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Trade: LTC/USDT/15/HMA/SWMA/3205

Strategy
LTC/USDT/15/HMA/SWMA/3205
Pair
LTC_USDT
Interval
15m
Score
402076
Daily Profit
0.428494
Profit Factor
1.501197
Profitability
68.279570
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 09:29
Expiration Time
2025-12-23 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 111588.5321 64897.5101 46691.022 156532.8272 98144.0167 58388.8105
Total P&L (%) 111.5885 64.8975 46.691 156.5328 98.144 58.3888
Avg Daily Profit (%) 0.4285 0.2492 0.1793 0.3624 0.2629 0.1767
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30685 -20699 -22138 -31443 -23915 -28846
Profit Factor 1.5012 1.5683 1.4306 1.499 1.6471 1.3604
Total Trades 186 93 93 186 93 93
Winning Trades 127 68 59 127 68 59
Losing Trades 59 25 34 59 25 34
Profitability (%) 68.2796 73.1183 63.4409 68.2796 73.1183 63.4409
Ratio Avg Win / Avg Loss 0.6974 0.5766 0.8244 0.6964 0.6055 0.784
Largest Winning Trade 13896 13896 8627 16700 16700 9856
Largest Losing Trade -20699 -20699 -12162 -28846 -17932 -28846
Avg Bars in Trades 132 126 139 132 126 139
Avg Bars in Winners 90 90 91 90 90 91
Avg Bars in Losers 224 224 223 224 224 223
Bars Traded 24730 11738 12991 24730 11738 12991
Profit Streak 0 0 5.7289 0 0 5.7289
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402076 335927 249933 381266 362647 264441
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737491400000,
    "first_datapoint_time": 1737687600000,
    "last_datapoint_time": 1759990500000,
    "evaluation_time": 1759991376291,
    "expiration_time": 1766470500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 219,
            "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": [
        [
            111588.5321187098,
            64897.5101391301,
            46691.0219795798,
            156532.8272376416,
            98144.0167246563,
            58388.8105129853
        ],
        [
            111.588532,
            64.89751,
            46.691022,
            156.532827,
            98.144017,
            58.388811
        ],
        [
            0.428494,
            0.249203,
            0.179291,
            0.362412,
            0.26293,
            0.176749
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30685,
            -20699,
            -22138,
            -31443,
            -23915,
            -28846
        ],
        [
            1.501197,
            1.568271,
            1.430561,
            1.499023,
            1.647066,
            1.360418
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            127,
            68,
            59,
            127,
            68,
            59
        ],
        [
            59,
            25,
            34,
            59,
            25,
            34
        ],
        [
            68.27957,
            73.11828,
            63.44086,
            68.27957,
            73.11828,
            63.44086
        ],
        [
            0.697407,
            0.57657,
            0.824391,
            0.696397,
            0.605539,
            0.78397
        ],
        [
            13896,
            13896,
            8627,
            16700,
            16700,
            9856
        ],
        [
            -20699,
            -20699,
            -12162,
            -28846,
            -17932,
            -28846
        ],
        [
            132,
            126,
            139,
            132,
            126,
            139
        ],
        [
            90,
            90,
            91,
            90,
            90,
            91
        ],
        [
            224,
            224,
            223,
            224,
            224,
            223
        ],
        [
            24730,
            11738,
            12991,
            24730,
            11738,
            12991
        ],
        [
            0,
            0,
            5.728892,
            0,
            0,
            5.728892
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402076,
            335927,
            249933,
            381266,
            362647,
            264441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737491400000,
    "first_datapoint_time": 1737687600000,
    "last_datapoint_time": 1759990500000,
    "evaluation_time": 1759991376291,
    "expiration_time": 1766470500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 219,
            "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)