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Trade: LTC/USDT/15/JMA/RMA/7354

Strategy
LTC/USDT/15/JMA/RMA/7354
Pair
LTC_USDT
Interval
15m
Score
303006
Daily Profit
0.316736
Profit Factor
1.370512
Profitability
66.037736
Streak
2.825653
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 10:48
Expiration Time
2025-12-23 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82484.2732 50325.0558 32159.2173 96934.7269 63973.4525 32961.2744
Total P&L (%) 82.4843 50.3251 32.1592 96.9347 63.9735 32.9613
Avg Daily Profit (%) 0.3167 0.1932 0.1235 0.2606 0.1901 0.1095
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25370 -16684 -20001 -46466 -18791 -32482
Profit Factor 1.3705 1.484 1.271 1.321 1.4637 1.201
Total Trades 212 106 106 212 106 106
Winning Trades 140 76 64 140 76 64
Losing Trades 72 30 42 72 30 42
Profitability (%) 66.0377 71.6981 60.3774 66.0377 71.6981 60.3774
Ratio Avg Win / Avg Loss 0.7048 0.5858 0.8341 0.6794 0.5778 0.7881
Largest Winning Trade 11103 11103 9095 14366 14366 7918
Largest Losing Trade -16684 -16684 -13786 -31361 -16295 -31361
Avg Bars in Trades 116 113 119 116 113 119
Avg Bars in Winners 74 78 70 74 78 70
Avg Bars in Losers 198 203 194 198 203 194
Bars Traded 24769 12057 12712 24769 12057 12712
Profit Streak 2.8257 2.8257 3.1902 2.8257 2.8257 3.1902
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303006 212567 -34122 274827 239867 -53193
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737496800000,
    "first_datapoint_time": 1737585900000,
    "last_datapoint_time": 1759995900000,
    "evaluation_time": 1759996136462,
    "expiration_time": 1766475900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 100,
            "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": [
        [
            82484.2731622483,
            50325.0558300263,
            32159.2173322219,
            96934.726858929,
            63973.4524927983,
            32961.2743661306
        ],
        [
            82.484273,
            50.325056,
            32.159217,
            96.934727,
            63.973452,
            32.961274
        ],
        [
            0.316736,
            0.193246,
            0.12349,
            0.260573,
            0.190079,
            0.109455
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25370,
            -16684,
            -20001,
            -46466,
            -18791,
            -32482
        ],
        [
            1.370512,
            1.484036,
            1.271037,
            1.320977,
            1.463662,
            1.200953
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            140,
            76,
            64,
            140,
            76,
            64
        ],
        [
            72,
            30,
            42,
            72,
            30,
            42
        ],
        [
            66.037736,
            71.698113,
            60.377358,
            66.037736,
            71.698113,
            60.377358
        ],
        [
            0.704835,
            0.585804,
            0.834118,
            0.67936,
            0.577761,
            0.788126
        ],
        [
            11103,
            11103,
            9095,
            14366,
            14366,
            7918
        ],
        [
            -16684,
            -16684,
            -13786,
            -31361,
            -16295,
            -31361
        ],
        [
            116,
            113,
            119,
            116,
            113,
            119
        ],
        [
            74,
            78,
            70,
            74,
            78,
            70
        ],
        [
            198,
            203,
            194,
            198,
            203,
            194
        ],
        [
            24769,
            12057,
            12712,
            24769,
            12057,
            12712
        ],
        [
            2.825653,
            2.825653,
            3.190237,
            2.825653,
            2.825653,
            3.190237
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303006,
            212567,
            -34122,
            274827,
            239867,
            -53193
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737496800000,
    "first_datapoint_time": 1737585900000,
    "last_datapoint_time": 1759995900000,
    "evaluation_time": 1759996136462,
    "expiration_time": 1766475900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 100,
            "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)