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Trade: LTC/USDT/15/ZLMA/KCB/8104

Strategy
LTC/USDT/15/ZLMA/KCB/8104
Pair
LTC_USDT
Interval
15m
Score
418261
Daily Profit
0.446254
Profit Factor
1.627153
Profitability
71.578947
Streak
3.362248
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 01:41
Expiration Time
2025-12-18 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 116213.4094 57517.805 58695.6045 180915.2235 95355.1885 85560.035
Total P&L (%) 116.2134 57.5178 58.6956 180.9152 95.3552 85.56
Avg Daily Profit (%) 0.4463 0.2209 0.2254 0.3974 0.2575 0.2377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30132 -19601 -20145 -29229 -24420 -40214
Profit Factor 1.6272 1.6127 1.642 1.588 1.6381 1.5407
Total Trades 190 95 95 190 95 95
Winning Trades 136 71 65 136 71 65
Losing Trades 54 24 30 54 24 30
Profitability (%) 71.5789 74.7368 68.4211 71.5789 74.7368 68.4211
Ratio Avg Win / Avg Loss 0.6461 0.5451 0.7579 0.6305 0.5537 0.7111
Largest Winning Trade 11762 11762 8412 23145 23145 11301
Largest Losing Trade -15107 -15107 -12839 -23204 -20201 -23204
Avg Bars in Trades 127 125 128 127 125 128
Avg Bars in Winners 76 80 72 76 80 72
Avg Bars in Losers 255 259 251 255 259 251
Bars Traded 24216 11966 12250 24216 11966 12250
Profit Streak 3.3622 6.9247 0 3.3622 6.9247 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 418261 366701 301881 398708 409686 316834
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737210600000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531298207,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 200,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            116213.4094293277,
            57517.8049574482,
            58695.6044718795,
            180915.2235398524,
            95355.1885091336,
            85560.0350307188
        ],
        [
            116.213409,
            57.517805,
            58.695604,
            180.915224,
            95.355189,
            85.560035
        ],
        [
            0.446254,
            0.220866,
            0.225388,
            0.397409,
            0.257473,
            0.237671
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30132,
            -19601,
            -20145,
            -29229,
            -24420,
            -40214
        ],
        [
            1.627153,
            1.612676,
            1.642019,
            1.588011,
            1.638068,
            1.540734
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            136,
            71,
            65,
            136,
            71,
            65
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            71.578947,
            74.736842,
            68.421053,
            71.578947,
            74.736842,
            68.421053
        ],
        [
            0.646075,
            0.54513,
            0.757855,
            0.630534,
            0.553713,
            0.711108
        ],
        [
            11762,
            11762,
            8412,
            23145,
            23145,
            11301
        ],
        [
            -15107,
            -15107,
            -12839,
            -23204,
            -20201,
            -23204
        ],
        [
            127,
            125,
            128,
            127,
            125,
            128
        ],
        [
            76,
            80,
            72,
            76,
            80,
            72
        ],
        [
            255,
            259,
            251,
            255,
            259,
            251
        ],
        [
            24216,
            11966,
            12250,
            24216,
            11966,
            12250
        ],
        [
            3.362248,
            6.924748,
            0,
            3.362248,
            6.924748,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418261,
            366701,
            301881,
            398708,
            409686,
            316834
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737210600000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531298207,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 200,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)