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Trade: LTC/USDT/60/SINWMA/RMA/4393

Strategy
LTC/USDT/60/SINWMA/RMA/4393
Pair
LTC_USDT
Interval
1h
Score
344327
Daily Profit
0.169185
Profit Factor
1.645796
Profitability
67.647059
Streak
7.173673
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 11:10
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 176226.6154 131904.6308 44321.9845 162180.6756 216347.332 -54166.6564
Total P&L (%) 176.2266 131.9046 44.322 162.1807 216.3473 -54.1667
Avg Daily Profit (%) 0.1692 0.1266 0.0426 0.0926 0.1106 -0.0749
Buy And Hold Return (%) 37.9586 37.9586 37.9586 37.9586 37.9586 37.9586
Max Trade Drawdown -73027 -31116 -64252 -265932 -130600 -233276
Profit Factor 1.6458 2.4828 1.241 1.2204 2.0167 0.8964
Total Trades 102 51 51 102 51 51
Winning Trades 69 33 36 69 33 36
Losing Trades 33 18 15 33 18 15
Profitability (%) 67.6471 64.7059 70.5882 67.6471 64.7059 70.5882
Ratio Avg Win / Avg Loss 0.7871 1.3543 0.5171 0.5837 1.1 0.3735
Largest Winning Trade 29392 29392 23060 75365 63773 75365
Largest Losing Trade -64252 -26306 -64252 -233276 -87045 -233276
Avg Bars in Trades 238 234 242 238 234 242
Avg Bars in Winners 161 157 164 161 157 164
Avg Bars in Losers 400 375 431 400 375 431
Bars Traded 24339 11958 12381 24339 11958 12381
Profit Streak 7.1737 0 8.2153 7.1737 0 8.2153
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344327 -201178 -428351 -69898 -221599 -757491

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": 1669510800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758874205350,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 218,
            "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": [
        [
            176226.6153714458,
            131904.630838031,
            44321.9845334149,
            162180.6756459296,
            216347.3320026532,
            -54166.6563567236
        ],
        [
            176.226615,
            131.904631,
            44.321985,
            162.180676,
            216.347332,
            -54.166656
        ],
        [
            0.169185,
            0.126634,
            0.042551,
            0.092578,
            0.110626,
            -0.074871
        ],
        [
            37.958553,
            37.958553,
            37.958553,
            37.958553,
            37.958553,
            37.958553
        ],
        [
            -73027,
            -31116,
            -64252,
            -265932,
            -130600,
            -233276
        ],
        [
            1.645796,
            2.482829,
            1.240975,
            1.220443,
            2.016652,
            0.896411
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            67.647059,
            64.705882,
            70.588235,
            67.647059,
            64.705882,
            70.588235
        ],
        [
            0.78712,
            1.35427,
            0.517073,
            0.58369,
            1.099992,
            0.373505
        ],
        [
            29392,
            29392,
            23060,
            75365,
            63773,
            75365
        ],
        [
            -64252,
            -26306,
            -64252,
            -233276,
            -87045,
            -233276
        ],
        [
            238,
            234,
            242,
            238,
            234,
            242
        ],
        [
            161,
            157,
            164,
            161,
            157,
            164
        ],
        [
            400,
            375,
            431,
            400,
            375,
            431
        ],
        [
            24339,
            11958,
            12381,
            24339,
            11958,
            12381
        ],
        [
            7.173673,
            0,
            8.21534,
            7.173673,
            0,
            8.21534
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344327,
            -201178,
            -428351,
            -69898,
            -221599,
            -757491
        ]
    ]
}
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": 1669510800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758874205350,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 218,
            "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)