← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/DEMA/MIDPRICE/8628

Strategy
LTC/USDT/15/DEMA/MIDPRICE/8628
Pair
LTC_USDT
Interval
15m
Score
300459
Daily Profit
0.209067
Profit Factor
1.464667
Profitability
59.166667
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 04:01
Expiration Time
2025-12-17 02:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 107461.1351 55299.389 52161.7461 140241.6896 67973.1612 72268.5283
Total P&L (%) 107.4611 55.2994 52.1617 140.2417 67.9732 72.2685
Avg Daily Profit (%) 0.4126 0.2123 0.2003 0.3371 0.1994 0.2091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29547 -26784 -18765 -43383 -30825 -27928
Profit Factor 1.4021 1.3539 1.4699 1.3944 1.3397 1.4647
Total Trades 241 121 120 241 121 120
Winning Trades 141 70 71 141 70 71
Losing Trades 100 51 49 100 51 49
Profitability (%) 58.5062 57.8512 59.1667 58.5062 57.8512 59.1667
Ratio Avg Win / Avg Loss 0.9944 0.9864 1.0145 0.9889 0.9761 1.0108
Largest Winning Trade 14489 14489 7046 13350 13350 12774
Largest Losing Trade -26784 -26784 -9619 -23970 -23970 -13631
Avg Bars in Trades 101 96 106 101 96 106
Avg Bars in Winners 87 83 90 87 83 90
Avg Bars in Losers 122 114 131 122 114 131
Bars Traded 24568 11730 12838 24568 11730 12838
Profit Streak 1.6783 4.1575 0 1.6783 4.1575 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 255162 205513 256108 230218 228799 300459
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736953200000,
    "first_datapoint_time": 1737119700000,
    "last_datapoint_time": 1759452300000,
    "evaluation_time": 1759453308828,
    "expiration_time": 1765932300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "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": [
        [
            107461.1351091736,
            55299.3890343644,
            52161.7460748094,
            140241.6895653002,
            67973.1612389831,
            72268.5283263171
        ],
        [
            107.461135,
            55.299389,
            52.161746,
            140.24169,
            67.973161,
            72.268528
        ],
        [
            0.412645,
            0.212347,
            0.200299,
            0.337129,
            0.199351,
            0.209067
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29547,
            -26784,
            -18765,
            -43383,
            -30825,
            -27928
        ],
        [
            1.402122,
            1.353946,
            1.469933,
            1.394357,
            1.339707,
            1.464667
        ],
        [
            241,
            121,
            120,
            241,
            121,
            120
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            58.506224,
            57.85124,
            59.166667,
            58.506224,
            57.85124,
            59.166667
        ],
        [
            0.994413,
            0.986447,
            1.014461,
            0.988906,
            0.976072,
            1.010827
        ],
        [
            14489,
            14489,
            7046,
            13350,
            13350,
            12774
        ],
        [
            -26784,
            -26784,
            -9619,
            -23970,
            -23970,
            -13631
        ],
        [
            101,
            96,
            106,
            101,
            96,
            106
        ],
        [
            87,
            83,
            90,
            87,
            83,
            90
        ],
        [
            122,
            114,
            131,
            122,
            114,
            131
        ],
        [
            24568,
            11730,
            12838,
            24568,
            11730,
            12838
        ],
        [
            1.678343,
            4.157509,
            0,
            1.678343,
            4.15751,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            255162,
            205513,
            256108,
            230218,
            228799,
            300459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736953200000,
    "first_datapoint_time": 1737119700000,
    "last_datapoint_time": 1759452300000,
    "evaluation_time": 1759453308828,
    "expiration_time": 1765932300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 186,
            "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)