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Trade: LTC/USDT/15/HMA/RMA/8507

Strategy
LTC/USDT/15/HMA/RMA/8507
Pair
LTC_USDT
Interval
15m
Score
484170
Daily Profit
0.426632
Profit Factor
1.636076
Profitability
68.965517
Streak
5.539303
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 01:41
Expiration Time
2025-12-18 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111103.4593 55525.8329 55577.6265 169159.2182 79845.0829 89314.1353
Total P&L (%) 111.1035 55.5258 55.5776 169.1592 79.8451 89.3141
Avg Daily Profit (%) 0.4266 0.2132 0.2134 0.3809 0.2256 0.2454
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23833 -22934 -18610 -23654 -32673 -32850
Profit Factor 1.6361 1.6 1.6767 1.6323 1.5484 1.7325
Total Trades 174 87 87 174 87 87
Winning Trades 120 63 57 120 63 57
Losing Trades 54 24 30 54 24 30
Profitability (%) 68.9655 72.4138 65.5172 68.9655 72.4138 65.5172
Ratio Avg Win / Avg Loss 0.7362 0.6095 0.8825 0.7346 0.5899 0.9119
Largest Winning Trade 9671 9671 7878 14342 14342 11485
Largest Losing Trade -14994 -14994 -10141 -17532 -17532 -14149
Avg Bars in Trades 139 138 139 139 138 139
Avg Bars in Winners 91 93 88 91 93 88
Avg Bars in Losers 245 257 235 245 257 235
Bars Traded 24208 12074 12134 24208 12074 12134
Profit Streak 5.5393 6.7372 5.5393 5.5393 6.7372 5.5393
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484170 347274 304226 469848 374487 352555
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737202500000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531295756,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 120,
            "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": [
        [
            111103.4593481631,
            55525.8328957691,
            55577.6264523939,
            169159.2181894459,
            79845.0828620475,
            89314.1353273986
        ],
        [
            111.103459,
            55.525833,
            55.577626,
            169.159218,
            79.845083,
            89.314135
        ],
        [
            0.426632,
            0.213216,
            0.213415,
            0.38093,
            0.225631,
            0.245381
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23833,
            -22934,
            -18610,
            -23654,
            -32673,
            -32850
        ],
        [
            1.636076,
            1.600032,
            1.676687,
            1.632343,
            1.54844,
            1.732529
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            120,
            63,
            57,
            120,
            63,
            57
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            68.965517,
            72.413793,
            65.517241,
            68.965517,
            72.413793,
            65.517241
        ],
        [
            0.736234,
            0.609536,
            0.882467,
            0.734555,
            0.589882,
            0.911857
        ],
        [
            9671,
            9671,
            7878,
            14342,
            14342,
            11485
        ],
        [
            -14994,
            -14994,
            -10141,
            -17532,
            -17532,
            -14149
        ],
        [
            139,
            138,
            139,
            139,
            138,
            139
        ],
        [
            91,
            93,
            88,
            91,
            93,
            88
        ],
        [
            245,
            257,
            235,
            245,
            257,
            235
        ],
        [
            24208,
            12074,
            12134,
            24208,
            12074,
            12134
        ],
        [
            5.539303,
            6.737219,
            5.539303,
            5.539303,
            6.737219,
            5.539303
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484170,
            347274,
            304226,
            469848,
            374487,
            352555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737031500000,
    "first_datapoint_time": 1737202500000,
    "last_datapoint_time": 1759530600000,
    "evaluation_time": 1759531295756,
    "expiration_time": 1766010600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 120,
            "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)