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Trade: LTC/USDT/15/ZLMA/WMA/9641

Strategy
LTC/USDT/15/ZLMA/WMA/9641
Pair
LTC_USDT
Interval
15m
Score
539676
Daily Profit
0.526986
Profit Factor
1.750870
Profitability
72.413793
Streak
7.505039
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 20:07
Expiration Time
2025-12-18 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137237.6973 72350.8187 64886.8786 239974.8433 128073.3551 111901.4882
Total P&L (%) 137.2377 72.3508 64.8869 239.9748 128.0734 111.9015
Avg Daily Profit (%) 0.527 0.2778 0.2492 0.471 0.3171 0.2888
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23214 -17431 -17302 -35888 -31765 -41128
Profit Factor 1.7509 1.745 1.7575 1.6977 1.7036 1.6911
Total Trades 174 87 87 174 87 87
Winning Trades 126 65 61 126 65 61
Losing Trades 48 22 26 48 22 26
Profitability (%) 72.4138 74.7126 70.1149 72.4138 74.7126 70.1149
Ratio Avg Win / Avg Loss 0.667 0.5906 0.7491 0.6467 0.5766 0.7208
Largest Winning Trade 11522 11522 8824 22727 22727 15625
Largest Losing Trade -16471 -16471 -10895 -24332 -22175 -24332
Avg Bars in Trades 139 137 140 139 137 140
Avg Bars in Winners 96 102 91 96 102 91
Avg Bars in Losers 249 241 256 249 241 256
Bars Traded 24204 11953 12251 24204 11953 12251
Profit Streak 7.505 7.505 22.3592 7.505 7.505 22.3592
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 539676 422019 396655 518757 431229 416501
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737098100000,
    "first_datapoint_time": 1737269100000,
    "last_datapoint_time": 1759597200000,
    "evaluation_time": 1759597635418,
    "expiration_time": 1766077200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 191,
            "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": [
        [
            137237.6972828608,
            72350.8186926143,
            64886.8785902464,
            239974.8433285886,
            128073.355095601,
            111901.4882329875
        ],
        [
            137.237697,
            72.350819,
            64.886879,
            239.974843,
            128.073355,
            111.901488
        ],
        [
            0.526986,
            0.277824,
            0.249162,
            0.471001,
            0.317105,
            0.288778
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23214,
            -17431,
            -17302,
            -35888,
            -31765,
            -41128
        ],
        [
            1.75087,
            1.74504,
            1.757478,
            1.69771,
            1.703626,
            1.69106
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            126,
            65,
            61,
            126,
            65,
            61
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            72.413793,
            74.712644,
            70.114943,
            72.413793,
            74.712644,
            70.114943
        ],
        [
            0.666998,
            0.590629,
            0.749089,
            0.646747,
            0.576612,
            0.72078
        ],
        [
            11522,
            11522,
            8824,
            22727,
            22727,
            15625
        ],
        [
            -16471,
            -16471,
            -10895,
            -24332,
            -22175,
            -24332
        ],
        [
            139,
            137,
            140,
            139,
            137,
            140
        ],
        [
            96,
            102,
            91,
            96,
            102,
            91
        ],
        [
            249,
            241,
            256,
            249,
            241,
            256
        ],
        [
            24204,
            11953,
            12251,
            24204,
            11953,
            12251
        ],
        [
            7.505039,
            7.505039,
            22.359206,
            7.50504,
            7.50504,
            22.359206
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539676,
            422019,
            396655,
            518757,
            431229,
            416501
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737098100000,
    "first_datapoint_time": 1737269100000,
    "last_datapoint_time": 1759597200000,
    "evaluation_time": 1759597635418,
    "expiration_time": 1766077200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 191,
            "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)