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Trade: LTC/USDT/15/DEMA/VWMA/2373

Strategy
LTC/USDT/15/DEMA/VWMA/2373
Pair
LTC_USDT
Interval
15m
Score
445228
Daily Profit
0.461222
Profit Factor
1.617114
Profitability
71.341463
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 09:29
Expiration Time
2025-12-23 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 120111.3387 68367.6652 51743.6736 182423.2972 104162.2319 78261.0652
Total P&L (%) 120.1113 68.3677 51.7437 182.4233 104.1622 78.2611
Avg Daily Profit (%) 0.4612 0.2625 0.1987 0.3995 0.2745 0.2222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36503 -22015 -20375 -65517 -33587 -39571
Profit Factor 1.6171 1.7044 1.5303 1.5606 1.6388 1.4821
Total Trades 164 82 82 164 82 82
Winning Trades 117 56 61 117 56 61
Losing Trades 47 26 21 47 26 21
Profitability (%) 71.3415 68.2927 74.3902 71.3415 68.2927 74.3902
Ratio Avg Win / Avg Loss 0.6496 0.7913 0.5268 0.6269 0.7609 0.5102
Largest Winning Trade 11565 11565 9096 19918 19918 18999
Largest Losing Trade -16346 -16346 -12148 -33849 -22102 -33849
Avg Bars in Trades 150 148 153 150 148 153
Avg Bars in Winners 106 102 109 106 102 109
Avg Bars in Losers 262 245 283 262 245 283
Bars Traded 24753 12141 12612 24753 12141 12612
Profit Streak 0 0 3.3851 0 0 3.3851
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445228 190584 108618 416379 193617 149066
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737491400000,
    "first_datapoint_time": 1737706500000,
    "last_datapoint_time": 1759990500000,
    "evaluation_time": 1759991374009,
    "expiration_time": 1766470500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "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": [
        [
            120111.3387329081,
            68367.6651515549,
            51743.6735813533,
            182423.2971834737,
            104162.2319414488,
            78261.0652420248
        ],
        [
            120.111339,
            68.367665,
            51.743674,
            182.423297,
            104.162232,
            78.261065
        ],
        [
            0.461222,
            0.262528,
            0.198693,
            0.399474,
            0.27445,
            0.222226
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36503,
            -22015,
            -20375,
            -65517,
            -33587,
            -39571
        ],
        [
            1.617114,
            1.704361,
            1.530321,
            1.560638,
            1.638825,
            1.482105
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            117,
            56,
            61,
            117,
            56,
            61
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            71.341463,
            68.292683,
            74.390244,
            71.341463,
            68.292683,
            74.390244
        ],
        [
            0.64961,
            0.79131,
            0.526832,
            0.626923,
            0.760883,
            0.510233
        ],
        [
            11565,
            11565,
            9096,
            19918,
            19918,
            18999
        ],
        [
            -16346,
            -16346,
            -12148,
            -33849,
            -22102,
            -33849
        ],
        [
            150,
            148,
            153,
            150,
            148,
            153
        ],
        [
            106,
            102,
            109,
            106,
            102,
            109
        ],
        [
            262,
            245,
            283,
            262,
            245,
            283
        ],
        [
            24753,
            12141,
            12612,
            24753,
            12141,
            12612
        ],
        [
            0,
            0,
            3.385116,
            0,
            0,
            3.385116
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445228,
            190584,
            108618,
            416379,
            193617,
            149066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737491400000,
    "first_datapoint_time": 1737706500000,
    "last_datapoint_time": 1759990500000,
    "evaluation_time": 1759991374009,
    "expiration_time": 1766470500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "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)