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Trade: LTC/USDT/15/ZLMA/MIDPRICE/2133

Strategy
LTC/USDT/15/ZLMA/MIDPRICE/2133
Pair
LTC_USDT
Interval
15m
Score
306655
Daily Profit
0.266745
Profit Factor
1.245278
Profitability
55.000000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 09:29
Expiration Time
2025-12-23 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69465.616 44333.4368 25132.1791 65402.79 36467.1035 28935.6865
Total P&L (%) 69.4656 44.3334 25.1322 65.4028 36.4671 28.9357
Avg Daily Profit (%) 0.2667 0.1702 0.0965 0.1934 0.1195 0.0976
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39289 -31380 -31634 -38236 -35338 -32395
Profit Factor 1.2453 1.2899 1.1929 1.222 1.2328 1.2097
Total Trades 260 130 130 260 130 130
Winning Trades 143 72 71 143 72 71
Losing Trades 117 58 59 117 58 59
Profitability (%) 55 55.3846 54.6154 55 55.3846 54.6154
Ratio Avg Win / Avg Loss 1.0189 1.0391 0.9913 0.9998 0.9931 1.0053
Largest Winning Trade 14234 14234 8443 12800 12800 11966
Largest Losing Trade -26446 -26446 -10119 -28219 -28219 -10952
Avg Bars in Trades 95 88 101 95 88 101
Avg Bars in Winners 92 89 95 92 89 95
Avg Bars in Losers 98 87 110 98 87 110
Bars Traded 24710 11467 13243 24710 11467 13243
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306655 167214 -78661 209218 -38961 -67302
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737491400000,
    "first_datapoint_time": 1737673200000,
    "last_datapoint_time": 1759990500000,
    "evaluation_time": 1759991372296,
    "expiration_time": 1766470500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 179,
            "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": [
        [
            69465.6159501178,
            44333.4368262172,
            25132.1791239005,
            65402.7899742106,
            36467.1034930611,
            28935.6864811495
        ],
        [
            69.465616,
            44.333437,
            25.132179,
            65.40279,
            36.467103,
            28.935686
        ],
        [
            0.266745,
            0.170238,
            0.096506,
            0.193418,
            0.119461,
            0.097638
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39289,
            -31380,
            -31634,
            -38236,
            -35338,
            -32395
        ],
        [
            1.245278,
            1.289873,
            1.192922,
            1.221987,
            1.232765,
            1.209747
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            55,
            55.384615,
            54.615385,
            55,
            55.384615,
            54.615385
        ],
        [
            1.018863,
            1.039064,
            0.991301,
            0.999808,
            0.993061,
            1.005283
        ],
        [
            14234,
            14234,
            8443,
            12800,
            12800,
            11966
        ],
        [
            -26446,
            -26446,
            -10119,
            -28219,
            -28219,
            -10952
        ],
        [
            95,
            88,
            101,
            95,
            88,
            101
        ],
        [
            92,
            89,
            95,
            92,
            89,
            95
        ],
        [
            98,
            87,
            110,
            98,
            87,
            110
        ],
        [
            24710,
            11467,
            13243,
            24710,
            11467,
            13243
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306655,
            167214,
            -78661,
            209218,
            -38961,
            -67302
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737491400000,
    "first_datapoint_time": 1737673200000,
    "last_datapoint_time": 1759990500000,
    "evaluation_time": 1759991372296,
    "expiration_time": 1766470500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 179,
            "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)