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Trade: LTC/USDT/60/JMA/RMA/7330

Strategy
LTC/USDT/60/JMA/RMA/7330
Pair
LTC_USDT
Interval
1h
Score
385203
Daily Profit
0.186313
Profit Factor
1.667995
Profitability
75.675676
Streak
62.165709
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-02 20:58
Expiration Time
2025-12-16 19:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 194076.4981 147408.2075 46668.2907 245185.366 196989.5461 48195.8199
Total P&L (%) 194.0765 147.4082 46.6683 245.1854 196.9895 48.1958
Avg Daily Profit (%) 0.1863 0.1415 0.0448 0.119 0.1046 0.0378
Buy And Hold Return (%) 55.6281 55.6281 55.6281 55.6281 55.6281 55.6281
Max Trade Drawdown -50819 -29383 -52820 -104549 -84622 -91638
Profit Factor 1.668 2.2557 1.2695 1.5377 2.0477 1.1799
Total Trades 111 56 55 111 56 55
Winning Trades 84 44 40 84 44 40
Losing Trades 27 12 15 27 12 15
Profitability (%) 75.6757 78.5714 72.7273 75.6757 78.5714 72.7273
Ratio Avg Win / Avg Loss 0.5361 0.6152 0.4761 0.4943 0.5585 0.4425
Largest Winning Trade 27027 26211 27027 50828 50828 41259
Largest Losing Trade -50819 -28795 -50819 -88067 -84622 -88067
Avg Bars in Trades 222 223 221 222 223 221
Avg Bars in Winners 157 154 160 157 154 160
Avg Bars in Losers 424 475 383 424 475 383
Bars Traded 24655 12492 12163 24655 12492 12163
Profit Streak 62.1657 113.5407 62.1657 62.1657 113.5407 62.1657
Trades During Streak 7 6 3 7 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385203 -180921 -476337 -30630 -229807 -508276
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669424400000,
    "first_datapoint_time": 1670133600000,
    "last_datapoint_time": 1759424400000,
    "evaluation_time": 1759427917267,
    "expiration_time": 1765904400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "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": [
        [
            194076.4981386187,
            147408.2074826152,
            46668.2906560036,
            245185.3659830996,
            196989.5461213657,
            48195.819861734
        ],
        [
            194.076498,
            147.408207,
            46.668291,
            245.185366,
            196.989546,
            48.19582
        ],
        [
            0.186313,
            0.141511,
            0.044801,
            0.119006,
            0.104553,
            0.03777
        ],
        [
            55.628101,
            55.628101,
            55.628101,
            55.628101,
            55.628101,
            55.628101
        ],
        [
            -50819,
            -29383,
            -52820,
            -104549,
            -84622,
            -91638
        ],
        [
            1.667995,
            2.255693,
            1.269535,
            1.537736,
            2.047721,
            1.179874
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            75.675676,
            78.571429,
            72.727273,
            75.675676,
            78.571429,
            72.727273
        ],
        [
            0.536141,
            0.615189,
            0.476076,
            0.494272,
            0.558469,
            0.442453
        ],
        [
            27027,
            26211,
            27027,
            50828,
            50828,
            41259
        ],
        [
            -50819,
            -28795,
            -50819,
            -88067,
            -84622,
            -88067
        ],
        [
            222,
            223,
            221,
            222,
            223,
            221
        ],
        [
            157,
            154,
            160,
            157,
            154,
            160
        ],
        [
            424,
            475,
            383,
            424,
            475,
            383
        ],
        [
            24655,
            12492,
            12163,
            24655,
            12492,
            12163
        ],
        [
            62.165709,
            113.540709,
            62.165709,
            62.165709,
            113.540709,
            62.165709
        ],
        [
            7,
            6,
            3,
            7,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385203,
            -180921,
            -476337,
            -30630,
            -229807,
            -508276
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669424400000,
    "first_datapoint_time": 1670133600000,
    "last_datapoint_time": 1759424400000,
    "evaluation_time": 1759427917267,
    "expiration_time": 1765904400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 193,
            "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)