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Trade: LTC/USDT/15/HMA/BBM/2109

Strategy
LTC/USDT/15/HMA/BBM/2109
Pair
LTC_USDT
Interval
15m
Score
317514
Daily Profit
0.219969
Profit Factor
1.520969
Profitability
70.786517
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 20:06
Expiration Time
2025-12-21 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98623.6206 57528.9455 41094.6751 126969.7092 77218.8892 49750.82
Total P&L (%) 98.6236 57.5289 41.0947 126.9697 77.2189 49.7508
Avg Daily Profit (%) 0.3787 0.2209 0.1578 0.3152 0.22 0.1552
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33763 -22944 -21839 -41586 -28162 -30798
Profit Factor 1.4556 1.5193 1.3889 1.4294 1.521 1.3374
Total Trades 179 89 90 179 89 90
Winning Trades 122 63 59 122 63 59
Losing Trades 57 26 31 57 26 31
Profitability (%) 68.1564 70.7865 65.5556 68.1564 70.7865 65.5556
Ratio Avg Win / Avg Loss 0.6801 0.627 0.7297 0.6679 0.6277 0.7027
Largest Winning Trade 13278 13278 7235 14566 14566 11421
Largest Losing Trade -19635 -19635 -11002 -21396 -16979 -21396
Avg Bars in Trades 137 128 145 137 128 145
Avg Bars in Winners 99 95 103 99 95 103
Avg Bars in Losers 218 207 227 218 207 227
Bars Traded 24541 11406 13135 24541 11406 13135
Profit Streak 0.8379 0 2.9108 0.8379 0 2.9108
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 262498 287502 140924 237209 317514 156498
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737357300000,
    "first_datapoint_time": 1737591300000,
    "last_datapoint_time": 1759856400000,
    "evaluation_time": 1759856794076,
    "expiration_time": 1766336400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 2.87018
        }
    }
}
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": [
        [
            98623.6206097071,
            57528.9455219753,
            41094.6750877316,
            126969.7091581686,
            77218.8891522869,
            49750.8200058818
        ],
        [
            98.623621,
            57.528946,
            41.094675,
            126.969709,
            77.218889,
            49.75082
        ],
        [
            0.37871,
            0.220908,
            0.157802,
            0.315236,
            0.219969,
            0.155178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33763,
            -22944,
            -21839,
            -41586,
            -28162,
            -30798
        ],
        [
            1.455611,
            1.519286,
            1.38886,
            1.429432,
            1.520969,
            1.337415
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            122,
            63,
            59,
            122,
            63,
            59
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            68.156425,
            70.786517,
            65.555556,
            68.156425,
            70.786517,
            65.555556
        ],
        [
            0.680081,
            0.627007,
            0.72974,
            0.66785,
            0.627702,
            0.702709
        ],
        [
            13278,
            13278,
            7235,
            14566,
            14566,
            11421
        ],
        [
            -19635,
            -19635,
            -11002,
            -21396,
            -16979,
            -21396
        ],
        [
            137,
            128,
            145,
            137,
            128,
            145
        ],
        [
            99,
            95,
            103,
            99,
            95,
            103
        ],
        [
            218,
            207,
            227,
            218,
            207,
            227
        ],
        [
            24541,
            11406,
            13135,
            24541,
            11406,
            13135
        ],
        [
            0.837894,
            0,
            2.910811,
            0.837894,
            0,
            2.910811
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            262498,
            287502,
            140924,
            237209,
            317514,
            156498
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737357300000,
    "first_datapoint_time": 1737591300000,
    "last_datapoint_time": 1759856400000,
    "evaluation_time": 1759856794076,
    "expiration_time": 1766336400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 2.87018
        }
    }
}

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)