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Trade: LTC/USDT/30/SINWMA/RMA/6367

Strategy
LTC/USDT/30/SINWMA/RMA/6367
Pair
LTC_USDT
Interval
30m
Score
334681
Daily Profit
0.204531
Profit Factor
1.524035
Profitability
72.072072
Streak
11.079826
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-12 21:54
Expiration Time
2025-12-26 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106525.7921 75118.5784 31407.2137 117244.8115 84221.463 33023.3485
Total P&L (%) 106.5258 75.1186 31.4072 117.2448 84.2215 33.0233
Avg Daily Profit (%) 0.2045 0.1442 0.0603 0.1491 0.1174 0.0548
Buy And Hold Return (%) 22.9641 22.9641 22.9641 22.9641 22.9641 22.9641
Max Trade Drawdown -41003 -31891 -44208 -72014 -64467 -73741
Profit Factor 1.524 1.9797 1.2481 1.3617 1.669 1.1666
Total Trades 111 55 56 111 55 56
Winning Trades 80 40 40 80 40 40
Losing Trades 31 15 16 31 15 16
Profitability (%) 72.0721 72.7273 71.4286 72.0721 72.7273 71.4286
Ratio Avg Win / Avg Loss 0.5906 0.7424 0.4992 0.5277 0.6259 0.4666
Largest Winning Trade 19172 19172 13873 28973 28973 24985
Largest Losing Trade -31527 -21545 -31527 -58939 -44828 -58939
Avg Bars in Trades 221 219 224 221 219 224
Avg Bars in Winners 147 160 134 147 160 134
Avg Bars in Losers 413 377 448 413 377 448
Bars Traded 24626 12066 12560 24626 12066 12560
Profit Streak 11.0798 0 58.3298 11.0798 0 58.3298
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334681 -180065 -341949 251935 -216117 -364433
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715295600000,
    "first_datapoint_time": 1715662800000,
    "last_datapoint_time": 1760293800000,
    "evaluation_time": 1760295296942,
    "expiration_time": 1766773800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 205,
            "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": [
        [
            106525.7920695467,
            75118.5783584251,
            31407.2137111216,
            117244.8115197927,
            84221.4630308725,
            33023.3484889203
        ],
        [
            106.525792,
            75.118578,
            31.407214,
            117.244812,
            84.221463,
            33.023348
        ],
        [
            0.204531,
            0.144229,
            0.060302,
            0.149076,
            0.117376,
            0.054803
        ],
        [
            22.964068,
            22.964068,
            22.964068,
            22.964068,
            22.964068,
            22.964068
        ],
        [
            -41003,
            -31891,
            -44208,
            -72014,
            -64467,
            -73741
        ],
        [
            1.524035,
            1.979694,
            1.248074,
            1.361731,
            1.669019,
            1.166588
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            72.072072,
            72.727273,
            71.428571,
            72.072072,
            72.727273,
            71.428571
        ],
        [
            0.590564,
            0.742385,
            0.49923,
            0.527671,
            0.625882,
            0.466635
        ],
        [
            19172,
            19172,
            13873,
            28973,
            28973,
            24985
        ],
        [
            -31527,
            -21545,
            -31527,
            -58939,
            -44828,
            -58939
        ],
        [
            221,
            219,
            224,
            221,
            219,
            224
        ],
        [
            147,
            160,
            134,
            147,
            160,
            134
        ],
        [
            413,
            377,
            448,
            413,
            377,
            448
        ],
        [
            24626,
            12066,
            12560,
            24626,
            12066,
            12560
        ],
        [
            11.079826,
            0,
            58.329826,
            11.079826,
            0,
            58.329826
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334681,
            -180065,
            -341949,
            251935,
            -216117,
            -364433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715295600000,
    "first_datapoint_time": 1715662800000,
    "last_datapoint_time": 1760293800000,
    "evaluation_time": 1760295296942,
    "expiration_time": 1766773800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 205,
            "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)