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Trade: LTC/USDT/15/DCM/ALMA/3726

Strategy
LTC/USDT/15/DCM/ALMA/3726
Pair
LTC_USDT
Interval
15m
Score
341635
Daily Profit
0.468430
Profit Factor
1.520930
Profitability
67.741935
Streak
0.822512
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 23:14
Expiration Time
2025-12-20 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 121988.4549 68929.7802 53058.6747 184683.9727 111079.8829 73604.0898
Total P&L (%) 121.9885 68.9298 53.0587 184.684 111.0799 73.6041
Avg Daily Profit (%) 0.4684 0.2647 0.2037 0.4025 0.2873 0.212
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32503 -25548 -20943 -38697 -34086 -37996
Profit Factor 1.5209 1.5656 1.4724 1.5089 1.6147 1.404
Total Trades 248 124 124 248 124 124
Winning Trades 168 86 82 168 86 82
Losing Trades 80 38 42 80 38 42
Profitability (%) 67.7419 69.3548 66.129 67.7419 69.3548 66.129
Ratio Avg Win / Avg Loss 0.7243 0.6918 0.7542 0.7185 0.7135 0.7191
Largest Winning Trade 8802 8802 8747 19478 19478 13806
Largest Losing Trade -20876 -20876 -11939 -37796 -18551 -37796
Avg Bars in Trades 99 97 102 99 97 102
Avg Bars in Winners 74 72 76 74 72 76
Avg Bars in Losers 153 154 152 153 154 152
Bars Traded 24777 12092 12685 24777 12092 12685
Profit Streak 0.8225 0.8225 1.1038 0.8225 0.8225 1.1038
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341635 212260 156366 318726 230361 184536
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737281700000,
    "first_datapoint_time": 1737466200000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759781665054,
    "expiration_time": 1766260800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 206,
            "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": [
        [
            121988.4548870694,
            68929.7801612582,
            53058.6747258113,
            184683.9726554569,
            111079.8828562995,
            73604.0897991574
        ],
        [
            121.988455,
            68.92978,
            53.058675,
            184.683973,
            111.079883,
            73.60409
        ],
        [
            0.46843,
            0.264687,
            0.203743,
            0.402547,
            0.287282,
            0.212039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32503,
            -25548,
            -20943,
            -38697,
            -34086,
            -37996
        ],
        [
            1.52093,
            1.565641,
            1.472419,
            1.508941,
            1.614684,
            1.404045
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            168,
            86,
            82,
            168,
            86,
            82
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            67.741935,
            69.354839,
            66.129032,
            67.741935,
            69.354839,
            66.129032
        ],
        [
            0.724253,
            0.691795,
            0.754166,
            0.718543,
            0.713465,
            0.719145
        ],
        [
            8802,
            8802,
            8747,
            19478,
            19478,
            13806
        ],
        [
            -20876,
            -20876,
            -11939,
            -37796,
            -18551,
            -37796
        ],
        [
            99,
            97,
            102,
            99,
            97,
            102
        ],
        [
            74,
            72,
            76,
            74,
            72,
            76
        ],
        [
            153,
            154,
            152,
            153,
            154,
            152
        ],
        [
            24777,
            12092,
            12685,
            24777,
            12092,
            12685
        ],
        [
            0.822512,
            0.822512,
            1.103762,
            0.822512,
            0.822512,
            1.103762
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341635,
            212260,
            156366,
            318726,
            230361,
            184536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737281700000,
    "first_datapoint_time": 1737466200000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759781665054,
    "expiration_time": 1766260800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 206,
            "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)