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Trade: LTC/USDT/720/DCL/TEMA/1336

Strategy
LTC/USDT/720/DCL/TEMA/1336
Pair
LTC_USDT
Interval
12h
Score
344788
Daily Profit
0.159559
Profit Factor
1.944170
Profitability
65.957447
Streak
96.377721
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-05 00:03
Expiration Time
2025-12-18 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459684.9701 400013.5517 59671.4184 124936.8931 190570.5578 -65633.6647
Total P&L (%) 459.685 400.0136 59.6714 124.9369 190.5706 -65.6337
Avg Daily Profit (%) 0.1834 0.1596 0.0238 0.0323 0.0426 -0.0426
Buy And Hold Return (%) 142.4218 142.4218 142.4218 142.4218 142.4218 142.4218
Max Trade Drawdown -180905 -116014 -90048 -340442 -225374 -250111
Profit Factor 1.6101 1.9442 1.1809 1.0856 1.2227 0.8914
Total Trades 188 94 94 188 94 94
Winning Trades 124 62 62 124 62 62
Losing Trades 64 32 32 64 32 32
Profitability (%) 65.9574 65.9574 65.9574 65.9574 65.9574 65.9574
Ratio Avg Win / Avg Loss 0.831 1.0034 0.6095 0.5603 0.6311 0.4601
Largest Winning Trade 59235 59235 17319 79678 79678 36582
Largest Losing Trade -88490 -54637 -88490 -161332 -161332 -148335
Avg Bars in Trades 24 33 15 24 33 15
Avg Bars in Winners 15 21 9 15 21 9
Avg Bars in Losers 42 57 28 42 57 28
Bars Traded 4668 3183 1485 4668 3183 1485
Profit Streak 0 96.3777 0 0 96.3777 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 294150 344788 -347695 -440202 -195716 -578457
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1550880000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759611835124,
    "expiration_time": 1766077344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 183,
            "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": [
        [
            459684.9700830213,
            400013.5517219545,
            59671.4183610667,
            124936.8930873382,
            190570.5578264059,
            -65633.6647390678
        ],
        [
            459.68497,
            400.013552,
            59.671418,
            124.936893,
            190.570558,
            -65.633665
        ],
        [
            0.183361,
            0.159559,
            0.023802,
            0.032341,
            0.042557,
            -0.042595
        ],
        [
            142.421763,
            142.421763,
            142.421763,
            142.421763,
            142.421763,
            142.421763
        ],
        [
            -180905,
            -116014,
            -90048,
            -340442,
            -225374,
            -250111
        ],
        [
            1.610093,
            1.94417,
            1.180932,
            1.085567,
            1.222739,
            0.891431
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            65.957447,
            65.957447,
            65.957447,
            65.957447,
            65.957447,
            65.957447
        ],
        [
            0.831016,
            1.003443,
            0.609513,
            0.560293,
            0.631091,
            0.460093
        ],
        [
            59235,
            59235,
            17319,
            79678,
            79678,
            36582
        ],
        [
            -88490,
            -54637,
            -88490,
            -161332,
            -161332,
            -148335
        ],
        [
            24,
            33,
            15,
            24,
            33,
            15
        ],
        [
            15,
            21,
            9,
            15,
            21,
            9
        ],
        [
            42,
            57,
            28,
            42,
            57,
            28
        ],
        [
            4668,
            3183,
            1485,
            4668,
            3183,
            1485
        ],
        [
            0,
            96.377721,
            0,
            0,
            96.377721,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294150,
            344788,
            -347695,
            -440202,
            -195716,
            -578457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1550880000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759611835124,
    "expiration_time": 1766077344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 183,
            "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)