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Trade: LTC/USDT/15/SWMA/DCL/3520

Strategy
LTC/USDT/15/SWMA/DCL/3520
Pair
LTC_USDT
Interval
15m
Score
615763
Daily Profit
0.277143
Profit Factor
4.148282
Profitability
62.500000
Streak
30.811616
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 16:58
Expiration Time
2025-12-15 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106299.8133 57099.9928 49199.8205 135940.9452 105594.7752 30346.17
Total P&L (%) 106.2998 57.1 49.1998 135.9409 105.5948 30.3462
Avg Daily Profit (%) 0.4082 0.2193 0.1889 0.3302 0.2771 0.1018
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35639 -5786 -44201 -105005 -13232 -132394
Profit Factor 1.9741 5.0054 1.5186 1.5079 4.1483 1.1296
Total Trades 63 32 31 63 32 31
Winning Trades 37 20 17 37 20 17
Losing Trades 26 12 14 26 12 14
Profitability (%) 58.7302 62.5 54.8387 58.7302 62.5 54.8387
Ratio Avg Win / Avg Loss 1.3872 3.0032 1.2506 1.0596 2.489 0.9303
Largest Winning Trade 23441 14779 23441 51453 19927 51453
Largest Losing Trade -28308 -4715 -28308 -85981 -10878 -85981
Avg Bars in Trades 379 94 674 379 94 674
Avg Bars in Winners 304 106 537 304 106 537
Avg Bars in Losers 487 74 841 487 74 841
Bars Traded 23926 3010 20916 23926 3010 20916
Profit Streak 15.0512 30.8116 15.0512 15.0512 30.8116 15.0512
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137632 599621 281014 -139584 615763 -139477
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736827200000,
    "first_datapoint_time": 1737241200000,
    "last_datapoint_time": 1759326300000,
    "evaluation_time": 1759327123622,
    "expiration_time": 1765806300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 224,
            "offset": 237
        }
    }
}
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": [
        [
            106299.8132884744,
            57099.9927595469,
            49199.8205289275,
            135940.9451683235,
            105594.7751789583,
            30346.1699893651
        ],
        [
            106.299813,
            57.099993,
            49.199821,
            135.940945,
            105.594775,
            30.34617
        ],
        [
            0.408186,
            0.219261,
            0.188925,
            0.33017,
            0.277143,
            0.10182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35639,
            -5786,
            -44201,
            -105005,
            -13232,
            -132394
        ],
        [
            1.974121,
            5.005408,
            1.518613,
            1.507881,
            4.148282,
            1.129617
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            58.730159,
            62.5,
            54.83871,
            58.730159,
            62.5,
            54.83871
        ],
        [
            1.38722,
            3.003245,
            1.250623,
            1.059592,
            2.488969,
            0.930273
        ],
        [
            23441,
            14779,
            23441,
            51453,
            19927,
            51453
        ],
        [
            -28308,
            -4715,
            -28308,
            -85981,
            -10878,
            -85981
        ],
        [
            379,
            94,
            674,
            379,
            94,
            674
        ],
        [
            304,
            106,
            537,
            304,
            106,
            537
        ],
        [
            487,
            74,
            841,
            487,
            74,
            841
        ],
        [
            23926,
            3010,
            20916,
            23926,
            3010,
            20916
        ],
        [
            15.051199,
            30.811616,
            15.051199,
            15.051199,
            30.811616,
            15.051199
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137632,
            599621,
            281014,
            -139584,
            615763,
            -139477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736827200000,
    "first_datapoint_time": 1737241200000,
    "last_datapoint_time": 1759326300000,
    "evaluation_time": 1759327123622,
    "expiration_time": 1765806300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 224,
            "offset": 237
        }
    }
}

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)