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Trade: LTC/USDT/15/JMA/ALMA/2626

Strategy
LTC/USDT/15/JMA/ALMA/2626
Pair
LTC_USDT
Interval
15m
Score
466191
Daily Profit
0.472019
Profit Factor
1.587875
Profitability
74.619289
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 14:07
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 122923.1089 72406.5103 50516.5985 183992.269 99654.3364 84337.9325
Total P&L (%) 122.9231 72.4065 50.5166 183.9923 99.6543 84.3379
Avg Daily Profit (%) 0.472 0.278 0.194 0.4016 0.2659 0.2351
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51757 -27837 -35283 -47104 -32049 -34206
Profit Factor 1.5879 1.6867 1.4874 1.7061 1.7389 1.6708
Total Trades 197 99 98 197 99 98
Winning Trades 147 77 70 147 77 70
Losing Trades 50 22 28 50 22 28
Profitability (%) 74.6193 77.7778 71.4286 74.6193 77.7778 71.4286
Ratio Avg Win / Avg Loss 0.5401 0.4819 0.5949 0.5803 0.4968 0.6683
Largest Winning Trade 12325 12325 6843 20324 20324 11266
Largest Losing Trade -24673 -18617 -24673 -26231 -18444 -26231
Avg Bars in Trades 125 122 128 125 122 128
Avg Bars in Winners 81 83 79 81 83 79
Avg Bars in Losers 254 259 251 254 259 251
Bars Traded 24748 12117 12631 24748 12117 12631
Profit Streak 0 0 13.0571 0 0 13.0571
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466191 392354 298099 454562 392236 387218
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736427600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758971236989,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 223,
            "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": [
        [
            122923.1088712944,
            72406.5103448264,
            50516.5985264681,
            183992.2689761855,
            99654.3364350478,
            84337.9325411377
        ],
        [
            122.923109,
            72.40651,
            50.516599,
            183.992269,
            99.654336,
            84.337933
        ],
        [
            0.472019,
            0.278037,
            0.193981,
            0.401609,
            0.265854,
            0.235128
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51757,
            -27837,
            -35283,
            -47104,
            -32049,
            -34206
        ],
        [
            1.587875,
            1.686667,
            1.487373,
            1.706074,
            1.738933,
            1.670826
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            147,
            77,
            70,
            147,
            77,
            70
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            74.619289,
            77.777778,
            71.428571,
            74.619289,
            77.777778,
            71.428571
        ],
        [
            0.540094,
            0.481905,
            0.594949,
            0.580297,
            0.496838,
            0.66833
        ],
        [
            12325,
            12325,
            6843,
            20324,
            20324,
            11266
        ],
        [
            -24673,
            -18617,
            -24673,
            -26231,
            -18444,
            -26231
        ],
        [
            125,
            122,
            128,
            125,
            122,
            128
        ],
        [
            81,
            83,
            79,
            81,
            83,
            79
        ],
        [
            254,
            259,
            251,
            254,
            259,
            251
        ],
        [
            24748,
            12117,
            12631,
            24748,
            12117,
            12631
        ],
        [
            0,
            0,
            13.057141,
            0,
            0,
            13.057141
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466191,
            392354,
            298099,
            454562,
            392236,
            387218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736427600000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758971236989,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 223,
            "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)