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Trade: LTC/USDT/15/DEMA/WMA/7599

Strategy
LTC/USDT/15/DEMA/WMA/7599
Pair
LTC_USDT
Interval
15m
Score
349659
Daily Profit
0.289420
Profit Factor
1.338120
Profitability
67.961165
Streak
9.407615
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 23:16
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 75370.633 51850.8309 23519.8021 79925.7847 52175.887 27749.8977
Total P&L (%) 75.3706 51.8508 23.5198 79.9258 52.1759 27.7499
Avg Daily Profit (%) 0.2894 0.1991 0.0903 0.2258 0.1614 0.0941
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41838 -27361 -32007 -41837 -28261 -32244
Profit Factor 1.3381 1.4739 1.2072 1.3562 1.4819 1.239
Total Trades 206 103 103 206 103 103
Winning Trades 140 71 69 140 71 69
Losing Trades 66 32 34 66 32 34
Profitability (%) 67.9612 68.932 66.9903 67.9612 68.932 66.9903
Ratio Avg Win / Avg Loss 0.6308 0.6643 0.5949 0.6393 0.6679 0.6105
Largest Winning Trade 11855 11855 9036 14463 14463 12664
Largest Losing Trade -22028 -13519 -22028 -24597 -13309 -24597
Avg Bars in Trades 118 116 120 118 116 120
Avg Bars in Winners 89 81 97 89 81 97
Avg Bars in Losers 180 192 168 180 192 168
Bars Traded 24416 11966 12450 24416 11966 12450
Profit Streak 9.4076 0 9.5534 9.4076 0 9.5534
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349659 249835 -77607 334054 240756 -71154
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": 1736312400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759004217970,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "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": [
        [
            75370.6330153765,
            51850.830931672,
            23519.8020837044,
            79925.7847292708,
            52175.886988776,
            27749.8977404948
        ],
        [
            75.370633,
            51.850831,
            23.519802,
            79.925785,
            52.175887,
            27.749898
        ],
        [
            0.28942,
            0.199105,
            0.090315,
            0.225803,
            0.161357,
            0.094086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41838,
            -27361,
            -32007,
            -41837,
            -28261,
            -32244
        ],
        [
            1.33812,
            1.473869,
            1.207239,
            1.356159,
            1.481851,
            1.238958
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            140,
            71,
            69,
            140,
            71,
            69
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            67.961165,
            68.932039,
            66.990291,
            67.961165,
            68.932039,
            66.990291
        ],
        [
            0.630828,
            0.664279,
            0.594872,
            0.639332,
            0.667877,
            0.610501
        ],
        [
            11855,
            11855,
            9036,
            14463,
            14463,
            12664
        ],
        [
            -22028,
            -13519,
            -22028,
            -24597,
            -13309,
            -24597
        ],
        [
            118,
            116,
            120,
            118,
            116,
            120
        ],
        [
            89,
            81,
            97,
            89,
            81,
            97
        ],
        [
            180,
            192,
            168,
            180,
            192,
            168
        ],
        [
            24416,
            11966,
            12450,
            24416,
            11966,
            12450
        ],
        [
            9.407615,
            0,
            9.553449,
            9.407615,
            0,
            9.553449
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349659,
            249835,
            -77607,
            334054,
            240756,
            -71154
        ]
    ]
}
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": 1736312400000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759004217970,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 58,
            "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)