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Trade: LTC/USDT/15/ZLMA/SMA/2407

Strategy
LTC/USDT/15/ZLMA/SMA/2407
Pair
LTC_USDT
Interval
15m
Score
409082
Daily Profit
0.423064
Profit Factor
1.593050
Profitability
70.422535
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 23:51
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 110174.2797 64365.1027 45809.177 153800.7148 83838.9961 69961.7187
Total P&L (%) 110.1743 64.3651 45.8092 153.8007 83.839 69.9617
Avg Daily Profit (%) 0.4231 0.2472 0.1759 0.3583 0.2341 0.2039
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52245 -28548 -38253 -44376 -25464 -32937
Profit Factor 1.5931 1.6709 1.5099 1.8541 1.9097 1.7959
Total Trades 142 71 71 142 71 71
Winning Trades 100 51 49 100 51 49
Losing Trades 42 20 22 42 20 22
Profitability (%) 70.4225 71.831 69.0141 70.4225 71.831 69.0141
Ratio Avg Win / Avg Loss 0.6691 0.6553 0.6779 0.7787 0.7489 0.8063
Largest Winning Trade 11604 11604 8715 14342 14342 12602
Largest Losing Trade -22680 -16142 -22680 -22539 -13052 -22539
Avg Bars in Trades 173 174 172 173 174 172
Avg Bars in Winners 125 123 127 125 123 127
Avg Bars in Losers 287 305 272 287 305 272
Bars Traded 24661 12408 12253 24661 12408 12253
Profit Streak 0 0 48.7334 0 0 48.7334
Trades During Streak 0 0 14 0 0 14
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409082 -77210 -78438 408335 -76485 -75567
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": 1736415900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759006261476,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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": [
        [
            110174.2797028328,
            64365.102675816,
            45809.1770270168,
            153800.7148176357,
            83838.9961286028,
            69961.7186890328
        ],
        [
            110.17428,
            64.365103,
            45.809177,
            153.800715,
            83.838996,
            69.961719
        ],
        [
            0.423064,
            0.247159,
            0.175905,
            0.358285,
            0.234084,
            0.20388
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52245,
            -28548,
            -38253,
            -44376,
            -25464,
            -32937
        ],
        [
            1.59305,
            1.670943,
            1.509878,
            1.854138,
            1.909676,
            1.795908
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            70.422535,
            71.830986,
            69.014085,
            70.422535,
            71.830986,
            69.014085
        ],
        [
            0.669081,
            0.655272,
            0.677905,
            0.778738,
            0.748893,
            0.806326
        ],
        [
            11604,
            11604,
            8715,
            14342,
            14342,
            12602
        ],
        [
            -22680,
            -16142,
            -22680,
            -22539,
            -13052,
            -22539
        ],
        [
            173,
            174,
            172,
            173,
            174,
            172
        ],
        [
            125,
            123,
            127,
            125,
            123,
            127
        ],
        [
            287,
            305,
            272,
            287,
            305,
            272
        ],
        [
            24661,
            12408,
            12253,
            24661,
            12408,
            12253
        ],
        [
            0,
            0,
            48.73335,
            0,
            0,
            48.73335
        ],
        [
            0,
            0,
            14,
            0,
            0,
            14
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409082,
            -77210,
            -78438,
            408335,
            -76485,
            -75567
        ]
    ]
}
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": 1736415900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759006261476,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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)