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Trade: LTC/USDT/15/TEMA/SWMA/4127

Strategy
LTC/USDT/15/TEMA/SWMA/4127
Pair
LTC_USDT
Interval
15m
Score
397364
Daily Profit
0.463189
Profit Factor
1.566618
Profitability
69.191919
Streak
2.248772
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 05:28
Expiration Time
2025-12-25 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 120623.6297 56077.6663 64545.9633 182444.8815 83379.854 99065.0275
Total P&L (%) 120.6236 56.0777 64.546 182.4449 83.3799 99.065
Avg Daily Profit (%) 0.4632 0.2153 0.2479 0.3995 0.2331 0.2647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22310 -26675 -19101 -39362 -37391 -36762
Profit Factor 1.5666 1.4951 1.648 1.5217 1.4703 1.5744
Total Trades 198 99 99 198 99 99
Winning Trades 137 72 65 137 72 65
Losing Trades 61 27 34 61 27 34
Profitability (%) 69.1919 72.7273 65.6566 69.1919 72.7273 65.6566
Ratio Avg Win / Avg Loss 0.6975 0.5607 0.862 0.6775 0.5514 0.8236
Largest Winning Trade 19875 12656 19875 46829 19796 46829
Largest Losing Trade -15750 -15750 -12823 -28332 -19256 -28332
Avg Bars in Trades 124 118 130 124 118 130
Avg Bars in Winners 77 77 76 77 77 76
Avg Bars in Losers 232 227 235 232 227 235
Bars Traded 24703 11741 12962 24703 11741 12962
Profit Streak 2.2488 2.2488 6.5509 2.2488 2.2488 6.5509
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397364 220462 367474 367877 253900 376797
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737649800000,
    "first_datapoint_time": 1737807300000,
    "last_datapoint_time": 1760148900000,
    "evaluation_time": 1760149693950,
    "expiration_time": 1766628900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "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": [
        [
            120623.6296615892,
            56077.6663398595,
            64545.9633217298,
            182444.8814840576,
            83379.8540233029,
            99065.0274607548
        ],
        [
            120.62363,
            56.077666,
            64.545963,
            182.444881,
            83.379854,
            99.065027
        ],
        [
            0.463189,
            0.215335,
            0.247853,
            0.399503,
            0.233122,
            0.264716
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22310,
            -26675,
            -19101,
            -39362,
            -37391,
            -36762
        ],
        [
            1.566618,
            1.495083,
            1.64796,
            1.521657,
            1.470313,
            1.574439
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            137,
            72,
            65,
            137,
            72,
            65
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            69.191919,
            72.727273,
            65.656566,
            69.191919,
            72.727273,
            65.656566
        ],
        [
            0.697545,
            0.560656,
            0.86201,
            0.677526,
            0.551367,
            0.823553
        ],
        [
            19875,
            12656,
            19875,
            46829,
            19796,
            46829
        ],
        [
            -15750,
            -15750,
            -12823,
            -28332,
            -19256,
            -28332
        ],
        [
            124,
            118,
            130,
            124,
            118,
            130
        ],
        [
            77,
            77,
            76,
            77,
            77,
            76
        ],
        [
            232,
            227,
            235,
            232,
            227,
            235
        ],
        [
            24703,
            11741,
            12962,
            24703,
            11741,
            12962
        ],
        [
            2.248772,
            2.248772,
            6.550856,
            2.248773,
            2.248773,
            6.550856
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397364,
            220462,
            367474,
            367877,
            253900,
            376797
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737649800000,
    "first_datapoint_time": 1737807300000,
    "last_datapoint_time": 1760148900000,
    "evaluation_time": 1760149693950,
    "expiration_time": 1766628900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "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)