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Trade: LTC/USDT/15/ZLMA/SWMA/9962

Strategy
LTC/USDT/15/ZLMA/SWMA/9962
Pair
LTC_USDT
Interval
15m
Score
418586
Daily Profit
0.446701
Profit Factor
1.553191
Profitability
68.085106
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 02:27
Expiration Time
2025-12-23 01:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 116329.7904 66416.7 49913.0904 172118.5919 105354.3169 66764.275
Total P&L (%) 116.3298 66.4167 49.9131 172.1186 105.3543 66.7643
Avg Daily Profit (%) 0.4467 0.255 0.1917 0.3851 0.2767 0.1966
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27249 -19224 -21054 -43803 -26671 -40488
Profit Factor 1.5532 1.6236 1.4809 1.5149 1.6644 1.38
Total Trades 188 94 94 188 94 94
Winning Trades 128 68 60 128 68 60
Losing Trades 60 26 34 60 26 34
Profitability (%) 68.0851 72.3404 63.8298 68.0851 72.3404 63.8298
Ratio Avg Win / Avg Loss 0.7281 0.6208 0.8392 0.7101 0.6364 0.782
Largest Winning Trade 11901 11901 9302 17555 17555 10125
Largest Losing Trade -19224 -19224 -11667 -33007 -17787 -33007
Avg Bars in Trades 131 126 136 131 126 136
Avg Bars in Winners 84 82 86 84 82 86
Avg Bars in Losers 232 239 226 232 239 226
Bars Traded 24720 11854 12866 24720 11854 12866
Profit Streak 0 0 4.2273 0 0 4.2273
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418586 346451 236079 391228 364549 255899
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737466200000,
    "first_datapoint_time": 1737630000000,
    "last_datapoint_time": 1759965300000,
    "evaluation_time": 1759966037851,
    "expiration_time": 1766445300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 180,
            "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": [
        [
            116329.7903862604,
            66416.7000015751,
            49913.0903846853,
            172118.5918634554,
            105354.3168788828,
            66764.2749845725
        ],
        [
            116.32979,
            66.4167,
            49.91309,
            172.118592,
            105.354317,
            66.764275
        ],
        [
            0.446701,
            0.255037,
            0.191664,
            0.385145,
            0.276692,
            0.196572
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27249,
            -19224,
            -21054,
            -43803,
            -26671,
            -40488
        ],
        [
            1.553191,
            1.623595,
            1.480939,
            1.514933,
            1.664403,
            1.380024
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            128,
            68,
            60,
            128,
            68,
            60
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            68.085106,
            72.340426,
            63.829787,
            68.085106,
            72.340426,
            63.829787
        ],
        [
            0.728058,
            0.620786,
            0.839199,
            0.710125,
            0.636389,
            0.782014
        ],
        [
            11901,
            11901,
            9302,
            17555,
            17555,
            10125
        ],
        [
            -19224,
            -19224,
            -11667,
            -33007,
            -17787,
            -33007
        ],
        [
            131,
            126,
            136,
            131,
            126,
            136
        ],
        [
            84,
            82,
            86,
            84,
            82,
            86
        ],
        [
            232,
            239,
            226,
            232,
            239,
            226
        ],
        [
            24720,
            11854,
            12866,
            24720,
            11854,
            12866
        ],
        [
            0,
            0,
            4.22729,
            0,
            0,
            4.22729
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418586,
            346451,
            236079,
            391228,
            364549,
            255899
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737466200000,
    "first_datapoint_time": 1737630000000,
    "last_datapoint_time": 1759965300000,
    "evaluation_time": 1759966037851,
    "expiration_time": 1766445300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 180,
            "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)