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Trade: LTC/USDT/15/JMA/T3/8454

Strategy
LTC/USDT/15/JMA/T3/8454
Pair
LTC_USDT
Interval
15m
Score
395215
Daily Profit
0.368720
Profit Factor
1.352611
Profitability
68.359375
Streak
4.150459
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 00:06
Expiration Time
2025-12-26 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 96022.1502 51725.9343 44296.2159 110265.3866 56577.5453 53687.8412
Total P&L (%) 96.0222 51.7259 44.2962 110.2654 56.5775 53.6878
Avg Daily Profit (%) 0.3687 0.1986 0.1701 0.2858 0.1723 0.1652
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41285 -23514 -33727 -49002 -30664 -38520
Profit Factor 1.3526 1.385 1.3211 1.3505 1.3561 1.3449
Total Trades 256 128 128 256 128 128
Winning Trades 175 90 85 175 90 85
Losing Trades 81 38 43 81 38 43
Profitability (%) 68.3594 70.3125 66.4063 68.3594 70.3125 66.4063
Ratio Avg Win / Avg Loss 0.6261 0.5848 0.6683 0.6251 0.5726 0.6803
Largest Winning Trade 28333 16787 28333 39749 30225 39749
Largest Losing Trade -20503 -14276 -20503 -25508 -17314 -25508
Avg Bars in Trades 96 90 102 96 90 102
Avg Bars in Winners 59 54 66 59 54 66
Avg Bars in Losers 175 178 173 175 178 173
Bars Traded 24711 11629 13082 24711 11629 13082
Profit Streak 4.1505 4.1505 7.5775 4.1505 4.1505 7.5775
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395215 242386 221401 369244 239570 252227
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737803700000,
    "first_datapoint_time": 1737937800000,
    "last_datapoint_time": 1760302800000,
    "evaluation_time": 1760303199693,
    "expiration_time": 1766782800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 150,
            "offset": 0,
            "a": 0.75785
        }
    }
}
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": [
        [
            96022.1501775169,
            51725.9343224773,
            44296.2158550397,
            110265.3865623755,
            56577.545332947,
            53687.8412294286
        ],
        [
            96.02215,
            51.725934,
            44.296216,
            110.265387,
            56.577545,
            53.687841
        ],
        [
            0.36872,
            0.198625,
            0.170095,
            0.285793,
            0.172324,
            0.165159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41285,
            -23514,
            -33727,
            -49002,
            -30664,
            -38520
        ],
        [
            1.352611,
            1.385025,
            1.32105,
            1.350539,
            1.356088,
            1.344875
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            175,
            90,
            85,
            175,
            90,
            85
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            68.359375,
            70.3125,
            66.40625,
            68.359375,
            70.3125,
            66.40625
        ],
        [
            0.626066,
            0.584788,
            0.668296,
            0.625106,
            0.57257,
            0.680349
        ],
        [
            28333,
            16787,
            28333,
            39749,
            30225,
            39749
        ],
        [
            -20503,
            -14276,
            -20503,
            -25508,
            -17314,
            -25508
        ],
        [
            96,
            90,
            102,
            96,
            90,
            102
        ],
        [
            59,
            54,
            66,
            59,
            54,
            66
        ],
        [
            175,
            178,
            173,
            175,
            178,
            173
        ],
        [
            24711,
            11629,
            13082,
            24711,
            11629,
            13082
        ],
        [
            4.150459,
            4.150459,
            7.577543,
            4.150459,
            4.150459,
            7.577543
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395215,
            242386,
            221401,
            369244,
            239570,
            252227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737803700000,
    "first_datapoint_time": 1737937800000,
    "last_datapoint_time": 1760302800000,
    "evaluation_time": 1760303199693,
    "expiration_time": 1766782800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 150,
            "offset": 0,
            "a": 0.75785
        }
    }
}

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)