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Trade: LTC/USDT/60/DEMA/SMA/2459

Strategy
LTC/USDT/60/DEMA/SMA/2459
Pair
LTC_USDT
Interval
1h
Score
419078
Daily Profit
0.211407
Profit Factor
1.750118
Profitability
77.586207
Streak
66.527148
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-06 16:39
Expiration Time
2025-12-20 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 220216.8469 166226.6873 53990.1596 314654.575 266039.452 48615.123
Total P&L (%) 220.2168 166.2267 53.9902 314.6546 266.0395 48.6151
Avg Daily Profit (%) 0.2114 0.1596 0.0518 0.1366 0.1246 0.038
Buy And Hold Return (%) 57.377 57.377 57.377 57.377 57.377 57.377
Max Trade Drawdown -54572 -31730 -55906 -184528 -158441 -128891
Profit Factor 1.7501 2.6706 1.2782 1.4658 2.03 1.1165
Total Trades 116 58 58 116 58 58
Winning Trades 90 45 45 90 45 45
Losing Trades 26 13 13 26 13 13
Profitability (%) 77.5862 77.5862 77.5862 77.5862 77.5862 77.5862
Ratio Avg Win / Avg Loss 0.5056 0.7715 0.3693 0.4234 0.5865 0.3225
Largest Winning Trade 35158 35158 28616 101448 101448 64200
Largest Losing Trade -54572 -31730 -54572 -158441 -158441 -125390
Avg Bars in Trades 208 208 209 208 208 209
Avg Bars in Winners 135 138 132 135 138 132
Avg Bars in Losers 464 452 475 464 452 475
Bars Traded 24240 12100 12140 24240 12100 12140
Profit Streak 66.5271 117.0271 66.5271 66.5271 117.0271 66.5271
Trades During Streak 7 5 3 7 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419078 -168666 -466289 -6463 -202245 -577003
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669755600000,
    "first_datapoint_time": 1670612400000,
    "last_datapoint_time": 1759755600000,
    "evaluation_time": 1759757945613,
    "expiration_time": 1766235600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 234,
            "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": [
        [
            220216.8469045787,
            166226.6873267076,
            53990.159577871,
            314654.5750415542,
            266039.4520205692,
            48615.1230209848
        ],
        [
            220.216847,
            166.226687,
            53.99016,
            314.654575,
            266.039452,
            48.615123
        ],
        [
            0.211407,
            0.159577,
            0.05183,
            0.136631,
            0.124644,
            0.038041
        ],
        [
            57.377049,
            57.377049,
            57.377049,
            57.377049,
            57.377049,
            57.377049
        ],
        [
            -54572,
            -31730,
            -55906,
            -184528,
            -158441,
            -128891
        ],
        [
            1.750118,
            2.670567,
            1.278195,
            1.465756,
            2.03004,
            1.1165
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            77.586207,
            77.586207,
            77.586207,
            77.586207,
            77.586207,
            77.586207
        ],
        [
            0.50559,
            0.771497,
            0.369256,
            0.423441,
            0.586456,
            0.322544
        ],
        [
            35158,
            35158,
            28616,
            101448,
            101448,
            64200
        ],
        [
            -54572,
            -31730,
            -54572,
            -158441,
            -158441,
            -125390
        ],
        [
            208,
            208,
            209,
            208,
            208,
            209
        ],
        [
            135,
            138,
            132,
            135,
            138,
            132
        ],
        [
            464,
            452,
            475,
            464,
            452,
            475
        ],
        [
            24240,
            12100,
            12140,
            24240,
            12100,
            12140
        ],
        [
            66.527148,
            117.027148,
            66.527148,
            66.527148,
            117.027148,
            66.527148
        ],
        [
            7,
            5,
            3,
            7,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419078,
            -168666,
            -466289,
            -6463,
            -202245,
            -577003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669755600000,
    "first_datapoint_time": 1670612400000,
    "last_datapoint_time": 1759755600000,
    "evaluation_time": 1759757945613,
    "expiration_time": 1766235600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 234,
            "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)