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Trade: LTC/USDT/15/DCM/SWMA/8609

Strategy
LTC/USDT/15/DCM/SWMA/8609
Pair
LTC_USDT
Interval
15m
Score
400333
Daily Profit
0.331104
Profit Factor
1.386052
Profitability
66.666667
Streak
5.821206
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 03:12
Expiration Time
2025-12-17 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86226.1037 43628.3464 42597.7572 100720.6708 51125.1616 49595.5093
Total P&L (%) 86.2261 43.6283 42.5978 100.7207 51.1252 49.5955
Avg Daily Profit (%) 0.3311 0.1675 0.1636 0.2679 0.1587 0.1548
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35623 -31933 -23880 -35118 -33679 -24439
Profit Factor 1.3861 1.348 1.4347 1.4092 1.3736 1.4538
Total Trades 195 98 97 195 98 97
Winning Trades 130 65 65 130 65 65
Losing Trades 65 33 32 65 33 32
Profitability (%) 66.6667 66.3265 67.0103 66.6667 66.3265 67.0103
Ratio Avg Win / Avg Loss 0.693 0.6844 0.7063 0.7046 0.6974 0.7157
Largest Winning Trade 13082 13082 6830 10662 10662 9428
Largest Losing Trade -22708 -22708 -11096 -21641 -21641 -10824
Avg Bars in Trades 126 124 127 126 124 127
Avg Bars in Winners 86 80 91 86 80 91
Avg Bars in Losers 205 211 199 205 211 199
Bars Traded 24572 12222 12350 24572 12222 12350
Profit Streak 5.8212 5.8212 8.5191 5.8212 5.8212 8.5191
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400333 217160 248547 385986 243170 272424
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736950500000,
    "first_datapoint_time": 1737146700000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759450352211,
    "expiration_time": 1765929600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 219,
            "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": [
        [
            86226.1036860274,
            43628.3464490046,
            42597.7572370229,
            100720.6708395404,
            51125.1615513159,
            49595.5092882245
        ],
        [
            86.226104,
            43.628346,
            42.597757,
            100.720671,
            51.125162,
            49.595509
        ],
        [
            0.331104,
            0.167531,
            0.163573,
            0.267905,
            0.158692,
            0.154779
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35623,
            -31933,
            -23880,
            -35118,
            -33679,
            -24439
        ],
        [
            1.386052,
            1.347993,
            1.434749,
            1.409228,
            1.373633,
            1.453794
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            66.666667,
            66.326531,
            67.010309,
            66.666667,
            66.326531,
            67.010309
        ],
        [
            0.693026,
            0.684365,
            0.706338,
            0.704614,
            0.697383,
            0.715714
        ],
        [
            13082,
            13082,
            6830,
            10662,
            10662,
            9428
        ],
        [
            -22708,
            -22708,
            -11096,
            -21641,
            -21641,
            -10824
        ],
        [
            126,
            124,
            127,
            126,
            124,
            127
        ],
        [
            86,
            80,
            91,
            86,
            80,
            91
        ],
        [
            205,
            211,
            199,
            205,
            211,
            199
        ],
        [
            24572,
            12222,
            12350,
            24572,
            12222,
            12350
        ],
        [
            5.821206,
            5.821206,
            8.519123,
            5.821206,
            5.821206,
            8.519123
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400333,
            217160,
            248547,
            385986,
            243170,
            272424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736950500000,
    "first_datapoint_time": 1737146700000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759450352211,
    "expiration_time": 1765929600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 219,
            "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)