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Trade: LTC/USDT/15/DEMA/SINWMA/5860

Strategy
LTC/USDT/15/DEMA/SINWMA/5860
Pair
LTC_USDT
Interval
15m
Score
527442
Daily Profit
0.636649
Profit Factor
1.924331
Profitability
74.033149
Streak
3.477728
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 14:57
Expiration Time
2025-12-14 13:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 165796.2475 80832.5659 84963.6816 353185.8212 176943.4912 176242.33
Total P&L (%) 165.7962 80.8326 84.9637 353.1858 176.9435 176.2423
Avg Daily Profit (%) 0.6366 0.3104 0.3263 0.582 0.3919 0.3909
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27420 -17809 -17919 -37649 -35950 -51667
Profit Factor 1.9243 1.8231 2.0469 1.9311 1.8661 2.0068
Total Trades 181 91 90 181 91 90
Winning Trades 134 68 66 134 68 66
Losing Trades 47 23 24 47 23 24
Profitability (%) 74.0331 74.7253 73.3333 74.0331 74.7253 73.3333
Ratio Avg Win / Avg Loss 0.675 0.6166 0.7443 0.6773 0.6312 0.7298
Largest Winning Trade 12671 12671 7515 26169 26169 18711
Largest Losing Trade -14634 -14634 -12553 -29736 -21348 -29736
Avg Bars in Trades 134 134 134 134 134 134
Avg Bars in Winners 89 91 87 89 91 87
Avg Bars in Losers 262 262 263 262 262 263
Bars Traded 24311 12250 12061 24311 12250 12061
Profit Streak 3.4777 3.4777 16.1131 3.4777 3.4777 16.1131
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527442 371533 467824 511081 399610 484946
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736733600000,
    "first_datapoint_time": 1736919900000,
    "last_datapoint_time": 1759232700000,
    "evaluation_time": 1759233475729,
    "expiration_time": 1765712700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 208,
            "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": [
        [
            165796.2475001129,
            80832.5658662022,
            84963.6816339107,
            353185.8211734649,
            176943.4911869295,
            176242.3299865353
        ],
        [
            165.796248,
            80.832566,
            84.963682,
            353.185821,
            176.943491,
            176.24233
        ],
        [
            0.636649,
            0.310393,
            0.326256,
            0.581954,
            0.39192,
            0.390943
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27420,
            -17809,
            -17919,
            -37649,
            -35950,
            -51667
        ],
        [
            1.924331,
            1.823073,
            2.046859,
            1.931063,
            1.866138,
            2.006835
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            134,
            68,
            66,
            134,
            68,
            66
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            74.033149,
            74.725275,
            73.333333,
            74.033149,
            74.725275,
            73.333333
        ],
        [
            0.674952,
            0.616628,
            0.744312,
            0.677313,
            0.631194,
            0.729758
        ],
        [
            12671,
            12671,
            7515,
            26169,
            26169,
            18711
        ],
        [
            -14634,
            -14634,
            -12553,
            -29736,
            -21348,
            -29736
        ],
        [
            134,
            134,
            134,
            134,
            134,
            134
        ],
        [
            89,
            91,
            87,
            89,
            91,
            87
        ],
        [
            262,
            262,
            263,
            262,
            262,
            263
        ],
        [
            24311,
            12250,
            12061,
            24311,
            12250,
            12061
        ],
        [
            3.477728,
            3.477728,
            16.113145,
            3.477728,
            3.477728,
            16.113145
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527442,
            371533,
            467824,
            511081,
            399610,
            484946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736733600000,
    "first_datapoint_time": 1736919900000,
    "last_datapoint_time": 1759232700000,
    "evaluation_time": 1759233475729,
    "expiration_time": 1765712700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 208,
            "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)