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Trade: LTC/USDT/15/WMA/WMA/1207

Strategy
LTC/USDT/15/WMA/WMA/1207
Pair
LTC_USDT
Interval
15m
Score
404870
Daily Profit
0.265851
Profit Factor
1.673637
Profitability
72.619048
Streak
5.018846
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 05:42
Expiration Time
2025-12-16 04:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126071.1263 62212.4372 63858.6891 200470.3518 99653.1432 100817.2086
Total P&L (%) 126.0711 62.2124 63.8587 200.4704 99.6531 100.8172
Avg Daily Profit (%) 0.4841 0.2389 0.2452 0.4234 0.2659 0.2681
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33611 -24337 -21693 -30219 -27539 -20335
Profit Factor 1.6557 1.5494 1.8081 1.7921 1.6736 1.9588
Total Trades 167 84 83 167 84 83
Winning Trades 121 61 60 121 61 60
Losing Trades 46 23 23 46 23 23
Profitability (%) 72.4551 72.619 72.2892 72.4551 72.619 72.2892
Ratio Avg Win / Avg Loss 0.6294 0.5842 0.6931 0.6813 0.631 0.7509
Largest Winning Trade 10629 10629 7183 18248 18248 14361
Largest Losing Trade -19893 -19893 -11290 -19179 -16938 -19179
Avg Bars in Trades 147 144 149 147 144 149
Avg Bars in Winners 104 105 102 104 105 102
Avg Bars in Losers 260 247 273 260 247 273
Bars Traded 24557 12118 12439 24557 12118 12439
Profit Streak 1.498 5.0188 0 1.498 5.0188 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370149 361627 348837 360934 404870 381084
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736873100000,
    "first_datapoint_time": 1737076500000,
    "last_datapoint_time": 1759372200000,
    "evaluation_time": 1759372928279,
    "expiration_time": 1765852200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "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": [
        [
            126071.1263253664,
            62212.4372107687,
            63858.6891145977,
            200470.351783981,
            99653.1432145393,
            100817.2085694417
        ],
        [
            126.071126,
            62.212437,
            63.858689,
            200.470352,
            99.653143,
            100.817209
        ],
        [
            0.484107,
            0.238893,
            0.245214,
            0.423357,
            0.265851,
            0.26809
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33611,
            -24337,
            -21693,
            -30219,
            -27539,
            -20335
        ],
        [
            1.655702,
            1.54935,
            1.808116,
            1.792122,
            1.673637,
            1.95882
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            72.45509,
            72.619048,
            72.289157,
            72.45509,
            72.619048,
            72.289157
        ],
        [
            0.62944,
            0.584181,
            0.693111,
            0.681303,
            0.631044,
            0.750881
        ],
        [
            10629,
            10629,
            7183,
            18248,
            18248,
            14361
        ],
        [
            -19893,
            -19893,
            -11290,
            -19179,
            -16938,
            -19179
        ],
        [
            147,
            144,
            149,
            147,
            144,
            149
        ],
        [
            104,
            105,
            102,
            104,
            105,
            102
        ],
        [
            260,
            247,
            273,
            260,
            247,
            273
        ],
        [
            24557,
            12118,
            12439,
            24557,
            12118,
            12439
        ],
        [
            1.498012,
            5.018846,
            0,
            1.498012,
            5.018846,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370149,
            361627,
            348837,
            360934,
            404870,
            381084
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736873100000,
    "first_datapoint_time": 1737076500000,
    "last_datapoint_time": 1759372200000,
    "evaluation_time": 1759372928279,
    "expiration_time": 1765852200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "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)