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Trade: LTC/USDT/30/ZLMA/JMA/9351

Strategy
LTC/USDT/30/ZLMA/JMA/9351
Pair
LTC_USDT
Interval
30m
Score
305278
Daily Profit
0.325746
Profit Factor
1.321507
Profitability
57.990868
Streak
3.321441
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-25 14:12
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 169658.2614 116026.4203 53631.8411 263593.4244 188028.7355 75564.6889
Total P&L (%) 169.6583 116.0264 53.6318 263.5934 188.0287 75.5647
Avg Daily Profit (%) 0.3257 0.2228 0.103 0.2482 0.2033 0.1081
Buy And Hold Return (%) 28.3439 28.3439 28.3439 28.3439 28.3439 28.3439
Max Trade Drawdown -45254 -31169 -54205 -142664 -111013 -138213
Profit Factor 1.3215 1.5048 1.1801 1.2216 1.3596 1.1134
Total Trades 438 219 219 438 219 219
Winning Trades 254 130 124 254 130 124
Losing Trades 184 89 95 184 89 95
Profitability (%) 57.9909 59.3607 56.621 57.9909 59.3607 56.621
Ratio Avg Win / Avg Loss 0.9573 1.0302 0.9041 0.885 0.9308 0.853
Largest Winning Trade 21914 20458 21914 41630 35920 41630
Largest Losing Trade -16594 -13312 -16594 -34980 -30468 -34980
Avg Bars in Trades 56 49 63 56 49 63
Avg Bars in Winners 58 52 65 58 52 65
Avg Bars in Losers 53 45 60 53 45 60
Bars Traded 24717 10845 13872 24717 10845 13872
Profit Streak 3.3214 0 4.2798 3.3214 0 4.2798
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305278 296900 -85852 283774 267189 -148131

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714005000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758798772502,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "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": [
        [
            169658.2614443201,
            116026.4203346318,
            53631.8411096883,
            263593.424410508,
            188028.7354831149,
            75564.6889273932
        ],
        [
            169.658261,
            116.02642,
            53.631841,
            263.593424,
            188.028735,
            75.564689
        ],
        [
            0.325746,
            0.222772,
            0.102974,
            0.248155,
            0.203323,
            0.108124
        ],
        [
            28.343911,
            28.343911,
            28.343911,
            28.343911,
            28.343911,
            28.343911
        ],
        [
            -45254,
            -31169,
            -54205,
            -142664,
            -111013,
            -138213
        ],
        [
            1.321507,
            1.504787,
            1.180066,
            1.221631,
            1.359577,
            1.113389
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            254,
            130,
            124,
            254,
            130,
            124
        ],
        [
            184,
            89,
            95,
            184,
            89,
            95
        ],
        [
            57.990868,
            59.360731,
            56.621005,
            57.990868,
            59.360731,
            56.621005
        ],
        [
            0.957312,
            1.030201,
            0.904083,
            0.884961,
            0.930787,
            0.853
        ],
        [
            21914,
            20458,
            21914,
            41630,
            35920,
            41630
        ],
        [
            -16594,
            -13312,
            -16594,
            -34980,
            -30468,
            -34980
        ],
        [
            56,
            49,
            63,
            56,
            49,
            63
        ],
        [
            58,
            52,
            65,
            58,
            52,
            65
        ],
        [
            53,
            45,
            60,
            53,
            45,
            60
        ],
        [
            24717,
            10845,
            13872,
            24717,
            10845,
            13872
        ],
        [
            3.321441,
            0,
            4.279774,
            3.321441,
            0,
            4.279774
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305278,
            296900,
            -85852,
            283774,
            267189,
            -148131
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714005000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758798772502,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 125,
            "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)