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Trade: LTC/USDT/15/T3/SWMA/4449

Strategy
LTC/USDT/15/T3/SWMA/4449
Pair
LTC_USDT
Interval
15m
Score
331441
Daily Profit
0.409537
Profit Factor
1.472155
Profitability
62.903226
Streak
2.734106
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 16:07
Expiration Time
2025-12-23 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106651.6121 62816.6811 43834.931 141694.6986 85317.5299 56377.1687
Total P&L (%) 106.6516 62.8167 43.8349 141.6947 85.3175 56.3772
Avg Daily Profit (%) 0.4095 0.2412 0.1683 0.3395 0.2372 0.1718
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -33436 -28893 -21190 -37443 -36221 -30954
Profit Factor 1.4722 1.5508 1.392 1.459 1.583 1.3471
Total Trades 186 93 93 186 93 93
Winning Trades 117 62 55 117 62 55
Losing Trades 69 31 38 69 31 38
Profitability (%) 62.9032 66.6667 59.1398 62.9032 66.6667 59.1398
Ratio Avg Win / Avg Loss 0.8682 0.7754 0.9617 0.8604 0.7915 0.9308
Largest Winning Trade 11871 11871 7999 16509 16509 15027
Largest Losing Trade -23283 -23283 -10228 -25593 -20794 -25593
Avg Bars in Trades 133 126 139 133 126 139
Avg Bars in Winners 97 98 97 97 98 97
Avg Bars in Losers 192 181 201 192 181 201
Bars Traded 24739 11728 13011 24739 11728 13011
Profit Streak 2.7341 2.7341 5.8904 2.7341 2.7341 5.8904
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331441 244203 198733 306973 267298 224984
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737515700000,
    "first_datapoint_time": 1737678600000,
    "last_datapoint_time": 1760014800000,
    "evaluation_time": 1760015226749,
    "expiration_time": 1766494800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 64,
            "offset": 0,
            "a": 0.69046
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 182,
            "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": [
        [
            106651.6120744383,
            62816.6810738332,
            43834.9310006051,
            141694.6985636337,
            85317.5299123747,
            56377.168651259
        ],
        [
            106.651612,
            62.816681,
            43.834931,
            141.694699,
            85.31753,
            56.377169
        ],
        [
            0.409537,
            0.241213,
            0.168324,
            0.339452,
            0.237168,
            0.171832
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -33436,
            -28893,
            -21190,
            -37443,
            -36221,
            -30954
        ],
        [
            1.472155,
            1.550771,
            1.391977,
            1.458958,
            1.583046,
            1.347148
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            117,
            62,
            55,
            117,
            62,
            55
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            62.903226,
            66.666667,
            59.139785,
            62.903226,
            66.666667,
            59.139785
        ],
        [
            0.868194,
            0.775386,
            0.961729,
            0.860411,
            0.791523,
            0.930757
        ],
        [
            11871,
            11871,
            7999,
            16509,
            16509,
            15027
        ],
        [
            -23283,
            -23283,
            -10228,
            -25593,
            -20794,
            -25593
        ],
        [
            133,
            126,
            139,
            133,
            126,
            139
        ],
        [
            97,
            98,
            97,
            97,
            98,
            97
        ],
        [
            192,
            181,
            201,
            192,
            181,
            201
        ],
        [
            24739,
            11728,
            13011,
            24739,
            11728,
            13011
        ],
        [
            2.734106,
            2.734106,
            5.890356,
            2.734106,
            2.734106,
            5.890356
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331441,
            244203,
            198733,
            306973,
            267298,
            224984
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737515700000,
    "first_datapoint_time": 1737678600000,
    "last_datapoint_time": 1760014800000,
    "evaluation_time": 1760015226749,
    "expiration_time": 1766494800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 64,
            "offset": 0,
            "a": 0.69046
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 182,
            "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)