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Trade: LTC/USDT/360/SMA/HMA/9706

Strategy
LTC/USDT/360/SMA/HMA/9706
Pair
LTC_USDT
Interval
6h
Score
337253
Daily Profit
0.156362
Profit Factor
3.263186
Profitability
51.724138
Streak
203.598375
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-27 17:21
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396167.6812 390865.1773 5302.5039 347771.0236 768329.3835 -420558.36
Total P&L (%) 396.1677 390.8652 5.3025 347.771 768.3294 -420.5584
Avg Daily Profit (%) 0.1585 0.1564 0.0021 0.06 0.0865 0
Buy And Hold Return (%) 174.1878 174.1878 174.1878 174.1878 174.1878 174.1878
Max Trade Drawdown -152236 -65118 -117069 -1633701 -571724 -1302164
Profit Factor 1.97 3.2632 1.0225 1.104 1.5824 0.7924
Total Trades 58 29 29 58 29 29
Winning Trades 24 15 9 24 15 9
Losing Trades 34 14 20 34 14 20
Profitability (%) 41.3793 51.7241 31.0345 41.3793 51.7241 31.0345
Ratio Avg Win / Avg Loss 2.7908 3.0456 2.2722 1.5639 1.4769 1.7609
Largest Winning Trade 212814 212814 49769 699059 699059 644082
Largest Losing Trade -43619 -23091 -43619 -384037 -228473 -384037
Avg Bars in Trades 165 174 157 165 174 157
Avg Bars in Winners 258 238 293 258 238 293
Avg Bars in Losers 100 106 96 100 106 96
Bars Traded 9623 5060 4563 9623 5060 4563
Profit Streak 77.0984 203.5984 0 77.0984 203.5984 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -176345 337253 -557859 -407085 -75956 -585430
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1547013600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758982899585,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 119,
            "offset": 80
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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": [
        [
            396167.6812326421,
            390865.1773078026,
            5302.5039248395,
            347771.0235813573,
            768329.3835323678,
            -420558.3599510103
        ],
        [
            396.167681,
            390.865177,
            5.302504,
            347.771024,
            768.329384,
            -420.55836
        ],
        [
            0.158483,
            0.156362,
            0.002121,
            0.059988,
            0.086502,
            0
        ],
        [
            174.187772,
            174.187772,
            174.187772,
            174.187772,
            174.187772,
            174.187772
        ],
        [
            -152236,
            -65118,
            -117069,
            -1633701,
            -571724,
            -1302164
        ],
        [
            1.969964,
            3.263186,
            1.022494,
            1.103963,
            1.582428,
            0.792414
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            24,
            15,
            9,
            24,
            15,
            9
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            41.37931,
            51.724138,
            31.034483,
            41.37931,
            51.724138,
            31.034483
        ],
        [
            2.790783,
            3.04564,
            2.272209,
            1.563948,
            1.476933,
            1.76092
        ],
        [
            212814,
            212814,
            49769,
            699059,
            699059,
            644082
        ],
        [
            -43619,
            -23091,
            -43619,
            -384037,
            -228473,
            -384037
        ],
        [
            165,
            174,
            157,
            165,
            174,
            157
        ],
        [
            258,
            238,
            293,
            258,
            238,
            293
        ],
        [
            100,
            106,
            96,
            100,
            106,
            96
        ],
        [
            9623,
            5060,
            4563,
            9623,
            5060,
            4563
        ],
        [
            77.098375,
            203.598375,
            0,
            77.098375,
            203.598375,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -176345,
            337253,
            -557859,
            -407085,
            -75956,
            -585430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1547013600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758982899585,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 119,
            "offset": 80
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 162,
            "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)