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Trade: LTC/USDT/15/WMA/EMA/1973

Strategy
LTC/USDT/15/WMA/EMA/1973
Pair
LTC_USDT
Interval
15m
Score
340088
Daily Profit
0.353710
Profit Factor
1.435735
Profitability
74.178404
Streak
1.652055
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 19:23
Expiration Time
2025-12-12 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92113.1004 54293.2046 37819.8958 115833.2311 70052.0871 45781.1441
Total P&L (%) 92.1131 54.2932 37.8199 115.8332 70.0521 45.7811
Avg Daily Profit (%) 0.3537 0.2085 0.1452 0.2959 0.2041 0.1448
Buy And Hold Return (%) 10.0231 10.0231 10.0231 10.0231 10.0231 10.0231
Max Trade Drawdown -30136 -18884 -16762 -23708 -21987 -24534
Profit Factor 1.4357 1.5388 1.3419 1.4532 1.5753 1.3421
Total Trades 213 106 107 213 106 107
Winning Trades 158 78 80 158 78 80
Losing Trades 55 28 27 55 28 27
Profitability (%) 74.1784 73.5849 74.7664 74.1784 73.5849 74.7664
Ratio Avg Win / Avg Loss 0.4998 0.5524 0.4529 0.5059 0.5655 0.453
Largest Winning Trade 9507 9507 8185 13265 13265 7688
Largest Losing Trade -22888 -13808 -22888 -22888 -20191 -22888
Avg Bars in Trades 115 117 114 115 117 114
Avg Bars in Winners 58 59 58 58 59 58
Avg Bars in Losers 278 278 278 278 278 278
Bars Traded 24612 12405 12207 24612 12405 12207
Profit Streak 1.6521 1.6521 14.3604 1.6521 1.6521 14.3604
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340088 208762 17867 326138 253184 25055
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736577000000,
    "first_datapoint_time": 1736789400000,
    "last_datapoint_time": 1759076100000,
    "evaluation_time": 1759076637572,
    "expiration_time": 1765556100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 237,
            "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": [
        [
            92113.1003909159,
            54293.2045768202,
            37819.8958140956,
            115833.2311205118,
            70052.0870506497,
            45781.144069862
        ],
        [
            92.1131,
            54.293205,
            37.819896,
            115.833231,
            70.052087,
            45.781144
        ],
        [
            0.35371,
            0.208483,
            0.145227,
            0.295858,
            0.204084,
            0.144846
        ],
        [
            10.023138,
            10.023138,
            10.023138,
            10.023138,
            10.023138,
            10.023138
        ],
        [
            -30136,
            -18884,
            -16762,
            -23708,
            -21987,
            -24534
        ],
        [
            1.435735,
            1.538764,
            1.341879,
            1.453239,
            1.57532,
            1.342146
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            158,
            78,
            80,
            158,
            78,
            80
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            74.178404,
            73.584906,
            74.766355,
            74.178404,
            73.584906,
            74.766355
        ],
        [
            0.499781,
            0.552377,
            0.452884,
            0.505874,
            0.565499,
            0.452974
        ],
        [
            9507,
            9507,
            8185,
            13265,
            13265,
            7688
        ],
        [
            -22888,
            -13808,
            -22888,
            -22888,
            -20191,
            -22888
        ],
        [
            115,
            117,
            114,
            115,
            117,
            114
        ],
        [
            58,
            59,
            58,
            58,
            59,
            58
        ],
        [
            278,
            278,
            278,
            278,
            278,
            278
        ],
        [
            24612,
            12405,
            12207,
            24612,
            12405,
            12207
        ],
        [
            1.652055,
            1.652055,
            14.360388,
            1.652055,
            1.652055,
            14.360389
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340088,
            208762,
            17867,
            326138,
            253184,
            25055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736577000000,
    "first_datapoint_time": 1736789400000,
    "last_datapoint_time": 1759076100000,
    "evaluation_time": 1759076637572,
    "expiration_time": 1765556100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 237,
            "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)