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Trade: LTC/USDT/60/JMA/T3/3467

Strategy
LTC/USDT/60/JMA/T3/3467
Pair
LTC_USDT
Interval
1h
Score
528236
Daily Profit
0.320615
Profit Factor
1.769209
Profitability
54.000000
Streak
10.247725
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 18:56
Expiration Time
2025-12-14 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333974.7047 215097.6207 118877.084 1388784.7549 968643.01 420141.7449
Total P&L (%) 333.9747 215.0976 118.8771 1388.7848 968.643 420.1417
Avg Daily Profit (%) 0.3206 0.2065 0.1141 0.2596 0.2277 0.1584
Buy And Hold Return (%) 25.3791 25.3791 25.3791 25.3791 25.3791 25.3791
Max Trade Drawdown -49005 -35895 -36620 -682146 -501272 -393450
Profit Factor 1.7692 2.024 1.5304 1.4703 1.6883 1.2718
Total Trades 200 100 100 200 100 100
Winning Trades 108 57 51 108 57 51
Losing Trades 92 43 49 92 43 49
Profitability (%) 54 57 51 54 57 51
Ratio Avg Win / Avg Loss 1.5071 1.5269 1.4704 1.2524 1.2736 1.2219
Largest Winning Trade 32409 32409 20774 245821 244638 245821
Largest Losing Trade -19502 -19502 -14641 -272893 -272893 -186500
Avg Bars in Trades 123 128 117 123 128 117
Avg Bars in Winners 122 130 114 122 130 114
Avg Bars in Losers 123 127 120 123 127 120
Bars Traded 24655 12893 11762 24655 12893 11762
Profit Streak 10.2477 10.2477 11.9977 10.2477 10.2477 11.9977
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 528236 460821 -40300 444160 419014 275137
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669244400000,
    "first_datapoint_time": 1670234400000,
    "last_datapoint_time": 1759244400000,
    "evaluation_time": 1759247803444,
    "expiration_time": 1765724400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 250,
            "offset": 26
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 103,
            "offset": 0,
            "a": 0.69507
        }
    }
}
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": [
        [
            333974.7046777978,
            215097.6206879124,
            118877.0839898857,
            1388784.7548671092,
            968643.009964165,
            420141.7449029445
        ],
        [
            333.974705,
            215.097621,
            118.877084,
            1388.784755,
            968.64301,
            420.141745
        ],
        [
            0.320615,
            0.206493,
            0.114122,
            0.259588,
            0.22768,
            0.158422
        ],
        [
            25.379061,
            25.379061,
            25.379061,
            25.379061,
            25.379061,
            25.379061
        ],
        [
            -49005,
            -35895,
            -36620,
            -682146,
            -501272,
            -393450
        ],
        [
            1.769209,
            2.024038,
            1.530391,
            1.470265,
            1.688265,
            1.271791
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            108,
            57,
            51,
            108,
            57,
            51
        ],
        [
            92,
            43,
            49,
            92,
            43,
            49
        ],
        [
            54,
            57,
            51,
            54,
            57,
            51
        ],
        [
            1.507104,
            1.526906,
            1.470376,
            1.252448,
            1.273603,
            1.221917
        ],
        [
            32409,
            32409,
            20774,
            245821,
            244638,
            245821
        ],
        [
            -19502,
            -19502,
            -14641,
            -272893,
            -272893,
            -186500
        ],
        [
            123,
            128,
            117,
            123,
            128,
            117
        ],
        [
            122,
            130,
            114,
            122,
            130,
            114
        ],
        [
            123,
            127,
            120,
            123,
            127,
            120
        ],
        [
            24655,
            12893,
            11762,
            24655,
            12893,
            11762
        ],
        [
            10.247725,
            10.247725,
            11.997725,
            10.247725,
            10.247725,
            11.997725
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            528236,
            460821,
            -40300,
            444160,
            419014,
            275137
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669244400000,
    "first_datapoint_time": 1670234400000,
    "last_datapoint_time": 1759244400000,
    "evaluation_time": 1759247803444,
    "expiration_time": 1765724400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 250,
            "offset": 26
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 103,
            "offset": 0,
            "a": 0.69507
        }
    }
}

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)