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Trade: LTC/USDT/15/WMA/SWMA/2247

Strategy
LTC/USDT/15/WMA/SWMA/2247
Pair
LTC_USDT
Interval
15m
Score
427817
Daily Profit
0.579571
Profit Factor
1.781096
Profitability
71.604938
Streak
2.262126
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 09:02
Expiration Time
2025-12-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150931.8013 73125.3938 77806.4075 278787.321 129718.1782 149069.1427
Total P&L (%) 150.9318 73.1254 77.8064 278.7873 129.7182 149.0691
Avg Daily Profit (%) 0.5796 0.2808 0.2988 0.5127 0.3199 0.351
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32622 -17595 -24034 -45788 -33750 -30512
Profit Factor 1.7811 1.7086 1.8642 1.8715 1.8039 1.9403
Total Trades 162 81 81 162 81 81
Winning Trades 116 57 59 116 57 59
Losing Trades 46 24 22 46 24 22
Profitability (%) 71.6049 70.3704 72.8395 71.6049 70.3704 72.8395
Ratio Avg Win / Avg Loss 0.7063 0.7194 0.6951 0.7421 0.7596 0.7235
Largest Winning Trade 18079 13289 18079 57998 20422 57998
Largest Losing Trade -17595 -17595 -10539 -30512 -17370 -30512
Avg Bars in Trades 152 145 159 152 145 159
Avg Bars in Winners 107 104 111 107 104 111
Avg Bars in Losers 264 243 287 264 243 287
Bars Traded 24694 11799 12894 24694 11799 12894
Profit Streak 2.2621 0 6.4392 2.2621 0 6.4392
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427817 -1663 24793 413528 -1145 46162
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737663300000,
    "first_datapoint_time": 1737875700000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760162547716,
    "expiration_time": 1766642400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 237,
            "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": [
        [
            150931.8013131052,
            73125.3938154748,
            77806.4074976304,
            278787.3209505667,
            129718.17822089,
            149069.1427296767
        ],
        [
            150.931801,
            73.125394,
            77.806407,
            278.787321,
            129.718178,
            149.069143
        ],
        [
            0.579571,
            0.280798,
            0.298773,
            0.512716,
            0.319873,
            0.351033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32622,
            -17595,
            -24034,
            -45788,
            -33750,
            -30512
        ],
        [
            1.781096,
            1.708628,
            1.864152,
            1.871506,
            1.803931,
            1.940282
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            116,
            57,
            59,
            116,
            57,
            59
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            71.604938,
            70.37037,
            72.839506,
            71.604938,
            70.37037,
            72.839506
        ],
        [
            0.706297,
            0.719422,
            0.695107,
            0.742149,
            0.75955,
            0.723495
        ],
        [
            18079,
            13289,
            18079,
            57998,
            20422,
            57998
        ],
        [
            -17595,
            -17595,
            -10539,
            -30512,
            -17370,
            -30512
        ],
        [
            152,
            145,
            159,
            152,
            145,
            159
        ],
        [
            107,
            104,
            111,
            107,
            104,
            111
        ],
        [
            264,
            243,
            287,
            264,
            243,
            287
        ],
        [
            24694,
            11799,
            12894,
            24694,
            11799,
            12894
        ],
        [
            2.262126,
            0,
            6.43921,
            2.262126,
            0,
            6.43921
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427817,
            -1663,
            24793,
            413528,
            -1145,
            46162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737663300000,
    "first_datapoint_time": 1737875700000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760162547716,
    "expiration_time": 1766642400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 237,
            "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)