← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/MIDPOINT/SWMA/2914

Strategy
LTC/USDT/15/MIDPOINT/SWMA/2914
Pair
LTC_USDT
Interval
15m
Score
411105
Daily Profit
0.253028
Profit Factor
1.663042
Profitability
60.576923
Streak
7.763628
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 08:19
Expiration Time
2025-12-25 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109931.2432 47278.8359 62652.4073 149577.0299 56464.6533 93112.3766
Total P&L (%) 109.9312 47.2788 62.6524 149.577 56.4647 93.1124
Avg Daily Profit (%) 0.4221 0.1815 0.2406 0.3518 0.172 0.253
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24636 -24442 -20389 -24780 -31870 -27497
Profit Factor 1.479 1.3773 1.6013 1.486 1.3374 1.663
Total Trades 208 104 104 208 104 104
Winning Trades 134 71 63 134 71 63
Losing Trades 74 33 41 74 33 41
Profitability (%) 64.4231 68.2692 60.5769 64.4231 68.2692 60.5769
Ratio Avg Win / Avg Loss 0.8168 0.6402 1.0421 0.8206 0.6216 1.0823
Largest Winning Trade 29084 9093 29084 56233 11392 56233
Largest Losing Trade -18786 -18786 -10480 -18737 -18737 -16615
Avg Bars in Trades 118 119 118 118 119 118
Avg Bars in Winners 79 81 77 79 81 77
Avg Bars in Losers 189 200 181 189 200 181
Bars Traded 24688 12396 12292 24688 12396 12292
Profit Streak 2.4928 2.4928 7.7636 2.4928 2.4928 7.7636
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353624 148636 385352 333523 161155 411105
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737659700000,
    "first_datapoint_time": 1737822600000,
    "last_datapoint_time": 1760158800000,
    "evaluation_time": 1760159977433,
    "expiration_time": 1766638800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "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": [
        [
            109931.2431715975,
            47278.8358606708,
            62652.4073109267,
            149577.0299273506,
            56464.6532942603,
            93112.3766330902
        ],
        [
            109.931243,
            47.278836,
            62.652407,
            149.57703,
            56.464653,
            93.112377
        ],
        [
            0.422131,
            0.181548,
            0.240582,
            0.351818,
            0.172047,
            0.253028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24636,
            -24442,
            -20389,
            -24780,
            -31870,
            -27497
        ],
        [
            1.479015,
            1.377322,
            1.601309,
            1.485985,
            1.337407,
            1.663042
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            134,
            71,
            63,
            134,
            71,
            63
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            64.423077,
            68.269231,
            60.576923,
            64.423077,
            68.269231,
            60.576923
        ],
        [
            0.816769,
            0.640164,
            1.042121,
            0.820619,
            0.621611,
            1.082297
        ],
        [
            29084,
            9093,
            29084,
            56233,
            11392,
            56233
        ],
        [
            -18786,
            -18786,
            -10480,
            -18737,
            -18737,
            -16615
        ],
        [
            118,
            119,
            118,
            118,
            119,
            118
        ],
        [
            79,
            81,
            77,
            79,
            81,
            77
        ],
        [
            189,
            200,
            181,
            189,
            200,
            181
        ],
        [
            24688,
            12396,
            12292,
            24688,
            12396,
            12292
        ],
        [
            2.492794,
            2.492794,
            7.763628,
            2.492794,
            2.492794,
            7.763628
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353624,
            148636,
            385352,
            333523,
            161155,
            411105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737659700000,
    "first_datapoint_time": 1737822600000,
    "last_datapoint_time": 1760158800000,
    "evaluation_time": 1760159977433,
    "expiration_time": 1766638800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "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)