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Trade: LTC/USDT/15/ZLMA/SWMA/4909

Strategy
LTC/USDT/15/ZLMA/SWMA/4909
Pair
LTC_USDT
Interval
15m
Score
300087
Daily Profit
0.294411
Profit Factor
1.277733
Profitability
70.149254
Streak
2.241138
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 02:32
Expiration Time
2025-12-25 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76670.594 30659.7325 46010.8615 76780.6923 26115.6094 50665.0829
Total P&L (%) 76.6706 30.6597 46.0109 76.7807 26.1156 50.6651
Avg Daily Profit (%) 0.2944 0.1177 0.1767 0.219 0.0891 0.1575
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41632 -24003 -32122 -60189 -36037 -46526
Profit Factor 1.2777 1.2333 1.3181 1.2036 1.1445 1.258
Total Trades 268 134 134 268 134 134
Winning Trades 188 93 95 188 93 95
Losing Trades 80 41 39 80 41 39
Profitability (%) 70.1493 69.403 70.8955 70.1493 69.403 70.8955
Ratio Avg Win / Avg Loss 0.5437 0.5437 0.5411 0.5122 0.5046 0.5164
Largest Winning Trade 27860 11334 27860 38520 12585 38520
Largest Losing Trade -16877 -15070 -16877 -26630 -23075 -26630
Avg Bars in Trades 92 87 97 92 87 97
Avg Bars in Winners 55 52 57 55 52 57
Avg Bars in Losers 178 165 192 178 165 192
Bars Traded 24715 11700 13015 24715 11700 13015
Profit Streak 2.2411 2.2411 7.7099 2.2411 2.2411 7.7099
Trades During Streak 5 2 7 5 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300087 -41338 255554 260580 -141124 250792
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737639900000,
    "first_datapoint_time": 1737803700000,
    "last_datapoint_time": 1760139000000,
    "evaluation_time": 1760139134333,
    "expiration_time": 1766619000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 183,
            "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": [
        [
            76670.5939947855,
            30659.7325143438,
            46010.8614804418,
            76780.6922894909,
            26115.6093684248,
            50665.0829210662
        ],
        [
            76.670594,
            30.659733,
            46.010861,
            76.780692,
            26.115609,
            50.665083
        ],
        [
            0.294411,
            0.117732,
            0.176679,
            0.219017,
            0.089138,
            0.157519
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41632,
            -24003,
            -32122,
            -60189,
            -36037,
            -46526
        ],
        [
            1.277733,
            1.233286,
            1.318121,
            1.203601,
            1.144497,
            1.257996
        ],
        [
            268,
            134,
            134,
            268,
            134,
            134
        ],
        [
            188,
            93,
            95,
            188,
            93,
            95
        ],
        [
            80,
            41,
            39,
            80,
            41,
            39
        ],
        [
            70.149254,
            69.402985,
            70.895522,
            70.149254,
            69.402985,
            70.895522
        ],
        [
            0.543716,
            0.543707,
            0.541124,
            0.512171,
            0.504563,
            0.516441
        ],
        [
            27860,
            11334,
            27860,
            38520,
            12585,
            38520
        ],
        [
            -16877,
            -15070,
            -16877,
            -26630,
            -23075,
            -26630
        ],
        [
            92,
            87,
            97,
            92,
            87,
            97
        ],
        [
            55,
            52,
            57,
            55,
            52,
            57
        ],
        [
            178,
            165,
            192,
            178,
            165,
            192
        ],
        [
            24715,
            11700,
            13015,
            24715,
            11700,
            13015
        ],
        [
            2.241138,
            2.241138,
            7.709888,
            2.241138,
            2.241138,
            7.709888
        ],
        [
            5,
            2,
            7,
            5,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300087,
            -41338,
            255554,
            260580,
            -141124,
            250792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737639900000,
    "first_datapoint_time": 1737803700000,
    "last_datapoint_time": 1760139000000,
    "evaluation_time": 1760139134333,
    "expiration_time": 1766619000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 183,
            "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)