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Trade: LTC/USDT/15/SWMA/SINWMA/8167

Strategy
LTC/USDT/15/SWMA/SINWMA/8167
Pair
LTC_USDT
Interval
15m
Score
314986
Daily Profit
0.283507
Profit Factor
1.304502
Profitability
62.433862
Streak
4.059450
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 18:25
Expiration Time
2025-12-22 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73830.9415 46839.6068 26991.3347 73331.742 51751.372 21580.3699
Total P&L (%) 73.8309 46.8396 26.9913 73.3317 51.7514 21.5804
Avg Daily Profit (%) 0.2835 0.1799 0.1036 0.2114 0.1603 0.0751
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37086 -23839 -24346 -34861 -23753 -32957
Profit Factor 1.3045 1.3855 1.2231 1.2391 1.3492 1.1362
Total Trades 189 94 95 189 94 95
Winning Trades 118 62 56 118 62 56
Losing Trades 71 32 39 71 32 39
Profitability (%) 62.4339 65.9574 58.9474 62.4339 65.9574 58.9474
Ratio Avg Win / Avg Loss 0.7849 0.7151 0.8518 0.7456 0.6964 0.7913
Largest Winning Trade 15536 15536 8436 17466 17466 9547
Largest Losing Trade -23383 -23383 -12182 -22024 -21826 -22024
Avg Bars in Trades 129 121 138 129 121 138
Avg Bars in Winners 93 91 95 93 91 95
Avg Bars in Losers 189 178 198 189 178 198
Bars Traded 24529 11408 13121 24529 11408 13121
Profit Streak 4.0595 11.6011 4.0595 4.0595 11.6011 4.0595
Trades During Streak 4 4 2 4 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314986 251804 -60283 278429 252103 -171177
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737437400000,
    "first_datapoint_time": 1737656100000,
    "last_datapoint_time": 1759936500000,
    "evaluation_time": 1759937136481,
    "expiration_time": 1766416500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 244,
            "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": [
        [
            73830.9415004738,
            46839.6068021512,
            26991.3346983227,
            73331.7419717123,
            51751.3720379119,
            21580.3699338004
        ],
        [
            73.830942,
            46.839607,
            26.991335,
            73.331742,
            51.751372,
            21.58037
        ],
        [
            0.283507,
            0.179862,
            0.103645,
            0.211435,
            0.160282,
            0.075063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37086,
            -23839,
            -24346,
            -34861,
            -23753,
            -32957
        ],
        [
            1.304502,
            1.385515,
            1.223133,
            1.23913,
            1.349182,
            1.136194
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            118,
            62,
            56,
            118,
            62,
            56
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            62.433862,
            65.957447,
            58.947368,
            62.433862,
            65.957447,
            58.947368
        ],
        [
            0.784912,
            0.715104,
            0.851825,
            0.745578,
            0.696352,
            0.791278
        ],
        [
            15536,
            15536,
            8436,
            17466,
            17466,
            9547
        ],
        [
            -23383,
            -23383,
            -12182,
            -22024,
            -21826,
            -22024
        ],
        [
            129,
            121,
            138,
            129,
            121,
            138
        ],
        [
            93,
            91,
            95,
            93,
            91,
            95
        ],
        [
            189,
            178,
            198,
            189,
            178,
            198
        ],
        [
            24529,
            11408,
            13121,
            24529,
            11408,
            13121
        ],
        [
            4.05945,
            11.601117,
            4.05945,
            4.05945,
            11.601117,
            4.05945
        ],
        [
            4,
            4,
            2,
            4,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314986,
            251804,
            -60283,
            278429,
            252103,
            -171177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737437400000,
    "first_datapoint_time": 1737656100000,
    "last_datapoint_time": 1759936500000,
    "evaluation_time": 1759937136481,
    "expiration_time": 1766416500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 244,
            "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)