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Trade: LTC/USDT/5/SWMA/RMA/3394

Strategy
LTC/USDT/5/SWMA/RMA/3394
Pair
LTC_USDT
Interval
5m
Score
404227
Daily Profit
0.673783
Profit Factor
1.546972
Profitability
54.166667
Streak
3.024107
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-11 14:19
Expiration Time
2025-12-25 13:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 58491.1174 33724.0976 24767.0198 66656.1627 36258.2632 30397.8995
Total P&L (%) 58.4911 33.7241 24.767 66.6562 36.2583 30.3979
Avg Daily Profit (%) 0.6738 0.3885 0.2853 0.5901 0.357 0.3062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20990 -7294 -16904 -22959 -7925 -18552
Profit Factor 1.547 1.9138 1.3537 1.5526 1.87 1.3851
Total Trades 144 72 72 144 72 72
Winning Trades 78 40 38 78 40 38
Losing Trades 66 32 34 66 32 34
Profitability (%) 54.1667 55.5556 52.7778 54.1667 55.5556 52.7778
Ratio Avg Win / Avg Loss 1.309 1.531 1.2112 1.3138 1.496 1.2393
Largest Winning Trade 23138 9884 23138 31315 10763 31315
Largest Losing Trade -9124 -3390 -9124 -10758 -3939 -10758
Avg Bars in Trades 171 164 179 171 164 179
Avg Bars in Winners 191 165 219 191 165 219
Avg Bars in Losers 148 162 134 148 162 134
Bars Traded 24719 11811 12908 24719 11811 12908
Profit Streak 3.0241 3.1838 3.0241 3.0241 3.1838 3.0241
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404227 -70560 -76379 399317 -71799 -75373
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752681600000,
    "first_datapoint_time": 1752731100000,
    "last_datapoint_time": 1760181300000,
    "evaluation_time": 1760181582894,
    "expiration_time": 1766661300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 125,
            "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": [
        [
            58491.1173599,
            33724.0975975711,
            24767.0197623289,
            66656.1626973255,
            36258.2631865868,
            30397.8995107387
        ],
        [
            58.491117,
            33.724098,
            24.76702,
            66.656163,
            36.258263,
            30.3979
        ],
        [
            0.673783,
            0.388482,
            0.285301,
            0.590103,
            0.357026,
            0.306216
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20990,
            -7294,
            -16904,
            -22959,
            -7925,
            -18552
        ],
        [
            1.546972,
            1.913802,
            1.353658,
            1.552616,
            1.870011,
            1.385058
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            54.166667,
            55.555556,
            52.777778,
            54.166667,
            55.555556,
            52.777778
        ],
        [
            1.308976,
            1.531042,
            1.211168,
            1.313752,
            1.496009,
            1.239262
        ],
        [
            23138,
            9884,
            23138,
            31315,
            10763,
            31315
        ],
        [
            -9124,
            -3390,
            -9124,
            -10758,
            -3939,
            -10758
        ],
        [
            171,
            164,
            179,
            171,
            164,
            179
        ],
        [
            191,
            165,
            219,
            191,
            165,
            219
        ],
        [
            148,
            162,
            134,
            148,
            162,
            134
        ],
        [
            24719,
            11811,
            12908,
            24719,
            11811,
            12908
        ],
        [
            3.024107,
            3.18383,
            3.024107,
            3.024108,
            3.18383,
            3.024108
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404227,
            -70560,
            -76379,
            399317,
            -71799,
            -75373
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752681600000,
    "first_datapoint_time": 1752731100000,
    "last_datapoint_time": 1760181300000,
    "evaluation_time": 1760181582894,
    "expiration_time": 1766661300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 125,
            "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)