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Trade: LTC/USDT/15/SWMA/SWMA/3083

Strategy
LTC/USDT/15/SWMA/SWMA/3083
Pair
LTC_USDT
Interval
15m
Score
315941
Daily Profit
0.273182
Profit Factor
1.256889
Profitability
68.827160
Streak
2.887398
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 18:17
Expiration Time
2025-12-25 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71141.9344 33576.3758 37565.5587 71821.7435 34517.9595 37303.784
Total P&L (%) 71.1419 33.5764 37.5656 71.8217 34.518 37.3038
Avg Daily Profit (%) 0.2732 0.1289 0.1443 0.2081 0.1139 0.1218
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33203 -27093 -28322 -48787 -35932 -41429
Profit Factor 1.2569 1.2423 1.2715 1.1929 1.1869 1.1989
Total Trades 324 162 162 324 162 162
Winning Trades 223 119 104 223 119 104
Losing Trades 101 43 58 101 43 58
Profitability (%) 68.8272 73.4568 64.1975 68.8272 73.4568 64.1975
Ratio Avg Win / Avg Loss 0.5693 0.4489 0.7091 0.5403 0.4289 0.6686
Largest Winning Trade 16155 10160 16155 23897 11813 23897
Largest Losing Trade -16127 -14526 -16127 -26273 -18444 -26273
Avg Bars in Trades 76 73 79 76 73 79
Avg Bars in Winners 46 45 47 46 45 47
Avg Bars in Losers 141 147 136 141 147 136
Bars Traded 24713 11830 12884 24713 11830 12884
Profit Streak 2.8874 2.8874 5.2416 2.8874 2.8874 5.2416
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315941 -24474 -2239 4012 -59064 -33830
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737696600000,
    "first_datapoint_time": 1737873900000,
    "last_datapoint_time": 1760195700000,
    "evaluation_time": 1760195871233,
    "expiration_time": 1766675700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 198,
            "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": [
        [
            71141.9344346358,
            33576.3757599909,
            37565.5586746449,
            71821.7435056184,
            34517.9595150797,
            37303.7839905384
        ],
        [
            71.141934,
            33.576376,
            37.565559,
            71.821744,
            34.51796,
            37.303784
        ],
        [
            0.273182,
            0.128932,
            0.14425,
            0.208068,
            0.11393,
            0.12181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33203,
            -27093,
            -28322,
            -48787,
            -35932,
            -41429
        ],
        [
            1.256889,
            1.242301,
            1.271499,
            1.192945,
            1.186898,
            1.198899
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            223,
            119,
            104,
            223,
            119,
            104
        ],
        [
            101,
            43,
            58,
            101,
            43,
            58
        ],
        [
            68.82716,
            73.45679,
            64.197531,
            68.82716,
            73.45679,
            64.197531
        ],
        [
            0.569263,
            0.448899,
            0.709105,
            0.540302,
            0.428879,
            0.668617
        ],
        [
            16155,
            10160,
            16155,
            23897,
            11813,
            23897
        ],
        [
            -16127,
            -14526,
            -16127,
            -26273,
            -18444,
            -26273
        ],
        [
            76,
            73,
            79,
            76,
            73,
            79
        ],
        [
            46,
            45,
            47,
            46,
            45,
            47
        ],
        [
            141,
            147,
            136,
            141,
            147,
            136
        ],
        [
            24713,
            11830,
            12884,
            24713,
            11830,
            12884
        ],
        [
            2.887398,
            2.887398,
            5.241565,
            2.887398,
            2.887399,
            5.241565
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315941,
            -24474,
            -2239,
            4012,
            -59064,
            -33830
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737696600000,
    "first_datapoint_time": 1737873900000,
    "last_datapoint_time": 1760195700000,
    "evaluation_time": 1760195871233,
    "expiration_time": 1766675700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 198,
            "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)