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Trade: LTC/USDT/15/ZLMA/SINWMA/7542

Strategy
LTC/USDT/15/ZLMA/SINWMA/7542
Pair
LTC_USDT
Interval
15m
Score
455485
Daily Profit
0.467484
Profit Factor
1.617085
Profitability
70.348837
Streak
3.613198
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 18:28
Expiration Time
2025-12-14 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 121742.2644 59353.3136 62388.9508 188962.227 92749.6646 96212.5624
Total P&L (%) 121.7423 59.3533 62.389 188.9622 92.7497 96.2126
Avg Daily Profit (%) 0.4675 0.2279 0.2396 0.4083 0.2523 0.2592
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24981 -17886 -19217 -47337 -31320 -39892
Profit Factor 1.6171 1.5502 1.6978 1.5511 1.5033 1.6067
Total Trades 172 86 86 172 86 86
Winning Trades 121 63 58 121 63 58
Losing Trades 51 23 28 51 23 28
Profitability (%) 70.3488 73.2558 67.4419 70.3488 73.2558 67.4419
Ratio Avg Win / Avg Loss 0.6816 0.5659 0.8196 0.6538 0.5488 0.7757
Largest Winning Trade 11031 11031 8394 21360 21360 12833
Largest Losing Trade -17526 -17526 -10980 -23205 -21233 -23205
Avg Bars in Trades 142 140 144 142 140 144
Avg Bars in Winners 94 99 89 94 99 89
Avg Bars in Losers 255 252 257 255 252 257
Bars Traded 24487 12058 12429 24487 12058 12429
Profit Streak 3.6132 3.6132 16.2174 3.6132 3.6132 16.2174
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455485 291285 371803 425333 314022 389768
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736746200000,
    "first_datapoint_time": 1736921700000,
    "last_datapoint_time": 1759245300000,
    "evaluation_time": 1759246080313,
    "expiration_time": 1765725300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "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": [
        [
            121742.2644190666,
            59353.3135698987,
            62388.9508491678,
            188962.2270109871,
            92749.6646296251,
            96212.562381362
        ],
        [
            121.742264,
            59.353314,
            62.388951,
            188.962227,
            92.749665,
            96.212562
        ],
        [
            0.467484,
            0.227914,
            0.239571,
            0.408298,
            0.252304,
            0.259159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24981,
            -17886,
            -19217,
            -47337,
            -31320,
            -39892
        ],
        [
            1.617085,
            1.550163,
            1.697841,
            1.551118,
            1.503259,
            1.606742
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            121,
            63,
            58,
            121,
            63,
            58
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            70.348837,
            73.255814,
            67.44186,
            70.348837,
            73.255814,
            67.44186
        ],
        [
            0.681581,
            0.565932,
            0.819647,
            0.653777,
            0.548809,
            0.775668
        ],
        [
            11031,
            11031,
            8394,
            21360,
            21360,
            12833
        ],
        [
            -17526,
            -17526,
            -10980,
            -23205,
            -21233,
            -23205
        ],
        [
            142,
            140,
            144,
            142,
            140,
            144
        ],
        [
            94,
            99,
            89,
            94,
            99,
            89
        ],
        [
            255,
            252,
            257,
            255,
            252,
            257
        ],
        [
            24487,
            12058,
            12429,
            24487,
            12058,
            12429
        ],
        [
            3.613198,
            3.613198,
            16.217365,
            3.613198,
            3.613198,
            16.217365
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455485,
            291285,
            371803,
            425333,
            314022,
            389768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736746200000,
    "first_datapoint_time": 1736921700000,
    "last_datapoint_time": 1759245300000,
    "evaluation_time": 1759246080313,
    "expiration_time": 1765725300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "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)