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Trade: LTC/USDT/15/ZLMA/RMA/3656

Strategy
LTC/USDT/15/ZLMA/RMA/3656
Pair
LTC_USDT
Interval
15m
Score
327284
Daily Profit
0.256760
Profit Factor
1.396641
Profitability
73.469388
Streak
3.440473
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 11:04
Expiration Time
2025-12-26 09:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 66865.5266 31073.6216 35791.905 67205.4652 36267.4799 30937.9853
Total P&L (%) 66.8655 31.0736 35.7919 67.2055 36.2675 30.938
Avg Daily Profit (%) 0.2568 0.1193 0.1374 0.1976 0.1189 0.1036
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25666 -22738 -28601 -47907 -28298 -51546
Profit Factor 1.3966 1.4017 1.3923 1.2804 1.3479 1.2284
Total Trades 147 73 74 147 73 74
Winning Trades 108 54 54 108 54 54
Losing Trades 39 19 20 39 19 20
Profitability (%) 73.4694 73.9726 72.973 73.4694 73.9726 72.973
Ratio Avg Win / Avg Loss 0.5043 0.4932 0.5157 0.4623 0.4742 0.455
Largest Winning Trade 17167 12305 17167 24498 16061 24498
Largest Losing Trade -22738 -22738 -18718 -34742 -28298 -34742
Avg Bars in Trades 165 166 164 165 166 164
Avg Bars in Winners 83 79 87 83 79 87
Avg Bars in Losers 393 413 374 393 413 374
Bars Traded 24372 12167 12205 24372 12167 12205
Profit Streak 3.4405 3.4405 5.1384 3.4405 3.4405 5.1384
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327284 -108392 -74584 284310 -108823 -121188
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737756000000,
    "first_datapoint_time": 1737943200000,
    "last_datapoint_time": 1760255100000,
    "evaluation_time": 1760256256895,
    "expiration_time": 1766735100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 209,
            "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": [
        [
            66865.5266415216,
            31073.621627171,
            35791.9050143506,
            67205.4651921983,
            36267.4799119514,
            30937.9852802468
        ],
        [
            66.865527,
            31.073622,
            35.791905,
            67.205465,
            36.26748,
            30.937985
        ],
        [
            0.25676,
            0.119321,
            0.137439,
            0.197589,
            0.118898,
            0.103561
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25666,
            -22738,
            -28601,
            -47907,
            -28298,
            -51546
        ],
        [
            1.396641,
            1.401704,
            1.392348,
            1.28035,
            1.34785,
            1.228395
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            73.469388,
            73.972603,
            72.972973,
            73.469388,
            73.972603,
            72.972973
        ],
        [
            0.504343,
            0.493192,
            0.515685,
            0.462349,
            0.474244,
            0.454961
        ],
        [
            17167,
            12305,
            17167,
            24498,
            16061,
            24498
        ],
        [
            -22738,
            -22738,
            -18718,
            -34742,
            -28298,
            -34742
        ],
        [
            165,
            166,
            164,
            165,
            166,
            164
        ],
        [
            83,
            79,
            87,
            83,
            79,
            87
        ],
        [
            393,
            413,
            374,
            393,
            413,
            374
        ],
        [
            24372,
            12167,
            12205,
            24372,
            12167,
            12205
        ],
        [
            3.440473,
            3.440473,
            5.13839,
            3.440473,
            3.440473,
            5.13839
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327284,
            -108392,
            -74584,
            284310,
            -108823,
            -121188
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737756000000,
    "first_datapoint_time": 1737943200000,
    "last_datapoint_time": 1760255100000,
    "evaluation_time": 1760256256895,
    "expiration_time": 1766735100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 209,
            "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)