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Trade: LTC/USDT/15/DEMA/SMA/7798

Strategy
LTC/USDT/15/DEMA/SMA/7798
Pair
LTC_USDT
Interval
15m
Score
672946
Daily Profit
0.727357
Profit Factor
2.604806
Profitability
75.418994
Streak
4.426739
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 19:44
Expiration Time
2025-12-15 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 202408.191 100441.7695 101966.4215 560170.8536 286395.0974 273775.7562
Total P&L (%) 202.4082 100.4418 101.9664 560.1709 286.3951 273.7758
Avg Daily Profit (%) 0.7772 0.3857 0.3915 0.7274 0.5204 0.5076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30169 -20925 -13588 -36405 -43880 -39370
Profit Factor 2.3119 2.1501 2.523 2.6048 2.4564 2.7963
Total Trades 179 90 89 179 90 89
Winning Trades 135 68 67 135 68 67
Losing Trades 44 22 22 44 22 22
Profitability (%) 75.419 75.5556 75.2809 75.419 75.5556 75.2809
Ratio Avg Win / Avg Loss 0.7535 0.6956 0.8285 0.849 0.7947 0.9182
Largest Winning Trade 11555 11555 7285 36917 36917 24874
Largest Losing Trade -16678 -16678 -11822 -36405 -32123 -36405
Avg Bars in Trades 136 136 137 136 136 137
Avg Bars in Winners 89 89 88 89 89 88
Avg Bars in Losers 283 280 287 283 280 287
Bars Traded 24513 12280 12233 24513 12280 12233
Profit Streak 4.4267 4.4267 17.208 4.4267 4.4267 17.208
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 652944 469576 530922 672946 532307 585608
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736837100000,
    "first_datapoint_time": 1737028800000,
    "last_datapoint_time": 1759336200000,
    "evaluation_time": 1759337070222,
    "expiration_time": 1765816200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 214,
            "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": [
        [
            202408.1910475586,
            100441.7695149854,
            101966.4215325731,
            560170.8536383457,
            286395.0974351091,
            273775.7562032362
        ],
        [
            202.408191,
            100.44177,
            101.966422,
            560.170854,
            286.395097,
            273.775756
        ],
        [
            0.777238,
            0.385691,
            0.391546,
            0.727357,
            0.520392,
            0.507576
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30169,
            -20925,
            -13588,
            -36405,
            -43880,
            -39370
        ],
        [
            2.311892,
            2.150053,
            2.523009,
            2.604806,
            2.456406,
            2.796274
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            75.418994,
            75.555556,
            75.280899,
            75.418994,
            75.555556,
            75.280899
        ],
        [
            0.753505,
            0.695605,
            0.828451,
            0.848974,
            0.79472,
            0.91818
        ],
        [
            11555,
            11555,
            7285,
            36917,
            36917,
            24874
        ],
        [
            -16678,
            -16678,
            -11822,
            -36405,
            -32123,
            -36405
        ],
        [
            136,
            136,
            137,
            136,
            136,
            137
        ],
        [
            89,
            89,
            88,
            89,
            89,
            88
        ],
        [
            283,
            280,
            287,
            283,
            280,
            287
        ],
        [
            24513,
            12280,
            12233,
            24513,
            12280,
            12233
        ],
        [
            4.426739,
            4.426739,
            17.207989,
            4.426739,
            4.426739,
            17.207989
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            652944,
            469576,
            530922,
            672946,
            532307,
            585608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736837100000,
    "first_datapoint_time": 1737028800000,
    "last_datapoint_time": 1759336200000,
    "evaluation_time": 1759337070222,
    "expiration_time": 1765816200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 214,
            "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)