← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/SINWMA/RMA/7316

Strategy
LTC/USDT/15/SINWMA/RMA/7316
Pair
LTC_USDT
Interval
15m
Score
328502
Daily Profit
0.363889
Profit Factor
1.416479
Profitability
61.883408
Streak
2.925999
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 17:43
Expiration Time
2025-12-21 16:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 94763.9621 56311.5117 38452.4504 121549.9879 73204.4025 48345.5854
Total P&L (%) 94.764 56.3115 38.4525 121.55 73.2044 48.3456
Avg Daily Profit (%) 0.3639 0.2162 0.1477 0.3059 0.2112 0.1516
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22509 -20952 -15397 -28176 -30716 -26774
Profit Factor 1.4165 1.4813 1.3479 1.3482 1.4201 1.2765
Total Trades 223 111 112 223 111 112
Winning Trades 138 73 65 138 73 65
Losing Trades 85 38 47 85 38 47
Profitability (%) 61.8834 65.7658 58.0357 61.8834 65.7658 58.0357
Ratio Avg Win / Avg Loss 0.8725 0.7711 0.9746 0.8304 0.7392 0.923
Largest Winning Trade 10853 10853 8956 16018 16018 15735
Largest Losing Trade -18263 -18263 -11779 -26638 -19655 -26638
Avg Bars in Trades 111 108 113 111 108 113
Avg Bars in Winners 81 79 85 81 79 85
Avg Bars in Losers 159 166 153 159 166 153
Bars Traded 24863 12098 12765 24863 12098 12765
Profit Streak 2.926 10.5718 2.926 2.926 10.5718 2.926
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328502 301626 -944 295649 319454 94966
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737348300000,
    "first_datapoint_time": 1737422100000,
    "last_datapoint_time": 1759847400000,
    "evaluation_time": 1759848206336,
    "expiration_time": 1766327400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 83,
            "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": [
        [
            94763.9621111437,
            56311.5117329573,
            38452.4503781863,
            121549.9878823366,
            73204.4024748564,
            48345.5854074803
        ],
        [
            94.763962,
            56.311512,
            38.45245,
            121.549988,
            73.204402,
            48.345585
        ],
        [
            0.363889,
            0.216233,
            0.147656,
            0.305927,
            0.211152,
            0.151553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22509,
            -20952,
            -15397,
            -28176,
            -30716,
            -26774
        ],
        [
            1.416479,
            1.481293,
            1.347874,
            1.34821,
            1.420103,
            1.276548
        ],
        [
            223,
            111,
            112,
            223,
            111,
            112
        ],
        [
            138,
            73,
            65,
            138,
            73,
            65
        ],
        [
            85,
            38,
            47,
            85,
            38,
            47
        ],
        [
            61.883408,
            65.765766,
            58.035714,
            61.883408,
            65.765766,
            58.035714
        ],
        [
            0.872469,
            0.771084,
            0.974617,
            0.830419,
            0.739232,
            0.923043
        ],
        [
            10853,
            10853,
            8956,
            16018,
            16018,
            15735
        ],
        [
            -18263,
            -18263,
            -11779,
            -26638,
            -19655,
            -26638
        ],
        [
            111,
            108,
            113,
            111,
            108,
            113
        ],
        [
            81,
            79,
            85,
            81,
            79,
            85
        ],
        [
            159,
            166,
            153,
            159,
            166,
            153
        ],
        [
            24863,
            12098,
            12765,
            24863,
            12098,
            12765
        ],
        [
            2.925999,
            10.571832,
            2.925999,
            2.925999,
            10.571833,
            2.925999
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328502,
            301626,
            -944,
            295649,
            319454,
            94966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737348300000,
    "first_datapoint_time": 1737422100000,
    "last_datapoint_time": 1759847400000,
    "evaluation_time": 1759848206336,
    "expiration_time": 1766327400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 83,
            "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)