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Trade: LTC/USDT/15/SINWMA/T3/9738

Strategy
LTC/USDT/15/SINWMA/T3/9738
Pair
LTC_USDT
Interval
15m
Score
405995
Daily Profit
0.433289
Profit Factor
1.591401
Profitability
66.000000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 23:36
Expiration Time
2025-12-23 22:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 112837.2291 64334.4517 48502.7774 166319.3674 99344.9463 66974.4211
Total P&L (%) 112.8372 64.3345 48.5028 166.3194 99.3449 66.9744
Avg Daily Profit (%) 0.4333 0.247 0.1862 0.3768 0.2653 0.1971
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30842 -24638 -17751 -29642 -27698 -30918
Profit Factor 1.5914 1.6339 1.5431 1.6566 1.8247 1.5042
Total Trades 150 75 75 150 75 75
Winning Trades 99 50 49 99 50 49
Losing Trades 51 25 26 51 25 26
Profitability (%) 66 66.6667 65.3333 66 66.6667 65.3333
Ratio Avg Win / Avg Loss 0.8198 0.817 0.8188 0.8534 0.9124 0.7981
Largest Winning Trade 12854 12854 6839 17869 15714 17869
Largest Losing Trade -17019 -17019 -9344 -22782 -17504 -22782
Avg Bars in Trades 164 156 173 164 156 173
Avg Bars in Winners 126 124 128 126 124 128
Avg Bars in Losers 240 220 260 240 220 260
Bars Traded 24745 11708 13036 24745 11708 13036
Profit Streak 0 0 5.0251 0 0 5.0251
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405995 -47953 -49431 394450 -47052 -48312
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737542700000,
    "first_datapoint_time": 1737657000000,
    "last_datapoint_time": 1760041800000,
    "evaluation_time": 1760042164981,
    "expiration_time": 1766521800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 128,
            "offset": 0,
            "a": 0.37897
        }
    }
}
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": [
        [
            112837.2291048367,
            64334.4517417128,
            48502.7773631239,
            166319.367403223,
            99344.9463301802,
            66974.4210730428
        ],
        [
            112.837229,
            64.334452,
            48.502777,
            166.319367,
            99.344946,
            66.974421
        ],
        [
            0.433289,
            0.247041,
            0.186248,
            0.376841,
            0.265257,
            0.197057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30842,
            -24638,
            -17751,
            -29642,
            -27698,
            -30918
        ],
        [
            1.591401,
            1.633925,
            1.54308,
            1.656604,
            1.82472,
            1.504161
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            66,
            66.666667,
            65.333333,
            66,
            66.666667,
            65.333333
        ],
        [
            0.819813,
            0.816963,
            0.818777,
            0.853402,
            0.91236,
            0.798126
        ],
        [
            12854,
            12854,
            6839,
            17869,
            15714,
            17869
        ],
        [
            -17019,
            -17019,
            -9344,
            -22782,
            -17504,
            -22782
        ],
        [
            164,
            156,
            173,
            164,
            156,
            173
        ],
        [
            126,
            124,
            128,
            126,
            124,
            128
        ],
        [
            240,
            220,
            260,
            240,
            220,
            260
        ],
        [
            24745,
            11708,
            13036,
            24745,
            11708,
            13036
        ],
        [
            0,
            0,
            5.025058,
            0,
            0,
            5.025058
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405995,
            -47953,
            -49431,
            394450,
            -47052,
            -48312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737542700000,
    "first_datapoint_time": 1737657000000,
    "last_datapoint_time": 1760041800000,
    "evaluation_time": 1760042164981,
    "expiration_time": 1766521800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 128,
            "offset": 0,
            "a": 0.37897
        }
    }
}

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)