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Trade: LTC/USDT/15/WMA/ALMA/6297

Strategy
LTC/USDT/15/WMA/ALMA/6297
Pair
LTC_USDT
Interval
15m
Score
340164
Daily Profit
0.268425
Profit Factor
1.269735
Profitability
72.260274
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 21:49
Expiration Time
2025-12-21 20:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69903.2419 44520.0163 25383.2256 71513.7206 49440.916 22072.8046
Total P&L (%) 69.9032 44.52 25.3832 71.5137 49.4409 22.0728
Avg Daily Profit (%) 0.2684 0.171 0.0975 0.2074 0.1544 0.0766
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25017 -25362 -17675 -33255 -30548 -22676
Profit Factor 1.2697 1.3338 1.2018 1.2083 1.2836 1.1306
Total Trades 292 146 146 292 146 146
Winning Trades 211 109 102 211 109 102
Losing Trades 81 37 44 81 37 44
Profitability (%) 72.2603 74.6575 69.863 72.2603 74.6575 69.863
Ratio Avg Win / Avg Loss 0.4874 0.4527 0.5184 0.4638 0.4357 0.4877
Largest Winning Trade 10900 10900 6784 14566 14566 7272
Largest Losing Trade -18474 -18474 -12774 -19863 -18240 -19863
Avg Bars in Trades 84 81 88 84 81 88
Avg Bars in Winners 42 43 41 42 43 41
Avg Bars in Losers 193 191 194 193 191 194
Bars Traded 24689 11838 12851 24689 11838 12851
Profit Streak 0 1.7738 0 0 1.7738 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340164 127187 -67538 308088 126800 -173719
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737363600000,
    "first_datapoint_time": 1737531900000,
    "last_datapoint_time": 1759862700000,
    "evaluation_time": 1759862959662,
    "expiration_time": 1766342700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 188,
            "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": [
        [
            69903.2418517703,
            44520.0162971237,
            25383.2255546466,
            71513.7206234376,
            49440.9159804022,
            22072.8046430354
        ],
        [
            69.903242,
            44.520016,
            25.383226,
            71.513721,
            49.440916,
            22.072805
        ],
        [
            0.268425,
            0.170955,
            0.09747,
            0.207377,
            0.154382,
            0.076616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25017,
            -25362,
            -17675,
            -33255,
            -30548,
            -22676
        ],
        [
            1.269735,
            1.333771,
            1.201823,
            1.208265,
            1.283617,
            1.130565
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            211,
            109,
            102,
            211,
            109,
            102
        ],
        [
            81,
            37,
            44,
            81,
            37,
            44
        ],
        [
            72.260274,
            74.657534,
            69.863014,
            72.260274,
            74.657534,
            69.863014
        ],
        [
            0.487434,
            0.452748,
            0.518433,
            0.463836,
            0.435723,
            0.487695
        ],
        [
            10900,
            10900,
            6784,
            14566,
            14566,
            7272
        ],
        [
            -18474,
            -18474,
            -12774,
            -19863,
            -18240,
            -19863
        ],
        [
            84,
            81,
            88,
            84,
            81,
            88
        ],
        [
            42,
            43,
            41,
            42,
            43,
            41
        ],
        [
            193,
            191,
            194,
            193,
            191,
            194
        ],
        [
            24689,
            11838,
            12851,
            24689,
            11838,
            12851
        ],
        [
            0,
            1.773839,
            0,
            0,
            1.773839,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340164,
            127187,
            -67538,
            308088,
            126800,
            -173719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737363600000,
    "first_datapoint_time": 1737531900000,
    "last_datapoint_time": 1759862700000,
    "evaluation_time": 1759862959662,
    "expiration_time": 1766342700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 188,
            "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)