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Trade: LTC/USDT/15/WMA/SINWMA/2943

Strategy
LTC/USDT/15/WMA/SINWMA/2943
Pair
LTC_USDT
Interval
15m
Score
397318
Daily Profit
0.250203
Profit Factor
1.559695
Profitability
71.739130
Streak
9.169302
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:33
Expiration Time
2025-12-20 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106847.7827 61619.6055 45228.1772 140911.2678 91700.4439 49210.8239
Total P&L (%) 106.8478 61.6196 45.2282 140.9113 91.7004 49.2108
Avg Daily Profit (%) 0.4103 0.2366 0.1737 0.3382 0.2502 0.1538
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37980 -23385 -22850 -37070 -22677 -37653
Profit Factor 1.458 1.5178 1.3957 1.4146 1.5597 1.2796
Total Trades 185 92 93 185 92 93
Winning Trades 125 66 59 125 66 59
Losing Trades 60 26 34 60 26 34
Profitability (%) 67.5676 71.7391 63.4409 67.5676 71.7391 63.4409
Ratio Avg Win / Avg Loss 0.6999 0.5979 0.8043 0.679 0.6144 0.7374
Largest Winning Trade 16538 16538 7163 18278 18278 9847
Largest Losing Trade -21749 -21749 -11868 -27384 -19919 -27384
Avg Bars in Trades 133 126 139 133 126 139
Avg Bars in Winners 87 88 85 87 88 85
Avg Bars in Losers 230 225 233 230 225 233
Bars Traded 24697 11683 13015 24697 11683 13015
Profit Streak 2.5131 9.1693 2.5131 2.5131 9.1693 2.5131
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356851 363816 138126 325121 397318 119197
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737217800000,
    "first_datapoint_time": 1737401400000,
    "last_datapoint_time": 1759716900000,
    "evaluation_time": 1759718027675,
    "expiration_time": 1766196900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "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": [
        [
            106847.7827275094,
            61619.6055397986,
            45228.1771877109,
            140911.2678270568,
            91700.4439367803,
            49210.8238902765
        ],
        [
            106.847783,
            61.619606,
            45.228177,
            140.911268,
            91.700444,
            49.210824
        ],
        [
            0.41029,
            0.236616,
            0.173674,
            0.338202,
            0.250203,
            0.153789
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37980,
            -23385,
            -22850,
            -37070,
            -22677,
            -37653
        ],
        [
            1.45802,
            1.51784,
            1.395738,
            1.414613,
            1.559695,
            1.279572
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            125,
            66,
            59,
            125,
            66,
            59
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            67.567568,
            71.73913,
            63.44086,
            67.567568,
            71.73913,
            63.44086
        ],
        [
            0.69985,
            0.597937,
            0.804324,
            0.679014,
            0.614425,
            0.73738
        ],
        [
            16538,
            16538,
            7163,
            18278,
            18278,
            9847
        ],
        [
            -21749,
            -21749,
            -11868,
            -27384,
            -19919,
            -27384
        ],
        [
            133,
            126,
            139,
            133,
            126,
            139
        ],
        [
            87,
            88,
            85,
            87,
            88,
            85
        ],
        [
            230,
            225,
            233,
            230,
            225,
            233
        ],
        [
            24697,
            11683,
            13015,
            24697,
            11683,
            13015
        ],
        [
            2.513052,
            9.169302,
            2.513052,
            2.513052,
            9.169302,
            2.513052
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356851,
            363816,
            138126,
            325121,
            397318,
            119197
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737217800000,
    "first_datapoint_time": 1737401400000,
    "last_datapoint_time": 1759716900000,
    "evaluation_time": 1759718027675,
    "expiration_time": 1766196900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "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)