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Trade: LTC/USDT/60/ZLMA/EMA/4253

Strategy
LTC/USDT/60/ZLMA/EMA/4253
Pair
LTC_USDT
Interval
1h
Score
339624
Daily Profit
0.167849
Profit Factor
1.517730
Profitability
69.127517
Streak
12.476965
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-29 05:26
Expiration Time
2025-12-13 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 174842.7699 133857.5225 40985.2474 177808.1254 184872.5108 -7064.3854
Total P&L (%) 174.8428 133.8575 40.9852 177.8081 184.8725 -7.0644
Avg Daily Profit (%) 0.1678 0.1285 0.0393 0.0981 0.1006 -0.007
Buy And Hold Return (%) 37.354 37.354 37.354 37.354 37.354 37.354
Max Trade Drawdown -58977 -26182 -61316 -144177 -80131 -160018
Profit Factor 1.5177 2.0197 1.1985 1.251 1.7119 0.9843
Total Trades 149 74 75 149 74 75
Winning Trades 103 53 50 103 53 50
Losing Trades 46 21 25 46 21 25
Profitability (%) 69.1275 71.6216 66.6667 69.1275 71.6216 66.6667
Ratio Avg Win / Avg Loss 0.6778 0.8003 0.5993 0.5587 0.6783 0.4921
Largest Winning Trade 26915 24620 26915 55257 55257 47596
Largest Losing Trade -58977 -22683 -58977 -135688 -56890 -135688
Avg Bars in Trades 165 161 169 165 161 169
Avg Bars in Winners 109 112 107 109 112 107
Avg Bars in Losers 289 284 293 289 284 293
Bars Traded 24615 11927 12689 24615 11927 12689
Profit Streak 12.477 95.1853 12.477 12.477 95.1853 12.477
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339624 -82937 -333589 -61428 -119588 -634681
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669111200000,
    "first_datapoint_time": 1669813200000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759112809771,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 119,
            "offset": 68
        }
    }
}
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": [
        [
            174842.7699344988,
            133857.5224982034,
            40985.2474362952,
            177808.1254052307,
            184872.5108281613,
            -7064.3854229304
        ],
        [
            174.84277,
            133.857522,
            40.985247,
            177.808125,
            184.872511,
            -7.064385
        ],
        [
            0.167849,
            0.128503,
            0.039346,
            0.098137,
            0.10055,
            -0.007033
        ],
        [
            37.354036,
            37.354036,
            37.354036,
            37.354036,
            37.354036,
            37.354036
        ],
        [
            -58977,
            -26182,
            -61316,
            -144177,
            -80131,
            -160018
        ],
        [
            1.51773,
            2.019704,
            1.198534,
            1.25102,
            1.711908,
            0.984254
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            69.127517,
            71.621622,
            66.666667,
            69.127517,
            71.621622,
            66.666667
        ],
        [
            0.677821,
            0.80026,
            0.599267,
            0.558708,
            0.678303,
            0.492127
        ],
        [
            26915,
            24620,
            26915,
            55257,
            55257,
            47596
        ],
        [
            -58977,
            -22683,
            -58977,
            -135688,
            -56890,
            -135688
        ],
        [
            165,
            161,
            169,
            165,
            161,
            169
        ],
        [
            109,
            112,
            107,
            109,
            112,
            107
        ],
        [
            289,
            284,
            293,
            289,
            284,
            293
        ],
        [
            24615,
            11927,
            12689,
            24615,
            11927,
            12689
        ],
        [
            12.476965,
            95.185298,
            12.476965,
            12.476965,
            95.185298,
            12.476965
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339624,
            -82937,
            -333589,
            -61428,
            -119588,
            -634681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669111200000,
    "first_datapoint_time": 1669813200000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759112809771,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 119,
            "offset": 68
        }
    }
}

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)