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Trade: LTC/USDT/15/HMA/T3/1717

Strategy
LTC/USDT/15/HMA/T3/1717
Pair
LTC_USDT
Interval
15m
Score
312913
Daily Profit
0.303980
Profit Factor
1.385577
Profitability
67.346939
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 04:53
Expiration Time
2025-12-14 03:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79162.5804 37073.5046 42089.0758 89177.1443 36686.0508 52491.0935
Total P&L (%) 79.1626 37.0735 42.0891 89.1771 36.6861 52.4911
Avg Daily Profit (%) 0.304 0.1424 0.1616 0.2451 0.1201 0.1622
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34548 -17943 -28354 -44060 -22131 -34708
Profit Factor 1.3856 1.3538 1.4188 1.3459 1.2802 1.4136
Total Trades 147 74 73 147 74 73
Winning Trades 99 52 47 99 52 47
Losing Trades 48 22 26 48 22 26
Profitability (%) 67.3469 70.2703 64.3836 67.3469 70.2703 64.3836
Ratio Avg Win / Avg Loss 0.6718 0.5727 0.7848 0.6525 0.5416 0.782
Largest Winning Trade 10167 10167 8777 13876 13876 10697
Largest Losing Trade -16625 -16625 -12584 -17817 -17817 -16787
Avg Bars in Trades 164 156 172 164 156 172
Avg Bars in Winners 116 120 111 116 120 111
Avg Bars in Losers 263 241 282 263 241 282
Bars Traded 24141 11572 12569 24141 11572 12569
Profit Streak 0 0 10.3598 0 0 10.3598
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312913 -69677 -65712 286061 -99872 -64869
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736697600000,
    "first_datapoint_time": 1736856000000,
    "last_datapoint_time": 1759196700000,
    "evaluation_time": 1759197184055,
    "expiration_time": 1765676700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 177,
            "offset": 0,
            "a": 0.65178
        }
    }
}
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": [
        [
            79162.5804062697,
            37073.5046406025,
            42089.0757656673,
            89177.1443214941,
            36686.0508395325,
            52491.0934819616
        ],
        [
            79.16258,
            37.073505,
            42.089076,
            89.177144,
            36.686051,
            52.491093
        ],
        [
            0.30398,
            0.14236,
            0.16162,
            0.245102,
            0.120077,
            0.162153
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34548,
            -17943,
            -28354,
            -44060,
            -22131,
            -34708
        ],
        [
            1.385577,
            1.35376,
            1.418751,
            1.34587,
            1.280184,
            1.413644
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            67.346939,
            70.27027,
            64.383562,
            67.346939,
            70.27027,
            64.383562
        ],
        [
            0.671795,
            0.572744,
            0.784841,
            0.652543,
            0.541616,
            0.782016
        ],
        [
            10167,
            10167,
            8777,
            13876,
            13876,
            10697
        ],
        [
            -16625,
            -16625,
            -12584,
            -17817,
            -17817,
            -16787
        ],
        [
            164,
            156,
            172,
            164,
            156,
            172
        ],
        [
            116,
            120,
            111,
            116,
            120,
            111
        ],
        [
            263,
            241,
            282,
            263,
            241,
            282
        ],
        [
            24141,
            11572,
            12569,
            24141,
            11572,
            12569
        ],
        [
            0,
            0,
            10.359769,
            0,
            0,
            10.359769
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312913,
            -69677,
            -65712,
            286061,
            -99872,
            -64869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736697600000,
    "first_datapoint_time": 1736856000000,
    "last_datapoint_time": 1759196700000,
    "evaluation_time": 1759197184055,
    "expiration_time": 1765676700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 177,
            "offset": 0,
            "a": 0.65178
        }
    }
}

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)