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Trade: LTC/USDT/15/ZLMA/SINWMA/6061

Strategy
LTC/USDT/15/ZLMA/SINWMA/6061
Pair
LTC_USDT
Interval
15m
Score
321091
Daily Profit
0.288521
Profit Factor
1.281584
Profitability
70.075758
Streak
2.924558
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-11 19:11
Expiration Time
2025-12-25 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 75136.7219 29490.768 45645.9539 75126.5673 28112.4538 47014.1135
Total P&L (%) 75.1367 29.4908 45.646 75.1266 28.1125 47.0141
Avg Daily Profit (%) 0.2885 0.1132 0.1753 0.2154 0.0952 0.1481
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39661 -22823 -31503 -59967 -32585 -47066
Profit Factor 1.2816 1.2237 1.3381 1.2045 1.1565 1.2505
Total Trades 264 132 132 264 132 132
Winning Trades 185 98 87 185 98 87
Losing Trades 79 34 45 79 34 45
Profitability (%) 70.0758 74.2424 65.9091 70.0758 74.2424 65.9091
Ratio Avg Win / Avg Loss 0.5473 0.4245 0.6921 0.5144 0.4012 0.6468
Largest Winning Trade 28013 10731 28013 38322 12571 38322
Largest Losing Trade -16438 -13534 -16438 -27436 -18647 -27436
Avg Bars in Trades 93 88 98 93 88 98
Avg Bars in Winners 55 55 55 55 55 55
Avg Bars in Losers 183 184 181 183 184 181
Bars Traded 24712 11726 12986 24712 11726 12986
Profit Streak 2.9246 2.9246 6.0079 2.9246 2.9246 6.0079
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321091 -46419 229983 281644 -118623 115398
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737699300000,
    "first_datapoint_time": 1737879300000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760199081815,
    "expiration_time": 1766678400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            75136.7218809719,
            29490.7680057096,
            45645.9538752624,
            75126.5673383879,
            28112.4538061978,
            47014.11353219
        ],
        [
            75.136722,
            29.490768,
            45.645954,
            75.126567,
            28.112454,
            47.014114
        ],
        [
            0.288521,
            0.113243,
            0.175278,
            0.215399,
            0.095176,
            0.148085
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39661,
            -22823,
            -31503,
            -59967,
            -32585,
            -47066
        ],
        [
            1.281584,
            1.223701,
            1.338106,
            1.204546,
            1.156502,
            1.250537
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            185,
            98,
            87,
            185,
            98,
            87
        ],
        [
            79,
            34,
            45,
            79,
            34,
            45
        ],
        [
            70.075758,
            74.242424,
            65.909091,
            70.075758,
            74.242424,
            65.909091
        ],
        [
            0.547271,
            0.424549,
            0.692124,
            0.514374,
            0.401235,
            0.64683
        ],
        [
            28013,
            10731,
            28013,
            38322,
            12571,
            38322
        ],
        [
            -16438,
            -13534,
            -16438,
            -27436,
            -18647,
            -27436
        ],
        [
            93,
            88,
            98,
            93,
            88,
            98
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            183,
            184,
            181,
            183,
            184,
            181
        ],
        [
            24712,
            11726,
            12986,
            24712,
            11726,
            12986
        ],
        [
            2.924558,
            2.924558,
            6.007891,
            2.924558,
            2.924558,
            6.007891
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321091,
            -46419,
            229983,
            281644,
            -118623,
            115398
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737699300000,
    "first_datapoint_time": 1737879300000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760199081815,
    "expiration_time": 1766678400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "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)