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Trade: LTC/USDT/15/JMA/SMA/1785

Strategy
LTC/USDT/15/JMA/SMA/1785
Pair
LTC_USDT
Interval
15m
Score
456298
Daily Profit
0.449694
Profit Factor
1.671240
Profitability
65.333333
Streak
7.007724
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 19:56
Expiration Time
2025-12-19 18:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117109.4312 60374.9901 56734.4412 179522.9437 87983.2272 91539.7164
Total P&L (%) 117.1094 60.375 56.7344 179.5229 87.9832 91.5397
Avg Daily Profit (%) 0.4497 0.2318 0.2179 0.3955 0.2427 0.2499
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33701 -19389 -20150 -33636 -30142 -26227
Profit Factor 1.6712 1.6137 1.7456 1.6689 1.5848 1.7763
Total Trades 150 75 75 150 75 75
Winning Trades 98 49 49 98 49 49
Losing Trades 52 26 26 52 26 26
Profitability (%) 65.3333 65.3333 65.3333 65.3333 65.3333 65.3333
Ratio Avg Win / Avg Loss 0.8868 0.8563 0.9262 0.8856 0.8409 0.9425
Largest Winning Trade 9922 9922 8434 14968 14968 14773
Largest Losing Trade -17009 -17009 -10617 -23963 -23963 -23390
Avg Bars in Trades 161 157 164 161 157 164
Avg Bars in Winners 116 117 114 116 117 114
Avg Bars in Losers 246 232 259 246 232 259
Bars Traded 24192 11821 12371 24192 11821 12371
Profit Streak 7.0077 7.0077 7.039 7.0077 7.0077 7.039
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456298 -47875 -47983 439462 -47260 -46766
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737183600000,
    "first_datapoint_time": 1737396900000,
    "last_datapoint_time": 1759682700000,
    "evaluation_time": 1759683367332,
    "expiration_time": 1766162700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 238,
            "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": [
        [
            117109.4312262608,
            60374.9900650322,
            56734.4411612286,
            179522.9436682519,
            87983.2272357993,
            91539.7164324526
        ],
        [
            117.109431,
            60.37499,
            56.734441,
            179.522944,
            87.983227,
            91.539716
        ],
        [
            0.449694,
            0.231837,
            0.217857,
            0.395494,
            0.242665,
            0.24988
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33701,
            -19389,
            -20150,
            -33636,
            -30142,
            -26227
        ],
        [
            1.67124,
            1.613724,
            1.745599,
            1.668946,
            1.584782,
            1.776339
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            65.333333,
            65.333333,
            65.333333,
            65.333333,
            65.333333,
            65.333333
        ],
        [
            0.886781,
            0.856262,
            0.926236,
            0.885563,
            0.840905,
            0.942547
        ],
        [
            9922,
            9922,
            8434,
            14968,
            14968,
            14773
        ],
        [
            -17009,
            -17009,
            -10617,
            -23963,
            -23963,
            -23390
        ],
        [
            161,
            157,
            164,
            161,
            157,
            164
        ],
        [
            116,
            117,
            114,
            116,
            117,
            114
        ],
        [
            246,
            232,
            259,
            246,
            232,
            259
        ],
        [
            24192,
            11821,
            12371,
            24192,
            11821,
            12371
        ],
        [
            7.007724,
            7.007724,
            7.038974,
            7.007724,
            7.007724,
            7.038974
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456298,
            -47875,
            -47983,
            439462,
            -47260,
            -46766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737183600000,
    "first_datapoint_time": 1737396900000,
    "last_datapoint_time": 1759682700000,
    "evaluation_time": 1759683367332,
    "expiration_time": 1766162700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 238,
            "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)