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Trade: LTC/USDT/720/PWMA/EMA/6064

Strategy
LTC/USDT/720/PWMA/EMA/6064
Pair
LTC_USDT
Interval
12h
Score
403236
Daily Profit
0.159874
Profit Factor
3.177417
Profitability
56.756757
Streak
229.388964
Best Strategy
Training Data Length
2507.500000
Evaluation Time
2025-10-05 12:20
Expiration Time
2025-12-19 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496182.3296 400883.4954 95298.8341 1658243.0481 1494344.4144 163898.6338
Total P&L (%) 496.1823 400.8835 95.2988 1658.243 1494.3444 163.8986
Avg Daily Profit (%) 0.1979 0.1599 0.038 0.1144 0.1105 0.0387
Buy And Hold Return (%) 168.7693 168.7693 168.7693 168.7693 168.7693 168.7693
Max Trade Drawdown -64984 -50481 -46249 -564850 -279388 -576664
Profit Factor 2.1882 3.1774 1.4082 1.7611 2.5105 1.1378
Total Trades 74 37 37 74 37 37
Winning Trades 40 21 19 40 21 19
Losing Trades 34 16 18 34 16 18
Profitability (%) 54.0541 56.7568 51.3514 54.0541 56.7568 51.3514
Ratio Avg Win / Avg Loss 1.86 2.4209 1.334 1.497 1.9128 1.0779
Largest Winning Trade 127208 127208 55698 489361 489361 255192
Largest Losing Trade -40053 -26463 -40053 -284226 -130582 -284226
Avg Bars in Trades 63 73 53 63 73 53
Avg Bars in Winners 80 97 62 80 97 62
Avg Bars in Losers 43 41 44 43 41 44
Bars Traded 4702 2721 1981 4702 2721 1981
Profit Streak 90.889 229.389 0 90.889 229.389 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58813 403236 -306983 -105046 -38044 -375728
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5015,
    "evaluation_days": 2507.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759656006504,
    "expiration_time": 1766121840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 201,
            "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": [
        [
            496182.3295736529,
            400883.4954243385,
            95298.8341493144,
            1658243.0481475424,
            1494344.4143841667,
            163898.6337633759
        ],
        [
            496.18233,
            400.883495,
            95.298834,
            1658.243048,
            1494.344414,
            163.898634
        ],
        [
            0.197879,
            0.159874,
            0.038006,
            0.114398,
            0.110492,
            0.038707
        ],
        [
            168.769299,
            168.769299,
            168.769299,
            168.769299,
            168.769299,
            168.769299
        ],
        [
            -64984,
            -50481,
            -46249,
            -564850,
            -279388,
            -576664
        ],
        [
            2.188195,
            3.177417,
            1.40816,
            1.761149,
            2.510485,
            1.137812
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            54.054054,
            56.756757,
            51.351351,
            54.054054,
            56.756757,
            51.351351
        ],
        [
            1.859966,
            2.420889,
            1.334047,
            1.496977,
            1.91275,
            1.077927
        ],
        [
            127208,
            127208,
            55698,
            489361,
            489361,
            255192
        ],
        [
            -40053,
            -26463,
            -40053,
            -284226,
            -130582,
            -284226
        ],
        [
            63,
            73,
            53,
            63,
            73,
            53
        ],
        [
            80,
            97,
            62,
            80,
            97,
            62
        ],
        [
            43,
            41,
            44,
            43,
            41,
            44
        ],
        [
            4702,
            2721,
            1981,
            4702,
            2721,
            1981
        ],
        [
            90.888964,
            229.388964,
            0,
            90.888964,
            229.388964,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58813,
            403236,
            -306983,
            -105046,
            -38044,
            -375728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5015,
    "evaluation_days": 2507.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759656006504,
    "expiration_time": 1766121840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 201,
            "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)