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Trade: LTC/USDT/15/DEMA/SMA/1779

Strategy
LTC/USDT/15/DEMA/SMA/1779
Pair
LTC_USDT
Interval
15m
Score
350450
Daily Profit
0.268109
Profit Factor
1.292671
Profitability
71.111111
Streak
4.930940
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 11:05
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69820.9839 45652.2973 24168.6865 70226.9774 50853.6263 19373.3512
Total P&L (%) 69.821 45.6523 24.1687 70.227 50.8536 19.3734
Avg Daily Profit (%) 0.2681 0.1753 0.0928 0.2045 0.158 0.068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52394 -21848 -37512 -45732 -19845 -35189
Profit Factor 1.2927 1.4128 1.1889 1.2801 1.4431 1.1425
Total Trades 225 112 113 225 112 113
Winning Trades 160 83 77 160 83 77
Losing Trades 65 29 36 65 29 36
Profitability (%) 71.1111 74.1071 68.1416 71.1111 74.1071 68.1416
Ratio Avg Win / Avg Loss 0.5251 0.4936 0.5558 0.5201 0.5042 0.5342
Largest Winning Trade 10194 10194 7050 11787 11787 6792
Largest Losing Trade -24821 -12928 -24821 -25213 -12008 -25213
Avg Bars in Trades 108 106 111 108 106 111
Avg Bars in Winners 64 67 61 64 67 61
Avg Bars in Losers 217 217 217 217 217 217
Bars Traded 24515 11909 12606 24515 11909 12606
Profit Streak 4.9309 0 8.858 4.9309 0 8.858
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350450 235711 -85791 328541 253020 -173015

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736334900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758873933247,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 120,
            "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": [
        [
            69820.9838795588,
            45652.2973407495,
            24168.6865388094,
            70226.9774486865,
            50853.6262515123,
            19373.3511971743
        ],
        [
            69.820984,
            45.652297,
            24.168687,
            70.226977,
            50.853626,
            19.373351
        ],
        [
            0.268109,
            0.175303,
            0.092807,
            0.20448,
            0.158,
            0.068023
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52394,
            -21848,
            -37512,
            -45732,
            -19845,
            -35189
        ],
        [
            1.292671,
            1.41277,
            1.188869,
            1.280122,
            1.443093,
            1.142522
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            160,
            83,
            77,
            160,
            83,
            77
        ],
        [
            65,
            29,
            36,
            65,
            29,
            36
        ],
        [
            71.111111,
            74.107143,
            68.141593,
            71.111111,
            74.107143,
            68.141593
        ],
        [
            0.525147,
            0.493619,
            0.555835,
            0.52005,
            0.504213,
            0.534166
        ],
        [
            10194,
            10194,
            7050,
            11787,
            11787,
            6792
        ],
        [
            -24821,
            -12928,
            -24821,
            -25213,
            -12008,
            -25213
        ],
        [
            108,
            106,
            111,
            108,
            106,
            111
        ],
        [
            64,
            67,
            61,
            64,
            67,
            61
        ],
        [
            217,
            217,
            217,
            217,
            217,
            217
        ],
        [
            24515,
            11909,
            12606,
            24515,
            11909,
            12606
        ],
        [
            4.93094,
            0,
            8.858024,
            4.93094,
            0,
            8.858024
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350450,
            235711,
            -85791,
            328541,
            253020,
            -173015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736334900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758873933247,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 120,
            "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)