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Trade: LTC/USDT/15/DEMA/SWMA/6691

Strategy
LTC/USDT/15/DEMA/SWMA/6691
Pair
LTC_USDT
Interval
15m
Score
336650
Daily Profit
0.347632
Profit Factor
1.419925
Profitability
70.202020
Streak
3.219055
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 19:30
Expiration Time
2025-12-17 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90530.2815 46134.6405 44395.641 113259.083 54993.0756 58266.0074
Total P&L (%) 90.5303 46.1346 44.3956 113.2591 54.9931 58.266
Avg Daily Profit (%) 0.3476 0.1772 0.1705 0.2912 0.1684 0.1765
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23383 -26502 -17476 -35135 -33460 -27775
Profit Factor 1.4199 1.4036 1.4383 1.3793 1.3405 1.4251
Total Trades 198 99 99 198 99 99
Winning Trades 139 72 67 139 72 67
Losing Trades 59 27 32 59 27 32
Profitability (%) 70.202 72.7273 67.6768 70.202 72.7273 67.6768
Ratio Avg Win / Avg Loss 0.6027 0.5264 0.687 0.5855 0.5027 0.6806
Largest Winning Trade 11506 11506 7532 16611 16611 8504
Largest Losing Trade -17882 -17882 -13537 -17347 -17347 -17156
Avg Bars in Trades 122 116 128 122 116 128
Avg Bars in Winners 77 77 77 77 77 77
Avg Bars in Losers 227 219 234 227 219 234
Bars Traded 24232 11534 12698 24232 11534 12698
Profit Streak 3.2191 6.8024 0 3.2191 6.8024 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336650 269871 204594 310368 277641 241299
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737009000000,
    "first_datapoint_time": 1737212400000,
    "last_datapoint_time": 1759508100000,
    "evaluation_time": 1759509026348,
    "expiration_time": 1765988100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 227,
            "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": [
        [
            90530.2815031407,
            46134.6405075996,
            44395.6409955409,
            113259.0829793794,
            54993.0755843665,
            58266.0073950128
        ],
        [
            90.530282,
            46.134641,
            44.395641,
            113.259083,
            54.993076,
            58.266007
        ],
        [
            0.347632,
            0.177155,
            0.170477,
            0.291237,
            0.168412,
            0.17645
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23383,
            -26502,
            -17476,
            -35135,
            -33460,
            -27775
        ],
        [
            1.419925,
            1.403635,
            1.438307,
            1.379336,
            1.340492,
            1.425109
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            139,
            72,
            67,
            139,
            72,
            67
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            70.20202,
            72.727273,
            67.676768,
            70.20202,
            72.727273,
            67.676768
        ],
        [
            0.602702,
            0.526363,
            0.686953,
            0.585474,
            0.502684,
            0.680649
        ],
        [
            11506,
            11506,
            7532,
            16611,
            16611,
            8504
        ],
        [
            -17882,
            -17882,
            -13537,
            -17347,
            -17347,
            -17156
        ],
        [
            122,
            116,
            128,
            122,
            116,
            128
        ],
        [
            77,
            77,
            77,
            77,
            77,
            77
        ],
        [
            227,
            219,
            234,
            227,
            219,
            234
        ],
        [
            24232,
            11534,
            12698,
            24232,
            11534,
            12698
        ],
        [
            3.219055,
            6.802388,
            0,
            3.219055,
            6.802388,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336650,
            269871,
            204594,
            310368,
            277641,
            241299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737009000000,
    "first_datapoint_time": 1737212400000,
    "last_datapoint_time": 1759508100000,
    "evaluation_time": 1759509026348,
    "expiration_time": 1765988100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 227,
            "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)