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Trade: LTC/USDT/15/WMA/SWMA/5350

Strategy
LTC/USDT/15/WMA/SWMA/5350
Pair
LTC_USDT
Interval
15m
Score
457415
Daily Profit
0.476633
Profit Factor
1.624273
Profitability
71.165644
Streak
3.978959
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 19:44
Expiration Time
2025-12-22 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 124124.7247 70529.8762 53594.8485 195015.3774 119365.5882 75649.7892
Total P&L (%) 124.1247 70.5299 53.5948 195.0154 119.3656 75.6498
Avg Daily Profit (%) 0.4766 0.2708 0.2058 0.4163 0.3021 0.2165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27090 -18329 -21057 -59768 -40459 -43794
Profit Factor 1.6243 1.6881 1.5564 1.5651 1.7041 1.4309
Total Trades 163 81 82 163 81 82
Winning Trades 116 60 56 116 60 56
Losing Trades 47 21 26 47 21 26
Profitability (%) 71.1656 74.0741 68.2927 71.1656 74.0741 68.2927
Ratio Avg Win / Avg Loss 0.6581 0.5908 0.7226 0.6341 0.5964 0.6644
Largest Winning Trade 14143 14143 7074 22198 22198 13056
Largest Losing Trade -16655 -16655 -11857 -26596 -19739 -26596
Avg Bars in Trades 149 141 158 149 141 158
Avg Bars in Winners 102 104 100 102 104 100
Avg Bars in Losers 266 247 281 266 247 281
Bars Traded 24447 11486 12962 24447 11486 12962
Profit Streak 3.979 11.6456 3.979 3.979 11.6456 3.979
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 457415 7585 112208 429490 18322 127285
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737441900000,
    "first_datapoint_time": 1737661500000,
    "last_datapoint_time": 1759941000000,
    "evaluation_time": 1759941882049,
    "expiration_time": 1766421000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 245,
            "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": [
        [
            124124.7246976047,
            70529.8761707957,
            53594.8485268089,
            195015.377424798,
            119365.5882091376,
            75649.7892156605
        ],
        [
            124.124725,
            70.529876,
            53.594849,
            195.015377,
            119.365588,
            75.649789
        ],
        [
            0.476633,
            0.270831,
            0.205802,
            0.416292,
            0.30211,
            0.216547
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27090,
            -18329,
            -21057,
            -59768,
            -40459,
            -43794
        ],
        [
            1.624273,
            1.688087,
            1.556371,
            1.565122,
            1.704105,
            1.430912
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            71.165644,
            74.074074,
            68.292683,
            71.165644,
            74.074074,
            68.292683
        ],
        [
            0.658111,
            0.59083,
            0.722601,
            0.634144,
            0.596437,
            0.664352
        ],
        [
            14143,
            14143,
            7074,
            22198,
            22198,
            13056
        ],
        [
            -16655,
            -16655,
            -11857,
            -26596,
            -19739,
            -26596
        ],
        [
            149,
            141,
            158,
            149,
            141,
            158
        ],
        [
            102,
            104,
            100,
            102,
            104,
            100
        ],
        [
            266,
            247,
            281,
            266,
            247,
            281
        ],
        [
            24447,
            11486,
            12962,
            24447,
            11486,
            12962
        ],
        [
            3.978959,
            11.645625,
            3.978959,
            3.978959,
            11.645626,
            3.978959
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            457415,
            7585,
            112208,
            429490,
            18322,
            127285
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737441900000,
    "first_datapoint_time": 1737661500000,
    "last_datapoint_time": 1759941000000,
    "evaluation_time": 1759941882049,
    "expiration_time": 1766421000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 245,
            "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)