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Trade: LTC/USDT/15/DEMA/KCB/5936

Strategy
LTC/USDT/15/DEMA/KCB/5936
Pair
LTC_USDT
Interval
15m
Score
339013
Daily Profit
0.250932
Profit Factor
1.392572
Profitability
76.800000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 03:37
Expiration Time
2025-12-22 02:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65347.7851 39707.4602 25640.3249 65830.5194 47383.73 18446.7894
Total P&L (%) 65.3478 39.7075 25.6403 65.8305 47.3837 18.4468
Avg Daily Profit (%) 0.2509 0.1525 0.0985 0.1944 0.1491 0.065
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20571 -21699 -26489 -40726 -29797 -46890
Profit Factor 1.3926 1.5108 1.289 1.2653 1.4224 1.1357
Total Trades 125 62 63 125 62 63
Winning Trades 96 46 50 96 46 50
Losing Trades 29 16 13 29 16 13
Profitability (%) 76.8 74.1935 79.3651 76.8 74.1935 79.3651
Ratio Avg Win / Avg Loss 0.4207 0.5255 0.3351 0.3822 0.4948 0.2953
Largest Winning Trade 10945 10945 7559 15538 15538 10567
Largest Losing Trade -18858 -14018 -18858 -31514 -17815 -31514
Avg Bars in Trades 196 196 196 196 196 196
Avg Bars in Winners 113 113 113 113 113 113
Avg Bars in Losers 470 434 515 470 434 515
Bars Traded 24526 12154 12372 24526 12154 12372
Profit Streak 0 10.1509 0 0 10.1509 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339013 -146665 -210947 294786 -147809 -331221
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737384300000,
    "first_datapoint_time": 1737558000000,
    "last_datapoint_time": 1759883400000,
    "evaluation_time": 1759883835759,
    "expiration_time": 1766363400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            65347.7850575179,
            39707.4601730487,
            25640.3248844693,
            65830.5194190102,
            47383.7300184461,
            18446.789400564
        ],
        [
            65.347785,
            39.70746,
            25.640325,
            65.830519,
            47.38373,
            18.446789
        ],
        [
            0.250932,
            0.152475,
            0.098458,
            0.194412,
            0.149051,
            0.065029
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20571,
            -21699,
            -26489,
            -40726,
            -29797,
            -46890
        ],
        [
            1.392572,
            1.510843,
            1.288966,
            1.265329,
            1.422436,
            1.135697
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            76.8,
            74.193548,
            79.365079,
            76.8,
            74.193548,
            79.365079
        ],
        [
            0.420673,
            0.525511,
            0.335131,
            0.382235,
            0.49476,
            0.295281
        ],
        [
            10945,
            10945,
            7559,
            15538,
            15538,
            10567
        ],
        [
            -18858,
            -14018,
            -18858,
            -31514,
            -17815,
            -31514
        ],
        [
            196,
            196,
            196,
            196,
            196,
            196
        ],
        [
            113,
            113,
            113,
            113,
            113,
            113
        ],
        [
            470,
            434,
            515,
            470,
            434,
            515
        ],
        [
            24526,
            12154,
            12372,
            24526,
            12154,
            12372
        ],
        [
            0,
            10.150877,
            0,
            0,
            10.150877,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339013,
            -146665,
            -210947,
            294786,
            -147809,
            -331221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737384300000,
    "first_datapoint_time": 1737558000000,
    "last_datapoint_time": 1759883400000,
    "evaluation_time": 1759883835759,
    "expiration_time": 1766363400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 194,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)