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Trade: LTC/USDT/15/DEMA/SWMA/5816

Strategy
LTC/USDT/15/DEMA/SWMA/5816
Pair
LTC_USDT
Interval
15m
Score
453066
Daily Profit
0.331579
Profit Factor
1.832206
Profitability
73.404255
Streak
10.959014
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 02:45
Expiration Time
2025-12-22 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131057.8903 73425.8343 57632.0561 221056.9219 136805.7801 84251.1418
Total P&L (%) 131.0579 73.4258 57.6321 221.0569 136.8058 84.2511
Avg Daily Profit (%) 0.5033 0.282 0.2213 0.4489 0.3316 0.2349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20006 -19470 -15897 -55288 -26352 -40649
Profit Factor 1.6781 1.7608 1.5956 1.6297 1.8322 1.4514
Total Trades 189 94 95 189 94 95
Winning Trades 135 69 66 135 69 66
Losing Trades 54 25 29 54 25 29
Profitability (%) 71.4286 73.4043 69.4737 71.4286 73.4043 69.4737
Ratio Avg Win / Avg Loss 0.6712 0.638 0.7011 0.6519 0.6638 0.6377
Largest Winning Trade 12656 12656 7370 22989 22989 17039
Largest Losing Trade -13190 -13190 -12584 -40415 -25401 -40415
Avg Bars in Trades 129 127 132 129 127 132
Avg Bars in Winners 76 76 76 76 76 76
Avg Bars in Losers 263 268 259 263 268 259
Bars Traded 24551 11992 12558 24551 11992 12558
Profit Streak 1.9798 10.959 1.9798 1.9798 10.959 1.9798
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408464 432839 223775 388385 453066 225937
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737380700000,
    "first_datapoint_time": 1737536400000,
    "last_datapoint_time": 1759879800000,
    "evaluation_time": 1759880758841,
    "expiration_time": 1766359800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "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": [
        [
            131057.8903410907,
            73425.8342587177,
            57632.056082373,
            221056.9218707222,
            136805.7801108221,
            84251.1417599002
        ],
        [
            131.05789,
            73.425834,
            57.632056,
            221.056922,
            136.80578,
            84.251142
        ],
        [
            0.503256,
            0.281952,
            0.221304,
            0.448915,
            0.331579,
            0.234946
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20006,
            -19470,
            -15897,
            -55288,
            -26352,
            -40649
        ],
        [
            1.678102,
            1.760831,
            1.595592,
            1.629747,
            1.832206,
            1.45142
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            135,
            69,
            66,
            135,
            69,
            66
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            71.428571,
            73.404255,
            69.473684,
            71.428571,
            73.404255,
            69.473684
        ],
        [
            0.671241,
            0.637982,
            0.701093,
            0.651899,
            0.663843,
            0.637745
        ],
        [
            12656,
            12656,
            7370,
            22989,
            22989,
            17039
        ],
        [
            -13190,
            -13190,
            -12584,
            -40415,
            -25401,
            -40415
        ],
        [
            129,
            127,
            132,
            129,
            127,
            132
        ],
        [
            76,
            76,
            76,
            76,
            76,
            76
        ],
        [
            263,
            268,
            259,
            263,
            268,
            259
        ],
        [
            24551,
            11992,
            12558,
            24551,
            11992,
            12558
        ],
        [
            1.979848,
            10.959014,
            1.979848,
            1.979848,
            10.959014,
            1.979848
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408464,
            432839,
            223775,
            388385,
            453066,
            225937
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737380700000,
    "first_datapoint_time": 1737536400000,
    "last_datapoint_time": 1759879800000,
    "evaluation_time": 1759880758841,
    "expiration_time": 1766359800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "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)