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Trade: LTC/USDT/15/SUPERTREND/DCM/5379

Strategy
LTC/USDT/15/SUPERTREND/DCM/5379
Pair
LTC_USDT
Interval
15m
Score
305918
Daily Profit
0.285234
Profit Factor
1.253782
Profitability
58.426966
Streak
3.754270
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 12:21
Expiration Time
2025-12-18 11:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 74280.5215 39450.438 34830.0835 80050.7975 32569.2004 47481.5971
Total P&L (%) 74.2805 39.4504 34.8301 80.0508 32.5692 47.4816
Avg Daily Profit (%) 0.2852 0.1515 0.1337 0.2261 0.1083 0.1493
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43224 -22309 -38835 -77585 -40074 -61050
Profit Factor 1.2538 1.2616 1.2455 1.1742 1.1329 1.2212
Total Trades 356 178 178 356 178 178
Winning Trades 208 107 101 208 107 101
Losing Trades 148 71 77 148 71 77
Profitability (%) 58.427 60.1124 56.7416 58.427 60.1124 56.7416
Ratio Avg Win / Avg Loss 0.8921 0.8371 0.9495 0.8355 0.7518 0.931
Largest Winning Trade 9617 9617 8778 13021 13021 12401
Largest Losing Trade -15521 -13555 -15521 -28336 -28336 -24152
Avg Bars in Trades 68 67 69 68 67 69
Avg Bars in Winners 50 51 48 50 51 48
Avg Bars in Losers 94 91 96 94 91 96
Bars Traded 24352 12012 12340 24352 12012 12340
Profit Streak 3.7543 8.7126 3.7543 3.7543 8.7126 3.7543
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305918 178612 -19668 -20767 -125369 73954
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737070200000,
    "first_datapoint_time": 1737289800000,
    "last_datapoint_time": 1759569300000,
    "evaluation_time": 1759569668985,
    "expiration_time": 1766049300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 224,
            "offset": 0,
            "multiplier": 2.65194
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "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": [
        [
            74280.5215032197,
            39450.4379987966,
            34830.0835044231,
            80050.7974910976,
            32569.2003539591,
            47481.5971371385
        ],
        [
            74.280522,
            39.450438,
            34.830084,
            80.050797,
            32.5692,
            47.481597
        ],
        [
            0.285234,
            0.151488,
            0.133746,
            0.226071,
            0.10832,
            0.149306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43224,
            -22309,
            -38835,
            -77585,
            -40074,
            -61050
        ],
        [
            1.253782,
            1.261594,
            1.24548,
            1.174154,
            1.132948,
            1.221175
        ],
        [
            356,
            178,
            178,
            356,
            178,
            178
        ],
        [
            208,
            107,
            101,
            208,
            107,
            101
        ],
        [
            148,
            71,
            77,
            148,
            71,
            77
        ],
        [
            58.426966,
            60.11236,
            56.741573,
            58.426966,
            60.11236,
            56.741573
        ],
        [
            0.892114,
            0.837132,
            0.949524,
            0.835456,
            0.751769,
            0.930995
        ],
        [
            9617,
            9617,
            8778,
            13021,
            13021,
            12401
        ],
        [
            -15521,
            -13555,
            -15521,
            -28336,
            -28336,
            -24152
        ],
        [
            68,
            67,
            69,
            68,
            67,
            69
        ],
        [
            50,
            51,
            48,
            50,
            51,
            48
        ],
        [
            94,
            91,
            96,
            94,
            91,
            96
        ],
        [
            24352,
            12012,
            12340,
            24352,
            12012,
            12340
        ],
        [
            3.75427,
            8.712604,
            3.75427,
            3.754271,
            8.712604,
            3.754271
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305918,
            178612,
            -19668,
            -20767,
            -125369,
            73954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737070200000,
    "first_datapoint_time": 1737289800000,
    "last_datapoint_time": 1759569300000,
    "evaluation_time": 1759569668985,
    "expiration_time": 1766049300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 224,
            "offset": 0,
            "multiplier": 2.65194
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "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)