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Trade: LTC/USDT/60/JMA/SWMA/5138

Strategy
LTC/USDT/60/JMA/SWMA/5138
Pair
LTC_USDT
Interval
1h
Score
315876
Daily Profit
0.164105
Profit Factor
1.441012
Profitability
68.125000
Streak
59.536145
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 18:52
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 170935.2137 129512.9329 41422.2809 163703.5757 177780.2656 -14076.6898
Total P&L (%) 170.9352 129.5129 41.4223 163.7036 177.7803 -14.0767
Avg Daily Profit (%) 0.1641 0.1243 0.0398 0.0931 0.0981 -0.0146
Buy And Hold Return (%) 48.8818 48.8818 48.8818 48.8818 48.8818 48.8818
Max Trade Drawdown -62644 -32015 -65710 -155760 -64916 -169433
Profit Factor 1.441 1.8295 1.179 1.2172 1.6196 0.9698
Total Trades 160 80 80 160 80 80
Winning Trades 109 53 56 109 53 56
Losing Trades 51 27 24 51 27 24
Profitability (%) 68.125 66.25 70 68.125 66.25 70
Ratio Avg Win / Avg Loss 0.6742 0.932 0.5053 0.5695 0.8251 0.4156
Largest Winning Trade 23573 23573 16600 36395 36395 27799
Largest Losing Trade -58126 -24447 -58126 -150086 -49447 -150086
Avg Bars in Trades 154 154 153 154 154 153
Avg Bars in Winners 114 112 115 114 112 115
Avg Bars in Losers 239 236 242 239 236 242
Bars Traded 24666 12359 12307 24666 12359 12307
Profit Streak 59.5361 108.0778 59.5361 59.5361 108.0778 59.5361
Trades During Streak 10 9 5 10 9 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315876 -45245 -345984 -68666 -79714 -595854

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669608000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758901922923,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 117,
            "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": [
        [
            170935.2137380788,
            129512.9328787956,
            41422.2808592832,
            163703.5757231915,
            177780.2655616334,
            -14076.6898384418
        ],
        [
            170.935214,
            129.512933,
            41.422281,
            163.703576,
            177.780266,
            -14.07669
        ],
        [
            0.164105,
            0.124338,
            0.039767,
            0.093134,
            0.098132,
            -0.014564
        ],
        [
            48.881789,
            48.881789,
            48.881789,
            48.881789,
            48.881789,
            48.881789
        ],
        [
            -62644,
            -32015,
            -65710,
            -155760,
            -64916,
            -169433
        ],
        [
            1.441012,
            1.829544,
            1.178952,
            1.217236,
            1.619622,
            0.969835
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            109,
            53,
            56,
            109,
            53,
            56
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            68.125,
            66.25,
            70,
            68.125,
            66.25,
            70
        ],
        [
            0.674235,
            0.932032,
            0.505265,
            0.569532,
            0.825091,
            0.415644
        ],
        [
            23573,
            23573,
            16600,
            36395,
            36395,
            27799
        ],
        [
            -58126,
            -24447,
            -58126,
            -150086,
            -49447,
            -150086
        ],
        [
            154,
            154,
            153,
            154,
            154,
            153
        ],
        [
            114,
            112,
            115,
            114,
            112,
            115
        ],
        [
            239,
            236,
            242,
            239,
            236,
            242
        ],
        [
            24666,
            12359,
            12307,
            24666,
            12359,
            12307
        ],
        [
            59.536145,
            108.077811,
            59.536145,
            59.536145,
            108.077812,
            59.536145
        ],
        [
            10,
            9,
            5,
            10,
            9,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315876,
            -45245,
            -345984,
            -68666,
            -79714,
            -595854
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669608000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758901922923,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 117,
            "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)