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Trade: LTC/USDT/15/ZLMA/SWMA/8171

Strategy
LTC/USDT/15/ZLMA/SWMA/8171
Pair
LTC_USDT
Interval
15m
Score
308610
Daily Profit
0.221900
Profit Factor
1.244122
Profitability
65.338645
Streak
8.600657
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 03:09
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 57787.1224 41518.9806 16268.1418 50890.837 39116.9107 11773.9263
Total P&L (%) 57.7871 41.519 16.2681 50.8908 39.1169 11.7739
Avg Daily Profit (%) 0.2219 0.1594 0.0625 0.1581 0.1269 0.0428
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40525 -35701 -30453 -37683 -32798 -29869
Profit Factor 1.2441 1.3371 1.1433 1.2199 1.3305 1.1041
Total Trades 251 125 126 251 125 126
Winning Trades 164 83 81 164 83 81
Losing Trades 87 42 45 87 42 45
Profitability (%) 65.3386 66.4 64.2857 65.3386 66.4 64.2857
Ratio Avg Win / Avg Loss 0.66 0.6766 0.6352 0.6471 0.6733 0.6134
Largest Winning Trade 11603 11603 6771 12636 12636 5566
Largest Losing Trade -22608 -17163 -22608 -23078 -13517 -23078
Avg Bars in Trades 96 96 96 96 96 96
Avg Bars in Winners 53 56 51 53 56 51
Avg Bars in Losers 177 176 178 177 176 178
Bars Traded 24241 12070 12171 24241 12070 12171
Profit Streak 8.6007 9.9132 8.6007 8.6007 9.9132 8.6007
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308610 211769 -182104 267097 -25312 -352709

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": 1736393400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758931796796,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 83,
            "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": [
        [
            57787.1224031344,
            41518.9805840179,
            16268.1418191164,
            50890.837049488,
            39116.910705263,
            11773.9263442249
        ],
        [
            57.787122,
            41.518981,
            16.268142,
            50.890837,
            39.116911,
            11.773926
        ],
        [
            0.2219,
            0.159431,
            0.062469,
            0.158095,
            0.126854,
            0.042751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40525,
            -35701,
            -30453,
            -37683,
            -32798,
            -29869
        ],
        [
            1.244122,
            1.33705,
            1.143293,
            1.219896,
            1.330549,
            1.104109
        ],
        [
            251,
            125,
            126,
            251,
            125,
            126
        ],
        [
            164,
            83,
            81,
            164,
            83,
            81
        ],
        [
            87,
            42,
            45,
            87,
            42,
            45
        ],
        [
            65.338645,
            66.4,
            64.285714,
            65.338645,
            66.4,
            64.285714
        ],
        [
            0.659992,
            0.67658,
            0.635163,
            0.64714,
            0.67329,
            0.613394
        ],
        [
            11603,
            11603,
            6771,
            12636,
            12636,
            5566
        ],
        [
            -22608,
            -17163,
            -22608,
            -23078,
            -13517,
            -23078
        ],
        [
            96,
            96,
            96,
            96,
            96,
            96
        ],
        [
            53,
            56,
            51,
            53,
            56,
            51
        ],
        [
            177,
            176,
            178,
            177,
            176,
            178
        ],
        [
            24241,
            12070,
            12171,
            24241,
            12070,
            12171
        ],
        [
            8.600657,
            9.913157,
            8.600657,
            8.600657,
            9.913157,
            8.600657
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308610,
            211769,
            -182104,
            267097,
            -25312,
            -352709
        ]
    ]
}
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": 1736393400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758931796796,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 83,
            "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)