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Trade: LTC/USDT/15/HMA/SWMA/6393

Strategy
LTC/USDT/15/HMA/SWMA/6393
Pair
LTC_USDT
Interval
15m
Score
326319
Daily Profit
0.192327
Profit Factor
1.428458
Profitability
69.072165
Streak
9.718166
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 17:14
Expiration Time
2025-12-20 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84601.3421 49387.1696 35214.1725 97000.0085 64934.1522 32065.8563
Total P&L (%) 84.6013 49.3872 35.2142 97 64.9342 32.0659
Avg Daily Profit (%) 0.3249 0.1896 0.1352 0.2607 0.1923 0.1069
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26941 -27662 -18924 -33204 -29278 -29466
Profit Factor 1.3611 1.4186 1.3028 1.3092 1.4285 1.1978
Total Trades 195 97 98 195 97 98
Winning Trades 128 67 61 128 67 61
Losing Trades 67 30 37 67 30 37
Profitability (%) 65.641 69.0722 62.2449 65.641 69.0722 62.2449
Ratio Avg Win / Avg Loss 0.7125 0.6352 0.7902 0.6853 0.6396 0.7265
Largest Winning Trade 12818 12818 8344 14928 14928 9523
Largest Losing Trade -16829 -16829 -13710 -18733 -15650 -18733
Avg Bars in Trades 126 120 132 126 120 132
Avg Bars in Winners 89 86 92 89 86 92
Avg Bars in Losers 197 197 197 197 197 197
Bars Traded 24690 11734 12956 24690 11734 12956
Profit Streak 3.1869 9.7182 3.1869 3.1869 9.7182 3.1869
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325719 285511 -17340 294561 326319 -58521
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737260100000,
    "first_datapoint_time": 1737447300000,
    "last_datapoint_time": 1759759200000,
    "evaluation_time": 1759760049560,
    "expiration_time": 1766239200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 168,
            "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": [
        [
            84601.3420523701,
            49387.1695764101,
            35214.1724759601,
            97000.0084565003,
            64934.1521636958,
            32065.8562928045
        ],
        [
            84.601342,
            49.38717,
            35.214172,
            97.000008,
            64.934152,
            32.065856
        ],
        [
            0.324865,
            0.189644,
            0.135221,
            0.260701,
            0.192327,
            0.106858
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26941,
            -27662,
            -18924,
            -33204,
            -29278,
            -29466
        ],
        [
            1.361104,
            1.418554,
            1.302812,
            1.30922,
            1.428458,
            1.197767
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            128,
            67,
            61,
            128,
            67,
            61
        ],
        [
            67,
            30,
            37,
            67,
            30,
            37
        ],
        [
            65.641026,
            69.072165,
            62.244898,
            65.641026,
            69.072165,
            62.244898
        ],
        [
            0.712453,
            0.635174,
            0.79023,
            0.685295,
            0.639608,
            0.726514
        ],
        [
            12818,
            12818,
            8344,
            14928,
            14928,
            9523
        ],
        [
            -16829,
            -16829,
            -13710,
            -18733,
            -15650,
            -18733
        ],
        [
            126,
            120,
            132,
            126,
            120,
            132
        ],
        [
            89,
            86,
            92,
            89,
            86,
            92
        ],
        [
            197,
            197,
            197,
            197,
            197,
            197
        ],
        [
            24690,
            11734,
            12956,
            24690,
            11734,
            12956
        ],
        [
            3.186916,
            9.718166,
            3.186916,
            3.186916,
            9.718166,
            3.186916
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325719,
            285511,
            -17340,
            294561,
            326319,
            -58521
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737260100000,
    "first_datapoint_time": 1737447300000,
    "last_datapoint_time": 1759759200000,
    "evaluation_time": 1759760049560,
    "expiration_time": 1766239200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 168,
            "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)