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Trade: LTC/USDT/15/FWMA/ALMA/5051

Strategy
LTC/USDT/15/FWMA/ALMA/5051
Pair
LTC_USDT
Interval
15m
Score
338925
Daily Profit
0.229246
Profit Factor
1.206232
Profitability
76.940639
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 11:01
Expiration Time
2025-12-22 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59700.2198 39286.537 20413.6828 53226.7987 39344.9393 13881.8594
Total P&L (%) 59.7002 39.2865 20.4137 53.2268 39.3449 13.8819
Avg Daily Profit (%) 0.2292 0.1509 0.0784 0.164 0.1275 0.0499
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28254 -29867 -18317 -29743 -33854 -24327
Profit Factor 1.2062 1.2679 1.1429 1.15 1.222 1.0781
Total Trades 438 219 219 438 219 219
Winning Trades 337 170 167 337 170 167
Losing Trades 101 49 52 101 49 52
Profitability (%) 76.9406 77.6256 76.2557 76.9406 77.6256 76.2557
Ratio Avg Win / Avg Loss 0.3615 0.3655 0.3559 0.3446 0.3522 0.3357
Largest Winning Trade 9135 9135 7359 9879 9879 7039
Largest Losing Trade -19520 -19520 -12122 -18128 -17965 -18128
Avg Bars in Trades 56 53 58 56 53 58
Avg Bars in Winners 25 25 26 25 25 26
Avg Bars in Losers 157 151 162 157 151 162
Bars Traded 24641 11810 12831 24641 11810 12831
Profit Streak 0 2.3447 0 0 2.3447 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338925 149526 -157301 -46666 -26150 -304936
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737410400000,
    "first_datapoint_time": 1737571500000,
    "last_datapoint_time": 1759909500000,
    "evaluation_time": 1759910485090,
    "expiration_time": 1766389500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 180,
            "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": [
        [
            59700.2198153906,
            39286.5369986403,
            20413.6828167501,
            53226.7986838094,
            39344.9393023492,
            13881.8593814603
        ],
        [
            59.70022,
            39.286537,
            20.413683,
            53.226799,
            39.344939,
            13.881859
        ],
        [
            0.229246,
            0.150858,
            0.078388,
            0.164004,
            0.127484,
            0.049929
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28254,
            -29867,
            -18317,
            -29743,
            -33854,
            -24327
        ],
        [
            1.206232,
            1.267924,
            1.142905,
            1.149951,
            1.222034,
            1.078093
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            337,
            170,
            167,
            337,
            170,
            167
        ],
        [
            101,
            49,
            52,
            101,
            49,
            52
        ],
        [
            76.940639,
            77.625571,
            76.255708,
            76.940639,
            77.625571,
            76.255708
        ],
        [
            0.361512,
            0.36546,
            0.355875,
            0.344644,
            0.352233,
            0.335694
        ],
        [
            9135,
            9135,
            7359,
            9879,
            9879,
            7039
        ],
        [
            -19520,
            -19520,
            -12122,
            -18128,
            -17965,
            -18128
        ],
        [
            56,
            53,
            58,
            56,
            53,
            58
        ],
        [
            25,
            25,
            26,
            25,
            25,
            26
        ],
        [
            157,
            151,
            162,
            157,
            151,
            162
        ],
        [
            24641,
            11810,
            12831,
            24641,
            11810,
            12831
        ],
        [
            0,
            2.344735,
            0,
            0,
            2.344735,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338925,
            149526,
            -157301,
            -46666,
            -26150,
            -304936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737410400000,
    "first_datapoint_time": 1737571500000,
    "last_datapoint_time": 1759909500000,
    "evaluation_time": 1759910485090,
    "expiration_time": 1766389500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 180,
            "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)