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Trade: LTC/USDT/15/JMA/SMA/4673

Strategy
LTC/USDT/15/JMA/SMA/4673
Pair
LTC_USDT
Interval
15m
Score
498701
Daily Profit
0.504969
Profit Factor
1.770885
Profitability
65.432099
Streak
9.094000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:30
Expiration Time
2025-12-20 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131503.9295 65956.6764 65547.2531 226116.4538 114901.2469 111215.2069
Total P&L (%) 131.5039 65.9567 65.5473 226.1165 114.9012 111.2152
Avg Daily Profit (%) 0.505 0.2533 0.2517 0.4549 0.2942 0.2875
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28059 -19638 -20637 -35501 -29669 -28389
Profit Factor 1.7709 1.7238 1.8249 1.7207 1.6925 1.7524
Total Trades 162 81 81 162 81 81
Winning Trades 106 53 53 106 53 53
Losing Trades 56 28 28 56 28 28
Profitability (%) 65.4321 65.4321 65.4321 65.4321 65.4321 65.4321
Ratio Avg Win / Avg Loss 0.9356 0.9107 0.9641 0.909 0.8941 0.9258
Largest Winning Trade 11212 11212 8652 19778 19778 15259
Largest Losing Trade -17902 -17902 -10814 -28301 -17895 -28301
Avg Bars in Trades 149 144 154 149 144 154
Avg Bars in Winners 108 107 109 108 107 109
Avg Bars in Losers 227 214 239 227 214 239
Bars Traded 24213 11708 12504 24213 11708 12504
Profit Streak 9.094 9.094 21.6982 9.094 9.094 21.6982
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498701 -1664 -1069 479823 -1105 -606
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737217800000,
    "first_datapoint_time": 1737434700000,
    "last_datapoint_time": 1759716900000,
    "evaluation_time": 1759717821593,
    "expiration_time": 1766196900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 242,
            "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": [
        [
            131503.9294557564,
            65956.6763852995,
            65547.2530704569,
            226116.453822093,
            114901.246887719,
            111215.2069343741
        ],
        [
            131.503929,
            65.956676,
            65.547253,
            226.116454,
            114.901247,
            111.215207
        ],
        [
            0.504969,
            0.25327,
            0.251698,
            0.454946,
            0.294191,
            0.287529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28059,
            -19638,
            -20637,
            -35501,
            -29669,
            -28389
        ],
        [
            1.770885,
            1.72376,
            1.824933,
            1.720698,
            1.692483,
            1.752368
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            65.432099,
            65.432099,
            65.432099,
            65.432099,
            65.432099,
            65.432099
        ],
        [
            0.935562,
            0.910666,
            0.964116,
            0.909048,
            0.894142,
            0.925779
        ],
        [
            11212,
            11212,
            8652,
            19778,
            19778,
            15259
        ],
        [
            -17902,
            -17902,
            -10814,
            -28301,
            -17895,
            -28301
        ],
        [
            149,
            144,
            154,
            149,
            144,
            154
        ],
        [
            108,
            107,
            109,
            108,
            107,
            109
        ],
        [
            227,
            214,
            239,
            227,
            214,
            239
        ],
        [
            24213,
            11708,
            12504,
            24213,
            11708,
            12504
        ],
        [
            9.094,
            9.094,
            21.698166,
            9.094,
            9.094,
            21.698167
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498701,
            -1664,
            -1069,
            479823,
            -1105,
            -606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737217800000,
    "first_datapoint_time": 1737434700000,
    "last_datapoint_time": 1759716900000,
    "evaluation_time": 1759717821593,
    "expiration_time": 1766196900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 242,
            "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)