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Trade: LTC/USDT/15/HMA/SWMA/4105

Strategy
LTC/USDT/15/HMA/SWMA/4105
Pair
LTC_USDT
Interval
15m
Score
313643
Daily Profit
0.292762
Profit Factor
1.335609
Profitability
65.803109
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 16:07
Expiration Time
2025-12-23 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76241.0697 44198.9651 32042.1046 82881.5411 53585.6787 29295.8624
Total P&L (%) 76.2411 44.199 32.0421 82.8815 53.5857 29.2959
Avg Daily Profit (%) 0.2928 0.1697 0.123 0.2321 0.1649 0.0987
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25597 -26512 -20804 -34872 -29383 -30894
Profit Factor 1.3356 1.3844 1.2856 1.2846 1.377 1.1966
Total Trades 193 97 96 193 97 96
Winning Trades 127 64 63 127 64 63
Losing Trades 66 33 33 66 33 33
Profitability (%) 65.8031 65.9794 65.625 65.8031 65.9794 65.625
Ratio Avg Win / Avg Loss 0.6941 0.7138 0.6734 0.6676 0.71 0.6268
Largest Winning Trade 12001 12001 8798 15569 15569 8860
Largest Losing Trade -16268 -16268 -14855 -18842 -15555 -18842
Avg Bars in Trades 126 121 132 126 121 132
Avg Bars in Winners 88 83 93 88 83 93
Avg Bars in Losers 201 193 208 201 193 208
Bars Traded 24507 11759 12748 24507 11759 12748
Profit Streak 0 0 6.1195 0 0 6.1195
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313643 183770 -31159 283757 207820 -68146
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737515700000,
    "first_datapoint_time": 1737721800000,
    "last_datapoint_time": 1760014800000,
    "evaluation_time": 1760015227701,
    "expiration_time": 1766494800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 139,
            "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": [
        [
            76241.0696572994,
            44198.9650973034,
            32042.104559996,
            82881.5410952138,
            53585.6786955453,
            29295.8623996685
        ],
        [
            76.24107,
            44.198965,
            32.042105,
            82.881541,
            53.585679,
            29.295862
        ],
        [
            0.292762,
            0.169722,
            0.12304,
            0.232075,
            0.164904,
            0.09871
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25597,
            -26512,
            -20804,
            -34872,
            -29383,
            -30894
        ],
        [
            1.335609,
            1.384434,
            1.285578,
            1.284639,
            1.376989,
            1.196564
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            65.803109,
            65.979381,
            65.625,
            65.803109,
            65.979381,
            65.625
        ],
        [
            0.694096,
            0.713849,
            0.673398,
            0.667608,
            0.71001,
            0.626772
        ],
        [
            12001,
            12001,
            8798,
            15569,
            15569,
            8860
        ],
        [
            -16268,
            -16268,
            -14855,
            -18842,
            -15555,
            -18842
        ],
        [
            126,
            121,
            132,
            126,
            121,
            132
        ],
        [
            88,
            83,
            93,
            88,
            83,
            93
        ],
        [
            201,
            193,
            208,
            201,
            193,
            208
        ],
        [
            24507,
            11759,
            12748,
            24507,
            11759,
            12748
        ],
        [
            0,
            0,
            6.119533,
            0,
            0,
            6.119534
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313643,
            183770,
            -31159,
            283757,
            207820,
            -68146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737515700000,
    "first_datapoint_time": 1737721800000,
    "last_datapoint_time": 1760014800000,
    "evaluation_time": 1760015227701,
    "expiration_time": 1766494800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 139,
            "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)