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Trade: LTC/USDT/15/FWMA/ALMA/3909

Strategy
LTC/USDT/15/FWMA/ALMA/3909
Pair
LTC_USDT
Interval
15m
Score
346429
Daily Profit
0.229282
Profit Factor
1.204293
Profitability
77.586207
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 18:36
Expiration Time
2025-12-20 17:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59709.7136 38657.1278 21052.5858 53526.7368 36733.9664 16792.7704
Total P&L (%) 59.7097 38.6571 21.0526 53.5267 36.734 16.7928
Avg Daily Profit (%) 0.2293 0.1484 0.0808 0.1648 0.1202 0.0596
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30096 -25617 -17861 -28398 -27811 -20883
Profit Factor 1.2043 1.2481 1.1543 1.1556 1.2015 1.1038
Total Trades 464 232 232 464 232 232
Winning Trades 360 188 172 360 188 172
Losing Trades 104 44 60 104 44 60
Profitability (%) 77.5862 81.0345 74.1379 77.5862 81.0345 74.1379
Ratio Avg Win / Avg Loss 0.3479 0.2921 0.4027 0.3338 0.2812 0.385
Largest Winning Trade 9668 9668 3962 10996 10996 4396
Largest Losing Trade -19934 -19934 -13747 -18052 -17969 -18052
Avg Bars in Trades 53 51 55 53 51 55
Avg Bars in Winners 25 25 25 25 25 25
Avg Bars in Losers 148 161 140 148 161 140
Bars Traded 24806 11932 12874 24806 11932 12874
Profit Streak 0 9.9313 0 0 9.9313 0
Trades During Streak 0 10 0 0 10 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346429 212085 -141034 -40250 -32203 -227680
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737265500000,
    "first_datapoint_time": 1737409500000,
    "last_datapoint_time": 1759764600000,
    "evaluation_time": 1759764962581,
    "expiration_time": 1766244600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 161,
            "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": [
        [
            59709.7136222977,
            38657.1278012645,
            21052.5858210332,
            53526.7368375294,
            36733.9664458116,
            16792.7703917178
        ],
        [
            59.709714,
            38.657128,
            21.052586,
            53.526737,
            36.733966,
            16.79277
        ],
        [
            0.229282,
            0.148441,
            0.080841,
            0.164756,
            0.120212,
            0.059626
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30096,
            -25617,
            -17861,
            -28398,
            -27811,
            -20883
        ],
        [
            1.204293,
            1.248109,
            1.154268,
            1.15556,
            1.2015,
            1.103796
        ],
        [
            464,
            232,
            232,
            464,
            232,
            232
        ],
        [
            360,
            188,
            172,
            360,
            188,
            172
        ],
        [
            104,
            44,
            60,
            104,
            44,
            60
        ],
        [
            77.586207,
            81.034483,
            74.137931,
            77.586207,
            81.034483,
            74.137931
        ],
        [
            0.347907,
            0.292111,
            0.402652,
            0.333829,
            0.281202,
            0.385045
        ],
        [
            9668,
            9668,
            3962,
            10996,
            10996,
            4396
        ],
        [
            -19934,
            -19934,
            -13747,
            -18052,
            -17969,
            -18052
        ],
        [
            53,
            51,
            55,
            53,
            51,
            55
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            148,
            161,
            140,
            148,
            161,
            140
        ],
        [
            24806,
            11932,
            12874,
            24806,
            11932,
            12874
        ],
        [
            0,
            9.93128,
            0,
            0,
            9.93128,
            0
        ],
        [
            0,
            10,
            0,
            0,
            10,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346429,
            212085,
            -141034,
            -40250,
            -32203,
            -227680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737265500000,
    "first_datapoint_time": 1737409500000,
    "last_datapoint_time": 1759764600000,
    "evaluation_time": 1759764962581,
    "expiration_time": 1766244600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 161,
            "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)