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Trade: LTC/USDT/15/DCM/ALMA/5595

Strategy
LTC/USDT/15/DCM/ALMA/5595
Pair
LTC_USDT
Interval
15m
Score
402211
Daily Profit
0.326086
Profit Factor
1.627616
Profitability
67.256637
Streak
6.220989
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 17:03
Expiration Time
2025-12-18 15:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131309.3141 72493.5437 58815.7704 216423.8143 133453.5343 82970.28
Total P&L (%) 131.3093 72.4935 58.8158 216.4238 133.4535 82.9703
Avg Daily Profit (%) 0.5042 0.2784 0.2259 0.4433 0.3261 0.2323
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32557 -23262 -15470 -49021 -33389 -37394
Profit Factor 1.5957 1.5633 1.6412 1.5605 1.6276 1.4783
Total Trades 225 113 112 225 113 112
Winning Trades 147 76 71 147 76 71
Losing Trades 78 37 41 78 37 41
Profitability (%) 65.3333 67.2566 63.3929 65.3333 67.2566 63.3929
Ratio Avg Win / Avg Loss 0.8467 0.7611 0.9477 0.828 0.7924 0.8536
Largest Winning Trade 11668 11668 7211 28427 28427 15382
Largest Losing Trade -17235 -17235 -10975 -34823 -20633 -34823
Avg Bars in Trades 109 109 110 109 109 110
Avg Bars in Winners 83 82 84 83 82 84
Avg Bars in Losers 159 165 154 159 165 154
Bars Traded 24749 12387 12362 24749 12387 12362
Profit Streak 0.9397 6.221 0 0.9397 6.221 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330975 377542 270385 304488 402211 269559
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737086400000,
    "first_datapoint_time": 1737234900000,
    "last_datapoint_time": 1759585500000,
    "evaluation_time": 1759586593483,
    "expiration_time": 1766065500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 95,
            "offset": 71
        }
    }
}
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": [
        [
            131309.3141437358,
            72493.543736642,
            58815.7704070938,
            216423.8142939567,
            133453.5343205164,
            82970.2799734402
        ],
        [
            131.309314,
            72.493544,
            58.81577,
            216.423814,
            133.453534,
            82.97028
        ],
        [
            0.504221,
            0.278372,
            0.22585,
            0.443308,
            0.326086,
            0.232261
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32557,
            -23262,
            -15470,
            -49021,
            -33389,
            -37394
        ],
        [
            1.595718,
            1.563324,
            1.641163,
            1.560513,
            1.627616,
            1.478266
        ],
        [
            225,
            113,
            112,
            225,
            113,
            112
        ],
        [
            147,
            76,
            71,
            147,
            76,
            71
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            65.333333,
            67.256637,
            63.392857,
            65.333333,
            67.256637,
            63.392857
        ],
        [
            0.846708,
            0.761092,
            0.947714,
            0.828028,
            0.792392,
            0.853647
        ],
        [
            11668,
            11668,
            7211,
            28427,
            28427,
            15382
        ],
        [
            -17235,
            -17235,
            -10975,
            -34823,
            -20633,
            -34823
        ],
        [
            109,
            109,
            110,
            109,
            109,
            110
        ],
        [
            83,
            82,
            84,
            83,
            82,
            84
        ],
        [
            159,
            165,
            154,
            159,
            165,
            154
        ],
        [
            24749,
            12387,
            12362,
            24749,
            12387,
            12362
        ],
        [
            0.939739,
            6.220989,
            0,
            0.939739,
            6.220989,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330975,
            377542,
            270385,
            304488,
            402211,
            269559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737086400000,
    "first_datapoint_time": 1737234900000,
    "last_datapoint_time": 1759585500000,
    "evaluation_time": 1759586593483,
    "expiration_time": 1766065500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 95,
            "offset": 71
        }
    }
}

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)