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Trade: LTC/USDT/60/JMA/SWMA/5268

Strategy
LTC/USDT/60/JMA/SWMA/5268
Pair
LTC_USDT
Interval
1h
Score
418256
Daily Profit
0.221111
Profit Factor
1.694381
Profitability
67.763158
Streak
9.108021
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-25 17:35
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 230313.9423 161505.9305 68808.0118 460690.5165 356201.2104 104489.3061
Total P&L (%) 230.3139 161.5059 68.808 460.6905 356.2012 104.4893
Avg Daily Profit (%) 0.2211 0.1551 0.0661 0.1656 0.1458 0.0687
Buy And Hold Return (%) 40.0131 40.0131 40.0131 40.0131 40.0131 40.0131
Max Trade Drawdown -50416 -26712 -59007 -243446 -172178 -201314
Profit Factor 1.6944 2.3516 1.3243 1.4312 1.9329 1.1522
Total Trades 152 76 76 152 76 76
Winning Trades 103 54 49 103 54 49
Losing Trades 49 22 27 49 22 27
Profitability (%) 67.7632 71.0526 64.4737 67.7632 71.0526 64.4737
Ratio Avg Win / Avg Loss 0.8061 0.9581 0.7297 0.6809 0.7875 0.6349
Largest Winning Trade 29795 29795 29375 131897 131897 104521
Largest Losing Trade -36437 -20574 -36437 -142529 -109404 -142529
Avg Bars in Trades 162 162 162 162 162 162
Avg Bars in Winners 110 115 106 110 115 106
Avg Bars in Losers 270 276 264 270 276 264
Bars Traded 24672 12312 12360 24672 12312 12360
Profit Streak 9.108 107.3164 9.108 9.108 107.3164 9.108
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418256 -38235 -161556 387353 -42473 -206089

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669489200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758810933000,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 183,
            "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": [
        [
            230313.9422561745,
            161505.9304716464,
            68808.011784528,
            460690.5165059962,
            356201.2104143859,
            104489.3060916102
        ],
        [
            230.313942,
            161.50593,
            68.808012,
            460.690517,
            356.20121,
            104.489306
        ],
        [
            0.221111,
            0.155053,
            0.066059,
            0.165648,
            0.145818,
            0.0687
        ],
        [
            40.013063,
            40.013063,
            40.013063,
            40.013063,
            40.013063,
            40.013063
        ],
        [
            -50416,
            -26712,
            -59007,
            -243446,
            -172178,
            -201314
        ],
        [
            1.694381,
            2.351619,
            1.324273,
            1.431189,
            1.932888,
            1.152185
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            103,
            54,
            49,
            103,
            54,
            49
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            67.763158,
            71.052632,
            64.473684,
            67.763158,
            71.052632,
            64.473684
        ],
        [
            0.806065,
            0.958067,
            0.729701,
            0.680857,
            0.787473,
            0.634878
        ],
        [
            29795,
            29795,
            29375,
            131897,
            131897,
            104521
        ],
        [
            -36437,
            -20574,
            -36437,
            -142529,
            -109404,
            -142529
        ],
        [
            162,
            162,
            162,
            162,
            162,
            162
        ],
        [
            110,
            115,
            106,
            110,
            115,
            106
        ],
        [
            270,
            276,
            264,
            270,
            276,
            264
        ],
        [
            24672,
            12312,
            12360,
            24672,
            12312,
            12360
        ],
        [
            9.108021,
            107.316354,
            9.108021,
            9.108021,
            107.316354,
            9.108021
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418256,
            -38235,
            -161556,
            387353,
            -42473,
            -206089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669489200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758810933000,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 183,
            "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)