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Trade: LTC/USDT/15/DEMA/RMA/9949

Strategy
LTC/USDT/15/DEMA/RMA/9949
Pair
LTC_USDT
Interval
15m
Score
396603
Daily Profit
0.306230
Profit Factor
1.471035
Profitability
73.076923
Streak
12.254134
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 22:20
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 79748.3593 52574.7334 27173.6259 91740.979 66639.0982 25101.8809
Total P&L (%) 79.7484 52.5747 27.1736 91.741 66.6391 25.1019
Avg Daily Profit (%) 0.3062 0.2019 0.1043 0.2503 0.1963 0.086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36521 -19253 -29001 -39785 -20765 -46625
Profit Factor 1.471 1.7211 1.2819 1.431 1.7761 1.1977
Total Trades 130 65 65 130 65 65
Winning Trades 95 46 49 95 46 49
Losing Trades 35 19 16 35 19 16
Profitability (%) 73.0769 70.7692 75.3846 73.0769 70.7692 75.3846
Ratio Avg Win / Avg Loss 0.542 0.7109 0.4186 0.5272 0.7336 0.3911
Largest Winning Trade 11017 11017 7444 14939 14939 9894
Largest Losing Trade -20081 -14437 -20081 -28879 -12297 -28879
Avg Bars in Trades 187 188 186 187 188 186
Avg Bars in Winners 107 109 104 107 109 104
Avg Bars in Losers 404 379 435 404 379 435
Bars Traded 24357 12262 12095 24357 12262 12095
Profit Streak 12.2541 24.2229 12.2541 12.2541 24.2229 12.2541
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396603 -121918 -187901 370577 -120922 -215579

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": 1736359200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758914457159,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 76,
            "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": [
        [
            79748.3592642689,
            52574.7333650994,
            27173.6258991697,
            91740.9790257945,
            66639.0981643951,
            25101.8808613993
        ],
        [
            79.748359,
            52.574733,
            27.173626,
            91.740979,
            66.639098,
            25.101881
        ],
        [
            0.30623,
            0.201884,
            0.104345,
            0.250284,
            0.196283,
            0.086036
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36521,
            -19253,
            -29001,
            -39785,
            -20765,
            -46625
        ],
        [
            1.471035,
            1.721122,
            1.281891,
            1.43098,
            1.776078,
            1.197653
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            95,
            46,
            49,
            95,
            46,
            49
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            73.076923,
            70.769231,
            75.384615,
            73.076923,
            70.769231,
            75.384615
        ],
        [
            0.54196,
            0.710898,
            0.418577,
            0.527203,
            0.733597,
            0.39107
        ],
        [
            11017,
            11017,
            7444,
            14939,
            14939,
            9894
        ],
        [
            -20081,
            -14437,
            -20081,
            -28879,
            -12297,
            -28879
        ],
        [
            187,
            188,
            186,
            187,
            188,
            186
        ],
        [
            107,
            109,
            104,
            107,
            109,
            104
        ],
        [
            404,
            379,
            435,
            404,
            379,
            435
        ],
        [
            24357,
            12262,
            12095,
            24357,
            12262,
            12095
        ],
        [
            12.254134,
            24.222884,
            12.254134,
            12.254134,
            24.222884,
            12.254134
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396603,
            -121918,
            -187901,
            370577,
            -120922,
            -215579
        ]
    ]
}
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": 1736359200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758914457159,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 76,
            "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)