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Trade: LTC/USDT/720/HILO/SWMA/8303

Strategy
LTC/USDT/720/HILO/SWMA/8303
Pair
LTC_USDT
Interval
12h
Score
424645
Daily Profit
0.148326
Profit Factor
1.906866
Profitability
56.324582
Streak
12.204534
Best Strategy
Training Data Length
2504.500000
Evaluation Time
2025-10-02 07:54
Expiration Time
2025-12-16 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599540.419 471601.9467 127938.4723 3993822.1454 2329547.6534 1664274.4919
Total P&L (%) 599.5404 471.6019 127.9385 3993.8221 2329.5477 1664.2745
Avg Daily Profit (%) 0.2394 0.1883 0.0511 0.1483 0.1275 0.1147
Buy And Hold Return (%) 387.4896 387.4896 387.4896 387.4896 387.4896 387.4896
Max Trade Drawdown -140497 -101849 -127669 -819767 -688373 -690109
Profit Factor 1.5046 1.6953 1.2509 1.9069 1.9102 1.9023
Total Trades 419 209 210 419 209 210
Winning Trades 236 108 128 236 108 128
Losing Trades 183 101 82 183 101 82
Profitability (%) 56.3246 51.6746 60.9524 56.3246 51.6746 60.9524
Ratio Avg Win / Avg Loss 1.1667 1.5854 0.8014 1.4786 1.7864 1.2187
Largest Winning Trade 52256 52256 19659 455507 455507 355931
Largest Losing Trade -35274 -35274 -30774 -690109 -390267 -690109
Avg Bars in Trades 11 15 8 11 15 8
Avg Bars in Winners 10 14 7 10 14 7
Avg Bars in Losers 13 16 9 13 16 9
Bars Traded 4937 3169 1768 4937 3169 1768
Profit Streak 12.2045 0 69.2045 12.2045 0 69.2045
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 133526 -86478 -288530 424645 -18437 -35126
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544443200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759380871773,
    "expiration_time": 1765854864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "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": [
        [
            599540.4189926108,
            471601.9466812311,
            127938.4723113793,
            3993822.1453664205,
            2329547.653434167,
            1664274.4919322524
        ],
        [
            599.540419,
            471.601947,
            127.938472,
            3993.822145,
            2329.547653,
            1664.274492
        ],
        [
            0.239385,
            0.188302,
            0.051083,
            0.148326,
            0.127463,
            0.114672
        ],
        [
            387.489644,
            387.489644,
            387.489644,
            387.489644,
            387.489644,
            387.489644
        ],
        [
            -140497,
            -101849,
            -127669,
            -819767,
            -688373,
            -690109
        ],
        [
            1.504579,
            1.695309,
            1.25089,
            1.906866,
            1.910162,
            1.902291
        ],
        [
            419,
            209,
            210,
            419,
            209,
            210
        ],
        [
            236,
            108,
            128,
            236,
            108,
            128
        ],
        [
            183,
            101,
            82,
            183,
            101,
            82
        ],
        [
            56.324582,
            51.674641,
            60.952381,
            56.324582,
            51.674641,
            60.952381
        ],
        [
            1.166686,
            1.585428,
            0.801352,
            1.478629,
            1.786355,
            1.218655
        ],
        [
            52256,
            52256,
            19659,
            455507,
            455507,
            355931
        ],
        [
            -35274,
            -35274,
            -30774,
            -690109,
            -390267,
            -690109
        ],
        [
            11,
            15,
            8,
            11,
            15,
            8
        ],
        [
            10,
            14,
            7,
            10,
            14,
            7
        ],
        [
            13,
            16,
            9,
            13,
            16,
            9
        ],
        [
            4937,
            3169,
            1768,
            4937,
            3169,
            1768
        ],
        [
            12.204534,
            0,
            69.204534,
            12.204534,
            0,
            69.204534
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            133526,
            -86478,
            -288530,
            424645,
            -18437,
            -35126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544443200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759380871773,
    "expiration_time": 1765854864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "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)