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Trade: LTC/USDT/15/DEMA/PWMA/2132

Strategy
LTC/USDT/15/DEMA/PWMA/2132
Pair
LTC_USDT
Interval
15m
Score
529994
Daily Profit
0.527389
Profit Factor
1.635242
Profitability
68.995633
Streak
6.512915
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 06:03
Expiration Time
2025-12-24 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 137342.6469 75178.4427 62164.2043 235219.9046 134530.5329 100689.3717
Total P&L (%) 137.3426 75.1784 62.1642 235.2199 134.5305 100.6894
Avg Daily Profit (%) 0.5274 0.2887 0.2387 0.4656 0.3279 0.2678
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25362 -19661 -19123 -42420 -25421 -34734
Profit Factor 1.6352 1.6323 1.6389 1.6645 1.7237 1.5989
Total Trades 229 115 114 229 115 114
Winning Trades 158 81 77 158 81 77
Losing Trades 71 34 37 71 34 37
Profitability (%) 68.9956 70.4348 67.5439 68.9956 70.4348 67.5439
Ratio Avg Win / Avg Loss 0.7348 0.6851 0.7875 0.748 0.7235 0.7683
Largest Winning Trade 11080 11080 9074 19665 19665 10920
Largest Losing Trade -19661 -19661 -10812 -29857 -18726 -29857
Avg Bars in Trades 106 103 110 106 103 110
Avg Bars in Winners 82 81 85 82 81 85
Avg Bars in Losers 160 158 162 160 158 162
Bars Traded 24490 11941 12549 24490 11941 12549
Profit Streak 6.5129 11.8254 6.5129 6.5129 11.8254 6.5129
Trades During Streak 7 6 3 7 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 529994 418204 358551 513002 436612 383386
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737565200000,
    "first_datapoint_time": 1737783000000,
    "last_datapoint_time": 1760064300000,
    "evaluation_time": 1760065415899,
    "expiration_time": 1766544300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "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": [
        [
            137342.6469039385,
            75178.4426522797,
            62164.2042516588,
            235219.9045995034,
            134530.5329264923,
            100689.3716730109
        ],
        [
            137.342647,
            75.178443,
            62.164204,
            235.219905,
            134.530533,
            100.689372
        ],
        [
            0.527389,
            0.288682,
            0.238707,
            0.465567,
            0.32786,
            0.267844
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25362,
            -19661,
            -19123,
            -42420,
            -25421,
            -34734
        ],
        [
            1.635242,
            1.632265,
            1.638881,
            1.664456,
            1.723719,
            1.598928
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            158,
            81,
            77,
            158,
            81,
            77
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            68.995633,
            70.434783,
            67.54386,
            68.995633,
            70.434783,
            67.54386
        ],
        [
            0.734824,
            0.685148,
            0.787514,
            0.747952,
            0.723536,
            0.768316
        ],
        [
            11080,
            11080,
            9074,
            19665,
            19665,
            10920
        ],
        [
            -19661,
            -19661,
            -10812,
            -29857,
            -18726,
            -29857
        ],
        [
            106,
            103,
            110,
            106,
            103,
            110
        ],
        [
            82,
            81,
            85,
            82,
            81,
            85
        ],
        [
            160,
            158,
            162,
            160,
            158,
            162
        ],
        [
            24490,
            11941,
            12549,
            24490,
            11941,
            12549
        ],
        [
            6.512915,
            11.825415,
            6.512915,
            6.512915,
            11.825415,
            6.512915
        ],
        [
            7,
            6,
            3,
            7,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            529994,
            418204,
            358551,
            513002,
            436612,
            383386
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737565200000,
    "first_datapoint_time": 1737783000000,
    "last_datapoint_time": 1760064300000,
    "evaluation_time": 1760065415899,
    "expiration_time": 1766544300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "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)