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Trade: LTC/USDT/720/ZLMA/SSF/1463

Strategy
LTC/USDT/720/ZLMA/SSF/1463
Pair
LTC_USDT
Interval
12h
Score
447988
Daily Profit
0.239796
Profit Factor
2.119466
Profitability
61.386139
Streak
195.478008
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 14:28
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599489.0808 466736.406 132752.6748 2674518.5797 2073655.6792 600862.9006
Total P&L (%) 599.4891 466.7364 132.7527 2674.5186 2073.6557 600.8629
Avg Daily Profit (%) 0.2398 0.1867 0.0531 0.133 0.1232 0.0779
Buy And Hold Return (%) 140.4757 140.4757 140.4757 140.4757 140.4757 140.4757
Max Trade Drawdown -133184 -53675 -132243 -183166 -183166 -149410
Profit Factor 2.1195 3.3095 1.3982 3.92 5.8565 2.2289
Total Trades 101 51 50 101 51 50
Winning Trades 62 28 34 62 28 34
Losing Trades 39 23 16 39 23 16
Profitability (%) 61.3861 54.902 68 61.3861 54.902 68
Ratio Avg Win / Avg Loss 1.3332 2.7185 0.658 2.4658 4.8107 1.0489
Largest Winning Trade 67423 67423 36622 922272 922272 301276
Largest Losing Trade -70979 -36452 -70979 -183166 -183166 -149410
Avg Bars in Trades 46 51 41 46 51 41
Avg Bars in Winners 44 50 39 44 50 39
Avg Bars in Losers 49 53 45 49 53 45
Bars Traded 4718 2647 2071 4718 2647 2071
Profit Streak 195.478 195.478 302.478 195.478 195.478 302.478
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 447988 -167434 -465098 -4907 -198096 -263679
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886099878,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            599489.0808271702,
            466736.4059965245,
            132752.6748306455,
            2674518.5797474612,
            2073655.6791690174,
            600862.9005784441
        ],
        [
            599.489081,
            466.736406,
            132.752675,
            2674.51858,
            2073.655679,
            600.862901
        ],
        [
            0.239796,
            0.186695,
            0.053101,
            0.133011,
            0.123236,
            0.077916
        ],
        [
            140.475656,
            140.475656,
            140.475656,
            140.475656,
            140.475656,
            140.475656
        ],
        [
            -133184,
            -53675,
            -132243,
            -183166,
            -183166,
            -149410
        ],
        [
            2.119466,
            3.309476,
            1.398158,
            3.91995,
            5.856496,
            2.228857
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            61.386139,
            54.901961,
            68,
            61.386139,
            54.901961,
            68
        ],
        [
            1.333213,
            2.718498,
            0.657957,
            2.465775,
            4.810693,
            1.048874
        ],
        [
            67423,
            67423,
            36622,
            922272,
            922272,
            301276
        ],
        [
            -70979,
            -36452,
            -70979,
            -183166,
            -183166,
            -149410
        ],
        [
            46,
            51,
            41,
            46,
            51,
            41
        ],
        [
            44,
            50,
            39,
            44,
            50,
            39
        ],
        [
            49,
            53,
            45,
            49,
            53,
            45
        ],
        [
            4718,
            2647,
            2071,
            4718,
            2647,
            2071
        ],
        [
            195.478008,
            195.478008,
            302.478008,
            195.478008,
            195.478008,
            302.478008
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            447988,
            -167434,
            -465098,
            -4907,
            -198096,
            -263679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886099878,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "offset": 0,
            "poles": 3
        }
    }
}

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)