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Trade: LTC/USDT/60/MIDPRICE/PWMA/8748

Strategy
LTC/USDT/60/MIDPRICE/PWMA/8748
Pair
LTC_USDT
Interval
1h
Score
380043
Daily Profit
0.190746
Profit Factor
1.429496
Profitability
67.391304
Streak
16.129328
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 17:06
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 198685.0825 144229.6463 54455.4362 347800.8052 262810.8643 84989.9409
Total P&L (%) 198.6851 144.2296 54.4554 347.8008 262.8109 84.9899
Avg Daily Profit (%) 0.1907 0.1385 0.0523 0.144 0.1238 0.0591
Buy And Hold Return (%) 40.6193 40.6193 40.6193 40.6193 40.6193 40.6193
Max Trade Drawdown -34391 -31543 -50748 -117608 -92672 -119731
Profit Factor 1.4295 1.7904 1.1944 1.3541 1.6993 1.1402
Total Trades 276 138 138 276 138 138
Winning Trades 186 93 93 186 93 93
Losing Trades 90 45 45 90 45 45
Profitability (%) 67.3913 67.3913 67.3913 67.3913 67.3913 67.3913
Ratio Avg Win / Avg Loss 0.6917 0.8663 0.5779 0.6552 0.8223 0.5517
Largest Winning Trade 16800 16800 15075 41656 39310 41656
Largest Losing Trade -22380 -20203 -22380 -58452 -43932 -58452
Avg Bars in Trades 89 86 91 89 86 91
Avg Bars in Winners 60 63 58 60 63 58
Avg Bars in Losers 148 134 162 148 134 162
Bars Traded 24692 11998 12694 24692 11998 12694
Profit Streak 16.1293 53.546 16.1293 16.1293 53.546 16.1293
Trades During Streak 4 7 2 4 7 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380043 -6522 -188128 115882 -23988 -185205

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": 1669586400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758895573953,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 239,
            "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": [
        [
            198685.0825180206,
            144229.6463392349,
            54455.4361787856,
            347800.8051789243,
            262810.8642570837,
            84989.9409218406
        ],
        [
            198.685083,
            144.229646,
            54.455436,
            347.800805,
            262.810864,
            84.989941
        ],
        [
            0.190746,
            0.138467,
            0.05228,
            0.144031,
            0.123798,
            0.059073
        ],
        [
            40.61926,
            40.61926,
            40.61926,
            40.61926,
            40.61926,
            40.61926
        ],
        [
            -34391,
            -31543,
            -50748,
            -117608,
            -92672,
            -119731
        ],
        [
            1.429496,
            1.790422,
            1.194394,
            1.354098,
            1.699326,
            1.140153
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            67.391304,
            67.391304,
            67.391304,
            67.391304,
            67.391304,
            67.391304
        ],
        [
            0.691691,
            0.866333,
            0.577933,
            0.655209,
            0.822255,
            0.551687
        ],
        [
            16800,
            16800,
            15075,
            41656,
            39310,
            41656
        ],
        [
            -22380,
            -20203,
            -22380,
            -58452,
            -43932,
            -58452
        ],
        [
            89,
            86,
            91,
            89,
            86,
            91
        ],
        [
            60,
            63,
            58,
            60,
            63,
            58
        ],
        [
            148,
            134,
            162,
            148,
            134,
            162
        ],
        [
            24692,
            11998,
            12694,
            24692,
            11998,
            12694
        ],
        [
            16.129328,
            53.545995,
            16.129328,
            16.129328,
            53.545995,
            16.129328
        ],
        [
            4,
            7,
            2,
            4,
            7,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380043,
            -6522,
            -188128,
            115882,
            -23988,
            -185205
        ]
    ]
}
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": 1669586400000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758895573953,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 239,
            "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)