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Trade: LTC/USDT/15/ZLMA/WMA/8475

Strategy
LTC/USDT/15/ZLMA/WMA/8475
Pair
LTC_USDT
Interval
15m
Score
468231
Daily Profit
0.511187
Profit Factor
1.707771
Profitability
71.345029
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 06:03
Expiration Time
2025-12-24 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 133123.2436 72143.1345 60980.1091 227946.1277 137052.6061 90893.5216
Total P&L (%) 133.1232 72.1431 60.9801 227.9461 137.0526 90.8935
Avg Daily Profit (%) 0.5112 0.277 0.2342 0.4571 0.332 0.2486
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20786 -14864 -20963 -49433 -34584 -56206
Profit Factor 1.7078 1.76 1.6545 1.574 1.731 1.4335
Total Trades 171 86 85 171 86 85
Winning Trades 122 62 60 122 62 60
Losing Trades 49 24 25 49 24 25
Profitability (%) 71.345 72.093 70.5882 71.345 72.093 70.5882
Ratio Avg Win / Avg Loss 0.6859 0.6813 0.6894 0.6322 0.6701 0.5973
Largest Winning Trade 11497 11497 7648 20466 20466 13687
Largest Losing Trade -14171 -14171 -10490 -33258 -21645 -33258
Avg Bars in Trades 143 138 147 143 138 147
Avg Bars in Winners 100 99 100 100 99 100
Avg Bars in Losers 250 238 261 250 238 261
Bars Traded 24506 11930 12575 24506 11930 12575
Profit Streak 0 0 5.3671 0 0 5.3671
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468231 369388 362542 438375 384285 348207
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737565200000,
    "first_datapoint_time": 1737789300000,
    "last_datapoint_time": 1760064300000,
    "evaluation_time": 1760065416408,
    "expiration_time": 1766544300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 250,
            "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": [
        [
            133123.2435755926,
            72143.1345247845,
            60980.1090508079,
            227946.1276647244,
            137052.6061001124,
            90893.5215646123
        ],
        [
            133.123244,
            72.143135,
            60.980109,
            227.946128,
            137.052606,
            90.893522
        ],
        [
            0.511187,
            0.277026,
            0.234161,
            0.457105,
            0.331981,
            0.248579
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20786,
            -14864,
            -20963,
            -49433,
            -34584,
            -56206
        ],
        [
            1.707771,
            1.760007,
            1.654548,
            1.573961,
            1.731046,
            1.433506
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            122,
            62,
            60,
            122,
            62,
            60
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            71.345029,
            72.093023,
            70.588235,
            71.345029,
            72.093023,
            70.588235
        ],
        [
            0.685908,
            0.681293,
            0.689395,
            0.632165,
            0.670082,
            0.597294
        ],
        [
            11497,
            11497,
            7648,
            20466,
            20466,
            13687
        ],
        [
            -14171,
            -14171,
            -10490,
            -33258,
            -21645,
            -33258
        ],
        [
            143,
            138,
            147,
            143,
            138,
            147
        ],
        [
            100,
            99,
            100,
            100,
            99,
            100
        ],
        [
            250,
            238,
            261,
            250,
            238,
            261
        ],
        [
            24506,
            11930,
            12575,
            24506,
            11930,
            12575
        ],
        [
            0,
            0,
            5.367088,
            0,
            0,
            5.367088
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468231,
            369388,
            362542,
            438375,
            384285,
            348207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737565200000,
    "first_datapoint_time": 1737789300000,
    "last_datapoint_time": 1760064300000,
    "evaluation_time": 1760065416408,
    "expiration_time": 1766544300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 250,
            "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)