -17107
Avg Bars in Trades 209 214 205 209 214 205
Avg Bars in Winners 135 143 128 135 143 128
Avg Bars in Losers 408 395 422 408 395 422
Bars Traded 23936 12203 11733 23936 12203 11733
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 417594 -172367 -171917 398809 -172632 -170020
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737204300000,
    "first_datapoint_time": 1737436500000,
    "last_datapoint_time": 1759703400000,
    "evaluation_time": 1759703609497,
    "expiration_time": 1766183400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 182,
            "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": [
        [
            95110.9264311102,
            47329.2116905405,
            47781.7147405696,
            127855.8544043863,
            55217.2984834765,
            72638.5559209098
        ],
        [
            95.110926,
            47.329212,
            47.781715,
            127.855854,
            55.217298,
            72.638556
        ],
        [
            0.365221,
            0.181742,
            0.183479,
            0.316737,
            0.168968,
            0.209893
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29517,
            -29748,
            -18191,
            -45849,
            -46371,
            -28609
        ],
        [
            1.690441,
            1.649442,
            1.736496,
            1.634781,
            1.494425,
            1.809457
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            72.807018,
            71.929825,
            73.684211,
            72.807018,
            71.929825,
            73.684211
        ],
        [
            0.63137,
            0.643685,
            0.620177,
            0.610581,
            0.58319,
            0.646235
        ],
        [
            9357,
            9357,
            7935,
            14605,
            14605,
            11690
        ],
        [
            -21211,
            -21211,
            -10960,
            -33727,
            -33727,
            -17107
        ],
        [
            209,
            214,
            205,
            209,
            214,
            205
        ],
        [
            135,
            143,
            128,
            135,
            143,
            128
        ],
        [
            408,
            395,
            422,
            408,
            395,
            422
        ],
        [
            23936,
            12203,
            11733,
            23936,
            12203,
            11733
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417594,
            -172367,
            -171917,
            398809,
            -172632,
            -170020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737204300000,
    "first_datapoint_time": 1737436500000,
    "last_datapoint_time": 1759703400000,
    "evaluation_time": 1759703609497,
    "expiration_time": 1766183400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 182,
            "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)