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Trade: LTC/USDT/15/SINWMA/SWMA/7336

Strategy
LTC/USDT/15/SINWMA/SWMA/7336
Pair
LTC_USDT
Interval
15m
Score
365722
Daily Profit
0.273020
Profit Factor
1.416088
Profitability
65.656566
Streak
18.630897
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 12:23
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 71099.9606 49024.3219 22075.6387 70082.9381 51277.9947 18804.9434
Total P&L (%) 71.1 49.0243 22.0756 70.0829 51.278 18.8049
Avg Daily Profit (%) 0.273 0.1883 0.0848 0.2042 0.1591 0.0662
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39874 -31040 -32958 -63349 -49312 -53077
Profit Factor 1.4161 1.7276 1.2133 1.285 1.5147 1.1286
Total Trades 99 49 50 99 49 50
Winning Trades 65 32 33 65 32 33
Losing Trades 34 17 17 34 17 17
Profitability (%) 65.6566 65.3061 66 65.6566 65.3061 66
Ratio Avg Win / Avg Loss 0.7407 0.9178 0.625 0.6722 0.8047 0.5814
Largest Winning Trade 15645 15645 11653 18715 18715 14525
Largest Losing Trade -18296 -15889 -18296 -27817 -23527 -27817
Avg Bars in Trades 245 243 246 245 243 246
Avg Bars in Winners 214 218 211 214 218 211
Avg Bars in Losers 302 290 315 302 290 315
Bars Traded 24255 11916 12339 24255 11916 12339
Profit Streak 18.6309 33.8392 18.6309 18.6309 33.8392 18.6309
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365722 317419 -265302 315702 286992 -370889

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736555400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758792209551,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 131,
            "offset": 234
        }
    }
}
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": [
        [
            71099.960595447,
            49024.3219279429,
            22075.6386675039,
            70082.9381202611,
            51277.9947015272,
            18804.9434187339
        ],
        [
            71.099961,
            49.024322,
            22.075639,
            70.082938,
            51.277995,
            18.804943
        ],
        [
            0.27302,
            0.188251,
            0.084769,
            0.204154,
            0.159081,
            0.066189
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39874,
            -31040,
            -32958,
            -63349,
            -49312,
            -53077
        ],
        [
            1.416088,
            1.727638,
            1.213286,
            1.285036,
            1.514668,
            1.128589
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            65.656566,
            65.306122,
            66,
            65.656566,
            65.306122,
            66
        ],
        [
            0.740723,
            0.917808,
            0.625026,
            0.672173,
            0.804667,
            0.581394
        ],
        [
            15645,
            15645,
            11653,
            18715,
            18715,
            14525
        ],
        [
            -18296,
            -15889,
            -18296,
            -27817,
            -23527,
            -27817
        ],
        [
            245,
            243,
            246,
            245,
            243,
            246
        ],
        [
            214,
            218,
            211,
            214,
            218,
            211
        ],
        [
            302,
            290,
            315,
            302,
            290,
            315
        ],
        [
            24255,
            11916,
            12339,
            24255,
            11916,
            12339
        ],
        [
            18.630897,
            33.839231,
            18.630897,
            18.630898,
            33.839231,
            18.630898
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365722,
            317419,
            -265302,
            315702,
            286992,
            -370889
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736555400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758792209551,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 131,
            "offset": 234
        }
    }
}

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)