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Trade: LTC/USDT/15/DEMA/MIDPRICE/1894

Strategy
LTC/USDT/15/DEMA/MIDPRICE/1894
Pair
LTC_USDT
Interval
15m
Score
334656
Daily Profit
0.375149
Profit Factor
1.365180
Profitability
61.023622
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-10 04:17
Expiration Time
2025-12-24 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 97696.3827 59415.1572 38281.2255 116900.1018 73035.0571 43865.0446
Total P&L (%) 97.6964 59.4152 38.2812 116.9001 73.0351 43.865
Avg Daily Profit (%) 0.3751 0.2282 0.147 0.2978 0.2108 0.1398
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -38787 -29254 -15009 -40012 -30107 -25785
Profit Factor 1.3652 1.3909 1.3313 1.3244 1.3775 1.2629
Total Trades 254 127 127 254 127 127
Winning Trades 155 74 81 155 74 81
Losing Trades 99 53 46 99 53 46
Profitability (%) 61.0236 58.2677 63.7795 61.0236 58.2677 63.7795
Ratio Avg Win / Avg Loss 0.872 0.9962 0.7561 0.8459 0.9866 0.7172
Largest Winning Trade 17075 17075 6266 18292 18292 10755
Largest Losing Trade -28659 -28659 -9374 -24672 -24672 -18615
Avg Bars in Trades 96 90 103 96 90 103
Avg Bars in Winners 73 73 74 73 73 74
Avg Bars in Losers 132 114 154 132 114 154
Bars Traded 24591 11469 13122 24591 11469 13122
Profit Streak 0 1.1685 0 0 1.1685 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 334656 113732 -401 301880 130828 -9975
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737558900000,
    "first_datapoint_time": 1737721800000,
    "last_datapoint_time": 1760058000000,
    "evaluation_time": 1760059056844,
    "expiration_time": 1766538000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 182,
            "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": [
        [
            97696.3826836436,
            59415.15718041,
            38281.2255032336,
            116900.1017685005,
            73035.0571483852,
            43865.0446201153
        ],
        [
            97.696383,
            59.415157,
            38.281226,
            116.900102,
            73.035057,
            43.865045
        ],
        [
            0.375149,
            0.228151,
            0.146998,
            0.297757,
            0.210776,
            0.139759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -38787,
            -29254,
            -15009,
            -40012,
            -30107,
            -25785
        ],
        [
            1.36518,
            1.390932,
            1.331308,
            1.324443,
            1.37747,
            1.262942
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
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            74,
            81,
            155,
            74,
            81
        ],
        [
            99,
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            99,
            53,
            46
        ],
        [
            61.023622,
            58.267717,
            63.779528,
            61.023622,
            58.267717,
            63.779528
        ],
        [
            0.871954,
            0.996208,
            0.756052,
            0.845935,
            0.986566,
            0.717226
        ],
        [
            17075,
            17075,
            6266,
            18292,
            18292,
            10755
        ],
        [
            -28659,
            -28659,
            -9374,
            -24672,
            -24672,
            -18615
        ],
        [
            96,
            90,
            103,
            96,
            90,
            103
        ],
        [
            73,
            73,
            74,
            73,
            73,
            74
        ],
        [
            132,
            114,
            154,
            132,
            114,
            154
        ],
        [
            24591,
            11469,
            13122,
            24591,
            11469,
            13122
        ],
        [
            0,
            1.168482,
            0,
            0,
            1.168482,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
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        ],
        [
            334656,
            113732,
            -401,
            301880,
            130828,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737558900000,
    "first_datapoint_time": 1737721800000,
    "last_datapoint_time": 1760058000000,
    "evaluation_time": 1760059056844,
    "expiration_time": 1766538000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 182,
            "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)