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Trade: LTC/USDT/15/DEMA/SMA/4093

Strategy
LTC/USDT/15/DEMA/SMA/4093
Pair
LTC_USDT
Interval
15m
Score
481152
Daily Profit
0.401543
Profit Factor
1.898036
Profitability
74.157303
Streak
4.879931
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 16:07
Expiration Time
2025-12-23 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 181536.9851 97755.51 83781.4751 422202.4856 238259.0789 183943.4067
Total P&L (%) 181.537 97.7555 83.7815 422.2025 238.2591 183.9434
Avg Daily Profit (%) 0.6971 0.3754 0.3217 0.6367 0.469 0.4015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28725 -20685 -17528 -71254 -37452 -60643
Profit Factor 2.0109 2.0186 2.002 2.0322 2.1668 1.898
Total Trades 179 90 89 179 90 89
Winning Trades 136 70 66 136 70 66
Losing Trades 43 20 23 43 20 23
Profitability (%) 75.9777 77.7778 74.1573 75.9777 77.7778 74.1573
Ratio Avg Win / Avg Loss 0.6358 0.5768 0.6977 0.6425 0.6191 0.6614
Largest Winning Trade 11922 11922 9825 33019 33019 20072
Largest Losing Trade -17396 -17396 -12130 -58415 -24471 -58415
Avg Bars in Trades 137 132 141 137 132 141
Avg Bars in Winners 88 88 87 88 88 87
Avg Bars in Losers 291 286 296 291 286 296
Bars Traded 24538 11925 12612 24538 11925 12612
Profit Streak 0.4945 0.4945 4.8799 0.4945 0.4945 4.8799
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458589 320164 463811 441493 359280 481152
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737515700000,
    "first_datapoint_time": 1737733500000,
    "last_datapoint_time": 1760014800000,
    "evaluation_time": 1760015226017,
    "expiration_time": 1766494800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 243,
            "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": [
        [
            181536.9851078478,
            97755.5099653148,
            83781.475142533,
            422202.4855661343,
            238259.0789105021,
            183943.4066556321
        ],
        [
            181.536985,
            97.75551,
            83.781475,
            422.202486,
            238.259079,
            183.943407
        ],
        [
            0.697093,
            0.375376,
            0.321717,
            0.636718,
            0.469049,
            0.401543
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28725,
            -20685,
            -17528,
            -71254,
            -37452,
            -60643
        ],
        [
            2.010888,
            2.018649,
            2.001981,
            2.032214,
            2.166807,
            1.898036
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            136,
            70,
            66,
            136,
            70,
            66
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            75.977654,
            77.777778,
            74.157303,
            75.977654,
            77.777778,
            74.157303
        ],
        [
            0.635795,
            0.576757,
            0.69766,
            0.642538,
            0.619088,
            0.661437
        ],
        [
            11922,
            11922,
            9825,
            33019,
            33019,
            20072
        ],
        [
            -17396,
            -17396,
            -12130,
            -58415,
            -24471,
            -58415
        ],
        [
            137,
            132,
            141,
            137,
            132,
            141
        ],
        [
            88,
            88,
            87,
            88,
            88,
            87
        ],
        [
            291,
            286,
            296,
            291,
            286,
            296
        ],
        [
            24538,
            11925,
            12612,
            24538,
            11925,
            12612
        ],
        [
            0.494514,
            0.494514,
            4.879931,
            0.494514,
            0.494514,
            4.879931
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458589,
            320164,
            463811,
            441493,
            359280,
            481152
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737515700000,
    "first_datapoint_time": 1737733500000,
    "last_datapoint_time": 1760014800000,
    "evaluation_time": 1760015226017,
    "expiration_time": 1766494800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 243,
            "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)