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Trade: LTC/USDT/15/DEMA/SMA/6240

Strategy
LTC/USDT/15/DEMA/SMA/6240
Pair
LTC_USDT
Interval
15m
Score
396294
Daily Profit
0.300194
Profit Factor
1.311326
Profitability
70.386266
Streak
4.871923
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 09:25
Expiration Time
2025-12-22 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 78176.6136 48318.7435 29857.87 86925.4509 61136.944 25788.5069
Total P&L (%) 78.1766 48.3187 29.8579 86.9255 61.1369 25.7885
Avg Daily Profit (%) 0.3002 0.1855 0.1147 0.2405 0.1834 0.0881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27362 -24301 -20435 -47497 -30659 -32946
Profit Factor 1.3113 1.3974 1.2305 1.2418 1.3517 1.1389
Total Trades 233 116 117 233 116 117
Winning Trades 164 89 75 164 89 75
Losing Trades 69 27 42 69 27 42
Profitability (%) 70.3863 76.7241 64.1026 70.3863 76.7241 64.1026
Ratio Avg Win / Avg Loss 0.5517 0.4239 0.6891 0.5225 0.4101 0.6378
Largest Winning Trade 12193 12193 8022 17429 17429 8445
Largest Losing Trade -15009 -15009 -13946 -18561 -15850 -18561
Avg Bars in Trades 105 100 110 105 100 110
Avg Bars in Winners 63 65 61 63 65 61
Avg Bars in Losers 203 213 196 203 213 196
Bars Traded 24505 11613 12892 24505 11613 12892
Profit Streak 4.8719 11.4865 4.8719 4.8719 11.4865 4.8719
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396294 314526 -43386 362628 335921 -146499
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737405000000,
    "first_datapoint_time": 1737553500000,
    "last_datapoint_time": 1759904100000,
    "evaluation_time": 1759904734156,
    "expiration_time": 1766384100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 166,
            "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": [
        [
            78176.613557458,
            48318.7435123992,
            29857.8700450586,
            86925.4508547374,
            61136.9439970537,
            25788.5068576837
        ],
        [
            78.176614,
            48.318744,
            29.85787,
            86.925451,
            61.136944,
            25.788507
        ],
        [
            0.300194,
            0.185542,
            0.114653,
            0.240493,
            0.183366,
            0.08814
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27362,
            -24301,
            -20435,
            -47497,
            -30659,
            -32946
        ],
        [
            1.311326,
            1.397372,
            1.23054,
            1.241801,
            1.351717,
            1.138896
        ],
        [
            233,
            116,
            117,
            233,
            116,
            117
        ],
        [
            164,
            89,
            75,
            164,
            89,
            75
        ],
        [
            69,
            27,
            42,
            69,
            27,
            42
        ],
        [
            70.386266,
            76.724138,
            64.102564,
            70.386266,
            76.724138,
            64.102564
        ],
        [
            0.551716,
            0.423922,
            0.689102,
            0.522465,
            0.410071,
            0.637782
        ],
        [
            12193,
            12193,
            8022,
            17429,
            17429,
            8445
        ],
        [
            -15009,
            -15009,
            -13946,
            -18561,
            -15850,
            -18561
        ],
        [
            105,
            100,
            110,
            105,
            100,
            110
        ],
        [
            63,
            65,
            61,
            63,
            65,
            61
        ],
        [
            203,
            213,
            196,
            203,
            213,
            196
        ],
        [
            24505,
            11613,
            12892,
            24505,
            11613,
            12892
        ],
        [
            4.871923,
            11.486506,
            4.871923,
            4.871923,
            11.486506,
            4.871923
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396294,
            314526,
            -43386,
            362628,
            335921,
            -146499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737405000000,
    "first_datapoint_time": 1737553500000,
    "last_datapoint_time": 1759904100000,
    "evaluation_time": 1759904734156,
    "expiration_time": 1766384100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 166,
            "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)