← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/ZLMA/RMA/3927

Strategy
LTC/USDT/15/ZLMA/RMA/3927
Pair
LTC_USDT
Interval
15m
Score
603168
Daily Profit
0.623915
Profit Factor
2.107443
Profitability
74.698795
Streak
7.980333
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 22:16
Expiration Time
2025-12-19 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 162479.9934 81485.9151 80994.0783 348237.7088 179488.5504 168749.1584
Total P&L (%) 162.48 81.4859 80.9941 348.2377 179.4886 168.7492
Avg Daily Profit (%) 0.6239 0.3129 0.311 0.5777 0.3954 0.3803
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -16277 -15306 -15542 -29328 -29329 -32998
Profit Factor 2.1074 2.0888 2.1269 2.1235 2.1127 2.1352
Total Trades 166 83 83 166 83 83
Winning Trades 124 62 62 124 62 62
Losing Trades 42 21 21 42 21 21
Profitability (%) 74.6988 74.6988 74.6988 74.6988 74.6988 74.6988
Ratio Avg Win / Avg Loss 0.7138 0.7075 0.7204 0.7192 0.7156 0.7232
Largest Winning Trade 10969 10969 9245 25053 25053 22366
Largest Losing Trade -13743 -13397 -13743 -29328 -29328 -23041
Avg Bars in Trades 145 148 143 145 148 143
Avg Bars in Winners 87 90 83 87 90 83
Avg Bars in Losers 318 316 321 318 316 321
Bars Traded 24207 12291 11915 24207 12291 11915
Profit Streak 7.9803 7.9803 21.3241 7.9803 7.9803 21.3241
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 603168 455907 473246 590067 482970 495152
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737191700000,
    "first_datapoint_time": 1737320400000,
    "last_datapoint_time": 1759690800000,
    "evaluation_time": 1759691800825,
    "expiration_time": 1766170800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 144,
            "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": [
        [
            162479.9933766249,
            81485.9150550223,
            80994.0783216025,
            348237.7088110386,
            179488.5503612312,
            168749.1584498078
        ],
        [
            162.479993,
            81.485915,
            80.994078,
            348.237709,
            179.48855,
            168.749158
        ],
        [
            0.623915,
            0.312902,
            0.311013,
            0.577714,
            0.395447,
            0.380342
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -16277,
            -15306,
            -15542,
            -29328,
            -29329,
            -32998
        ],
        [
            2.107443,
            2.088752,
            2.126907,
            2.123487,
            2.112718,
            2.135173
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            74.698795,
            74.698795,
            74.698795,
            74.698795,
            74.698795,
            74.698795
        ],
        [
            0.713811,
            0.70748,
            0.720404,
            0.719246,
            0.715598,
            0.723204
        ],
        [
            10969,
            10969,
            9245,
            25053,
            25053,
            22366
        ],
        [
            -13743,
            -13397,
            -13743,
            -29328,
            -29328,
            -23041
        ],
        [
            145,
            148,
            143,
            145,
            148,
            143
        ],
        [
            87,
            90,
            83,
            87,
            90,
            83
        ],
        [
            318,
            316,
            321,
            318,
            316,
            321
        ],
        [
            24207,
            12291,
            11915,
            24207,
            12291,
            11915
        ],
        [
            7.980333,
            7.980334,
            21.324084,
            7.980334,
            7.980334,
            21.324084
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            603168,
            455907,
            473246,
            590067,
            482970,
            495152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737191700000,
    "first_datapoint_time": 1737320400000,
    "last_datapoint_time": 1759690800000,
    "evaluation_time": 1759691800825,
    "expiration_time": 1766170800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 144,
            "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)