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Trade: LTC/USDT/15/WMA/WMA/6713

Strategy
LTC/USDT/15/WMA/WMA/6713
Pair
LTC_USDT
Interval
15m
Score
454333
Daily Profit
0.522338
Profit Factor
1.723416
Profitability
72.327044
Streak
3.614425
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-12 17:29
Expiration Time
2025-12-26 16:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 136027.254 68446.2923 67580.9617 228806.3733 107355.8012 121450.5722
Total P&L (%) 136.0273 68.4463 67.581 228.8064 107.3558 121.4506
Avg Daily Profit (%) 0.5223 0.2628 0.2595 0.4581 0.2804 0.3058
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25649 -26978 -14499 -36525 -37450 -33690
Profit Factor 1.7234 1.6863 1.7653 1.7284 1.674 1.7844
Total Trades 159 79 80 159 79 80
Winning Trades 115 59 56 115 59 56
Losing Trades 44 20 24 44 20 24
Profitability (%) 72.327 74.6835 70 72.327 74.6835 70
Ratio Avg Win / Avg Loss 0.6594 0.5716 0.7566 0.6613 0.5675 0.7647
Largest Winning Trade 18442 11494 18442 51198 18725 51198
Largest Losing Trade -18411 -18411 -10444 -31771 -17798 -31771
Avg Bars in Trades 154 148 159 154 148 159
Avg Bars in Winners 109 111 107 109 111 107
Avg Bars in Losers 270 258 280 270 258 280
Bars Traded 24517 11762 12755 24517 11762 12755
Profit Streak 3.6144 0 6.2082 3.6144 0 6.2082
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454333 -16404 -8751 434918 -16174 -8157
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737779400000,
    "first_datapoint_time": 1737962100000,
    "last_datapoint_time": 1760278500000,
    "evaluation_time": 1760279386345,
    "expiration_time": 1766758500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "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": [
        [
            136027.2540369786,
            68446.2922952688,
            67580.96174171,
            228806.3733225749,
            107355.801165788,
            121450.5721567869
        ],
        [
            136.027254,
            68.446292,
            67.580962,
            228.806373,
            107.355801,
            121.450572
        ],
        [
            0.522338,
            0.26283,
            0.259508,
            0.458115,
            0.280427,
            0.305754
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25649,
            -26978,
            -14499,
            -36525,
            -37450,
            -33690
        ],
        [
            1.723416,
            1.686326,
            1.765303,
            1.728399,
            1.674001,
            1.784357
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            115,
            59,
            56,
            115,
            59,
            56
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            72.327044,
            74.683544,
            70,
            72.327044,
            74.683544,
            70
        ],
        [
            0.659394,
            0.571636,
            0.756558,
            0.661301,
            0.567458,
            0.764724
        ],
        [
            18442,
            11494,
            18442,
            51198,
            18725,
            51198
        ],
        [
            -18411,
            -18411,
            -10444,
            -31771,
            -17798,
            -31771
        ],
        [
            154,
            148,
            159,
            154,
            148,
            159
        ],
        [
            109,
            111,
            107,
            109,
            111,
            107
        ],
        [
            270,
            258,
            280,
            270,
            258,
            280
        ],
        [
            24517,
            11762,
            12755,
            24517,
            11762,
            12755
        ],
        [
            3.614425,
            0,
            6.208175,
            3.614425,
            0,
            6.208175
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454333,
            -16404,
            -8751,
            434918,
            -16174,
            -8157
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737779400000,
    "first_datapoint_time": 1737962100000,
    "last_datapoint_time": 1760278500000,
    "evaluation_time": 1760279386345,
    "expiration_time": 1766758500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 204,
            "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)