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Trade: LTC/USDT/240/SWMA/BBU/6701

Strategy
LTC/USDT/240/SWMA/BBU/6701
Pair
LTC_USDT
Interval
4h
Score
406360
Daily Profit
0.202253
Profit Factor
3.066970
Profitability
51.282051
Streak
174.232836
Best Strategy
Training Data Length
2502.830000
Evaluation Time
2025-10-09 12:35
Expiration Time
2025-12-23 12:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 575641.2647 506205.1386 69436.1261 1433614.0825 1406027.5543 27586.5283
Total P&L (%) 575.6413 506.2051 69.4361 1433.6141 1406.0276 27.5865
Avg Daily Profit (%) 0.23 0.2023 0.0277 0.1091 0.1084 0.0097
Buy And Hold Return (%) 205.3004 205.3004 205.3004 205.3004 205.3004 205.3004
Max Trade Drawdown -85410 -91395 -26318 -1367578 -1363848 -306318
Profit Factor 2.6198 3.067 1.6285 1.3548 1.4987 1.0226
Total Trades 79 39 40 79 39 40
Winning Trades 40 20 20 40 20 20
Losing Trades 39 19 20 39 19 20
Profitability (%) 50.6329 51.2821 50 50.6329 51.2821 50
Ratio Avg Win / Avg Loss 2.5543 2.9136 1.6285 1.3209 1.4237 1.0226
Largest Winning Trade 274159 274159 33297 1529234 1529234 196232
Largest Losing Trade -28158 -28158 -12794 -466874 -466874 -219524
Avg Bars in Trades 183 331 39 183 331 39
Avg Bars in Winners 260 475 46 260 475 46
Avg Bars in Losers 105 181 32 105 181 32
Bars Traded 14525 12946 1579 14525 12946 1579
Profit Streak 0 174.2328 0 0 174.2328 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21190 406360 -318482 -77651 -45479 -541252
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15017,
    "evaluation_days": 2502.83,
    "actual_first_datapoint_time": 1543694400000,
    "first_datapoint_time": 1546776000000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760002517070,
    "expiration_time": 1766484144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 80,
            "offset": 0,
            "std": 2.26842
        }
    }
}
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": [
        [
            575641.264727162,
            506205.1385910917,
            69436.1261360706,
            1433614.0825275143,
            1406027.5542543316,
            27586.5282731827
        ],
        [
            575.641265,
            506.205139,
            69.436126,
            1433.614083,
            1406.027554,
            27.586528
        ],
        [
            0.229996,
            0.202253,
            0.027743,
            0.109145,
            0.108418,
            0.009734
        ],
        [
            205.300446,
            205.300446,
            205.300446,
            205.300446,
            205.300446,
            205.300446
        ],
        [
            -85410,
            -91395,
            -26318,
            -1367578,
            -1363848,
            -306318
        ],
        [
            2.619758,
            3.06697,
            1.628465,
            1.354801,
            1.498665,
            1.022593
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            50.632911,
            51.282051,
            50,
            50.632911,
            51.282051,
            50
        ],
        [
            2.554264,
            2.913622,
            1.628465,
            1.320931,
            1.423732,
            1.022593
        ],
        [
            274159,
            274159,
            33297,
            1529234,
            1529234,
            196232
        ],
        [
            -28158,
            -28158,
            -12794,
            -466874,
            -466874,
            -219524
        ],
        [
            183,
            331,
            39,
            183,
            331,
            39
        ],
        [
            260,
            475,
            46,
            260,
            475,
            46
        ],
        [
            105,
            181,
            32,
            105,
            181,
            32
        ],
        [
            14525,
            12946,
            1579,
            14525,
            12946,
            1579
        ],
        [
            0,
            174.232836,
            0,
            0,
            174.232836,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21190,
            406360,
            -318482,
            -77651,
            -45479,
            -541252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15017,
    "evaluation_days": 2502.83,
    "actual_first_datapoint_time": 1543694400000,
    "first_datapoint_time": 1546776000000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760002517070,
    "expiration_time": 1766484144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 80,
            "offset": 0,
            "std": 2.26842
        }
    }
}

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)