← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/ZLMA/WMA/9719

Strategy
LTC/USDT/15/ZLMA/WMA/9719
Pair
LTC_USDT
Interval
15m
Score
530943
Daily Profit
0.424764
Profit Factor
2.007781
Profitability
72.903226
Streak
26.720343
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 01:17
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128367.7753 75121.3426 53246.4328 201568.409 115298.0661 86270.3429
Total P&L (%) 128.3678 75.1213 53.2464 201.5684 115.2981 86.2703
Avg Daily Profit (%) 0.4929 0.2885 0.2045 0.4248 0.2949 0.2391
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57741 -21737 -41659 -47964 -17307 -35205
Profit Factor 1.6715 1.8012 1.5467 2.0078 2.2116 1.8228
Total Trades 155 77 78 155 77 78
Winning Trades 113 57 56 113 57 56
Losing Trades 42 20 22 42 20 22
Profitability (%) 72.9032 74.026 71.7949 72.9032 74.026 71.7949
Ratio Avg Win / Avg Loss 0.6213 0.632 0.6077 0.7463 0.776 0.7161
Largest Winning Trade 12219 12219 9575 17316 17316 12344
Largest Losing Trade -23140 -14203 -23140 -22941 -13864 -22941
Avg Bars in Trades 157 157 157 157 157 157
Avg Bars in Winners 109 110 109 109 110 109
Avg Bars in Losers 285 289 282 285 289 282
Bars Traded 24415 12105 12309 24415 12105 12309
Profit Streak 26.7203 26.7203 47.8453 26.7203 26.7203 47.8453
Trades During Streak 15 7 14 15 7 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 528556 -29329 -24519 530943 -28482 -22350

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736444700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758925037643,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 242,
            "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": [
        [
            128367.7753331507,
            75121.3425599686,
            53246.432773182,
            201568.4089650133,
            115298.0660649276,
            86270.3429000857
        ],
        [
            128.367775,
            75.121343,
            53.246433,
            201.568409,
            115.298066,
            86.270343
        ],
        [
            0.492926,
            0.288462,
            0.204464,
            0.424764,
            0.294902,
            0.239142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57741,
            -21737,
            -41659,
            -47964,
            -17307,
            -35205
        ],
        [
            1.671543,
            1.801164,
            1.546744,
            2.007781,
            2.211628,
            1.822779
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            72.903226,
            74.025974,
            71.794872,
            72.903226,
            74.025974,
            71.794872
        ],
        [
            0.621282,
            0.631987,
            0.60765,
            0.746255,
            0.77601,
            0.716092
        ],
        [
            12219,
            12219,
            9575,
            17316,
            17316,
            12344
        ],
        [
            -23140,
            -14203,
            -23140,
            -22941,
            -13864,
            -22941
        ],
        [
            157,
            157,
            157,
            157,
            157,
            157
        ],
        [
            109,
            110,
            109,
            109,
            110,
            109
        ],
        [
            285,
            289,
            282,
            285,
            289,
            282
        ],
        [
            24415,
            12105,
            12309,
            24415,
            12105,
            12309
        ],
        [
            26.720343,
            26.720343,
            47.845343,
            26.720343,
            26.720343,
            47.845343
        ],
        [
            15,
            7,
            14,
            15,
            7,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            528556,
            -29329,
            -24519,
            530943,
            -28482,
            -22350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736444700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758925037643,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 242,
            "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)