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Trade: LTC/USDT/15/RMA/EMA/1664

Strategy
LTC/USDT/15/RMA/EMA/1664
Pair
LTC_USDT
Interval
15m
Score
498186
Daily Profit
0.610341
Profit Factor
2.012844
Profitability
77.108434
Streak
1.922693
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 02:23
Expiration Time
2025-12-25 01:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 158945.1175 77218.3865 81726.731 325224.0592 157208.6432 168015.4159
Total P&L (%) 158.9451 77.2184 81.7267 325.2241 157.2086 168.0154
Avg Daily Profit (%) 0.6103 0.2965 0.3138 0.5574 0.3634 0.3793
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18287 -19339 -19971 -55255 -32997 -59148
Profit Factor 2.0128 1.9924 2.033 1.9471 1.9786 1.9194
Total Trades 166 83 83 166 83 83
Winning Trades 128 62 66 128 62 66
Losing Trades 38 21 17 38 21 17
Profitability (%) 77.1084 74.6988 79.5181 77.1084 74.6988 79.5181
Ratio Avg Win / Avg Loss 0.5976 0.6748 0.5236 0.5781 0.6702 0.4944
Largest Winning Trade 19922 11715 19922 70641 21890 70641
Largest Losing Trade -13644 -13644 -12383 -39111 -32997 -39111
Avg Bars in Trades 148 148 148 148 148 148
Avg Bars in Winners 83 84 82 83 84 82
Avg Bars in Losers 366 337 402 366 337 402
Bars Traded 24662 12365 12296 24662 12365 12296
Profit Streak 1.9227 1.9227 3.9852 1.9227 1.9227 3.9852
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498186 326236 442210 477319 345869 454464
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737639000000,
    "first_datapoint_time": 1737837900000,
    "last_datapoint_time": 1760138100000,
    "evaluation_time": 1760138620691,
    "expiration_time": 1766618100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 222,
            "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": [
        [
            158945.1175465107,
            77218.3865083548,
            81726.7310381559,
            325224.0591816715,
            157208.643249076,
            168015.415932595
        ],
        [
            158.945118,
            77.218387,
            81.726731,
            325.224059,
            157.208643,
            168.015416
        ],
        [
            0.610341,
            0.296515,
            0.313827,
            0.55736,
            0.363426,
            0.379288
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18287,
            -19339,
            -19971,
            -55255,
            -32997,
            -59148
        ],
        [
            2.012844,
            1.992391,
            2.032958,
            1.947126,
            1.978644,
            1.91942
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            128,
            62,
            66,
            128,
            62,
            66
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            77.108434,
            74.698795,
            79.518072,
            77.108434,
            74.698795,
            79.518072
        ],
        [
            0.597563,
            0.674842,
            0.523641,
            0.578053,
            0.670186,
            0.494396
        ],
        [
            19922,
            11715,
            19922,
            70641,
            21890,
            70641
        ],
        [
            -13644,
            -13644,
            -12383,
            -39111,
            -32997,
            -39111
        ],
        [
            148,
            148,
            148,
            148,
            148,
            148
        ],
        [
            83,
            84,
            82,
            83,
            84,
            82
        ],
        [
            366,
            337,
            402,
            366,
            337,
            402
        ],
        [
            24662,
            12365,
            12296,
            24662,
            12365,
            12296
        ],
        [
            1.922693,
            1.922693,
            3.985193,
            1.922693,
            1.922693,
            3.985193
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498186,
            326236,
            442210,
            477319,
            345869,
            454464
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737639000000,
    "first_datapoint_time": 1737837900000,
    "last_datapoint_time": 1760138100000,
    "evaluation_time": 1760138620691,
    "expiration_time": 1766618100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 222,
            "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)