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Trade: LTC/USDT/15/SWMA/ALMA/7043

Strategy
LTC/USDT/15/SWMA/ALMA/7043
Pair
LTC_USDT
Interval
15m
Score
456748
Daily Profit
0.485993
Profit Factor
1.612370
Profitability
62.105263
Streak
5.348043
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 23:06
Expiration Time
2025-12-26 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126562.2156 66009.9326 60552.283 201915.8118 100820.7256 101095.0862
Total P&L (%) 126.5622 66.0099 60.5523 201.9158 100.8207 101.0951
Avg Daily Profit (%) 0.486 0.2535 0.2325 0.4252 0.2681 0.2686
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23741 -27875 -16491 -65588 -35164 -48996
Profit Factor 1.6124 1.5767 1.6566 1.63 1.607 1.6547
Total Trades 190 95 95 190 95 95
Winning Trades 118 58 60 118 58 60
Losing Trades 72 37 35 72 37 35
Profitability (%) 62.1053 61.0526 63.1579 62.1053 61.0526 63.1579
Ratio Avg Win / Avg Loss 0.9838 1.0058 0.9664 0.9946 1.0252 0.9652
Largest Winning Trade 16201 13590 16201 42094 21373 42094
Largest Losing Trade -18719 -18719 -10962 -29945 -20836 -29945
Avg Bars in Trades 129 125 134 129 125 134
Avg Bars in Winners 113 113 112 113 113 112
Avg Bars in Losers 157 144 171 157 144 171
Bars Traded 24680 11908 12771 24680 11908 12771
Profit Streak 5.348 5.6918 5.348 5.348 5.6918 5.348
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456748 360951 300532 439268 380637 334179
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737800100000,
    "first_datapoint_time": 1737958500000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760299570940,
    "expiration_time": 1766779200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 177,
            "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": [
        [
            126562.2156184837,
            66009.9326474268,
            60552.2829710569,
            201915.8118155628,
            100820.7256362692,
            101095.0861792936
        ],
        [
            126.562216,
            66.009933,
            60.552283,
            201.915812,
            100.820726,
            101.095086
        ],
        [
            0.485993,
            0.253475,
            0.232518,
            0.425208,
            0.268096,
            0.268622
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23741,
            -27875,
            -16491,
            -65588,
            -35164,
            -48996
        ],
        [
            1.61237,
            1.576711,
            1.65663,
            1.629967,
            1.607012,
            1.654656
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            118,
            58,
            60,
            118,
            58,
            60
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            62.105263,
            61.052632,
            63.157895,
            62.105263,
            61.052632,
            63.157895
        ],
        [
            0.983819,
            1.005833,
            0.966367,
            0.994556,
            1.025163,
            0.965216
        ],
        [
            16201,
            13590,
            16201,
            42094,
            21373,
            42094
        ],
        [
            -18719,
            -18719,
            -10962,
            -29945,
            -20836,
            -29945
        ],
        [
            129,
            125,
            134,
            129,
            125,
            134
        ],
        [
            113,
            113,
            112,
            113,
            113,
            112
        ],
        [
            157,
            144,
            171,
            157,
            144,
            171
        ],
        [
            24680,
            11908,
            12771,
            24680,
            11908,
            12771
        ],
        [
            5.348043,
            5.691793,
            5.348043,
            5.348043,
            5.691793,
            5.348043
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456748,
            360951,
            300532,
            439268,
            380637,
            334179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737800100000,
    "first_datapoint_time": 1737958500000,
    "last_datapoint_time": 1760299200000,
    "evaluation_time": 1760299570940,
    "expiration_time": 1766779200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 177,
            "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)