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Trade: LTC/USDT/15/DEMA/SMA/8776

Strategy
LTC/USDT/15/DEMA/SMA/8776
Pair
LTC_USDT
Interval
15m
Score
543620
Daily Profit
0.484510
Profit Factor
1.757136
Profitability
77.551020
Streak
4.959807
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-14 07:47
Expiration Time
2025-12-27 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126176.0628 61767.9276 64408.1352 201378.0099 99116.5727 102261.4372
Total P&L (%) 126.1761 61.7679 64.4081 201.378 99.1166 102.2614
Avg Daily Profit (%) 0.4845 0.2372 0.2473 0.4245 0.2648 0.2708
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24751 -22665 -26396 -55607 -32627 -59482
Profit Factor 1.7571 1.8027 1.718 1.6703 1.767 1.5973
Total Trades 147 73 74 147 73 74
Winning Trades 114 54 60 114 54 60
Losing Trades 33 19 14 33 19 14
Profitability (%) 77.551 73.9726 81.0811 77.551 73.9726 81.0811
Ratio Avg Win / Avg Loss 0.5086 0.6343 0.4009 0.4835 0.6217 0.3727
Largest Winning Trade 17231 11035 17231 44298 17479 44298
Largest Losing Trade -17880 -13300 -17880 -41753 -21004 -41753
Avg Bars in Trades 165 163 168 165 163 168
Avg Bars in Winners 97 93 100 97 93 100
Avg Bars in Losers 402 361 458 402 361 458
Bars Traded 24381 11917 12464 24381 11917 12464
Profit Streak 4.9598 4.9598 7.1577 4.9598 4.9598 7.1577
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 543620 -60789 -51883 519129 -60073 -51553
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737851400000,
    "first_datapoint_time": 1738072800000,
    "last_datapoint_time": 1760350500000,
    "evaluation_time": 1760417227293,
    "expiration_time": 1766830500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 247,
            "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": [
        [
            126176.0627710226,
            61767.9276110089,
            64408.1351600138,
            201378.0098640681,
            99116.5726549893,
            102261.4372090788
        ],
        [
            126.176063,
            61.767928,
            64.408135,
            201.37801,
            99.116573,
            102.261437
        ],
        [
            0.48451,
            0.237186,
            0.247324,
            0.42452,
            0.264815,
            0.270849
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24751,
            -22665,
            -26396,
            -55607,
            -32627,
            -59482
        ],
        [
            1.757136,
            1.802724,
            1.71803,
            1.670297,
            1.766985,
            1.597314
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            114,
            54,
            60,
            114,
            54,
            60
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            77.55102,
            73.972603,
            81.081081,
            77.55102,
            73.972603,
            81.081081
        ],
        [
            0.508645,
            0.634292,
            0.400874,
            0.483507,
            0.621717,
            0.372706
        ],
        [
            17231,
            11035,
            17231,
            44298,
            17479,
            44298
        ],
        [
            -17880,
            -13300,
            -17880,
            -41753,
            -21004,
            -41753
        ],
        [
            165,
            163,
            168,
            165,
            163,
            168
        ],
        [
            97,
            93,
            100,
            97,
            93,
            100
        ],
        [
            402,
            361,
            458,
            402,
            361,
            458
        ],
        [
            24381,
            11917,
            12464,
            24381,
            11917,
            12464
        ],
        [
            4.959807,
            4.959807,
            7.157723,
            4.959807,
            4.959807,
            7.157723
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543620,
            -60789,
            -51883,
            519129,
            -60073,
            -51553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737851400000,
    "first_datapoint_time": 1738072800000,
    "last_datapoint_time": 1760350500000,
    "evaluation_time": 1760417227293,
    "expiration_time": 1766830500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 247,
            "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)