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Trade: LTC/USDT/5/PSAR/SINWMA/5972

Strategy
LTC/USDT/5/PSAR/SINWMA/5972
Pair
LTC_USDT
Interval
5m
Score
325297
Daily Profit
0.607352
Profit Factor
1.332064
Profitability
48.071979
Streak
2.738687
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 17:58
Expiration Time
2025-12-26 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52724.2212 32244.8569 20479.3642 44896.8289 34144.4441 10752.3848
Total P&L (%) 52.7242 32.2449 20.4794 44.8968 34.1444 10.7524
Avg Daily Profit (%) 0.6074 0.3714 0.2359 0.4281 0.339 0.1177
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47571 -24687 -31415 -47811 -24576 -31613
Profit Factor 1.3321 1.4598 1.231 1.2888 1.4997 1.1234
Total Trades 389 194 195 389 194 195
Winning Trades 187 92 95 187 92 95
Losing Trades 202 102 100 202 102 100
Profitability (%) 48.072 47.4227 48.7179 48.072 47.4227 48.7179
Ratio Avg Win / Avg Loss 1.4389 1.6185 1.2958 1.3922 1.6627 1.1826
Largest Winning Trade 39653 33150 39653 36015 36015 30848
Largest Losing Trade -12348 -9601 -12348 -13770 -10399 -13770
Avg Bars in Trades 62 60 65 62 60 65
Avg Bars in Winners 49 48 49 49 48 49
Avg Bars in Losers 75 71 80 75 71 80
Bars Traded 24426 11702 12724 24426 11702 12724
Profit Streak 2.7387 2.7387 2.7491 2.7387 2.7387 2.7491
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325297 160713 -1871 237770 165572 -265861
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752781200000,
    "first_datapoint_time": 1752881700000,
    "last_datapoint_time": 1760280900000,
    "evaluation_time": 1760281122589,
    "expiration_time": 1766760900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 173,
            "offset": 163
        }
    }
}
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": [
        [
            52724.2211569713,
            32244.856916644,
            20479.3642403273,
            44896.8288936017,
            34144.4440677191,
            10752.3848258826
        ],
        [
            52.724221,
            32.244857,
            20.479364,
            44.896829,
            34.144444,
            10.752385
        ],
        [
            0.607352,
            0.371442,
            0.23591,
            0.428113,
            0.338952,
            0.117713
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47571,
            -24687,
            -31415,
            -47811,
            -24576,
            -31613
        ],
        [
            1.332064,
            1.459806,
            1.231013,
            1.288846,
            1.499706,
            1.12344
        ],
        [
            389,
            194,
            195,
            389,
            194,
            195
        ],
        [
            187,
            92,
            95,
            187,
            92,
            95
        ],
        [
            202,
            102,
            100,
            202,
            102,
            100
        ],
        [
            48.071979,
            47.42268,
            48.717949,
            48.071979,
            47.42268,
            48.717949
        ],
        [
            1.438914,
            1.618481,
            1.295804,
            1.392229,
            1.662718,
            1.182568
        ],
        [
            39653,
            33150,
            39653,
            36015,
            36015,
            30848
        ],
        [
            -12348,
            -9601,
            -12348,
            -13770,
            -10399,
            -13770
        ],
        [
            62,
            60,
            65,
            62,
            60,
            65
        ],
        [
            49,
            48,
            49,
            49,
            48,
            49
        ],
        [
            75,
            71,
            80,
            75,
            71,
            80
        ],
        [
            24426,
            11702,
            12724,
            24426,
            11702,
            12724
        ],
        [
            2.738687,
            2.738687,
            2.749104,
            2.738687,
            2.738687,
            2.749104
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325297,
            160713,
            -1871,
            237770,
            165572,
            -265861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752781200000,
    "first_datapoint_time": 1752881700000,
    "last_datapoint_time": 1760280900000,
    "evaluation_time": 1760281122589,
    "expiration_time": 1766760900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 173,
            "offset": 163
        }
    }
}

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)