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Trade: LTC/USDT/15/DEMA/T3/3897

Strategy
LTC/USDT/15/DEMA/T3/3897
Pair
LTC_USDT
Interval
15m
Score
407491
Daily Profit
0.453810
Profit Factor
1.694735
Profitability
69.142857
Streak
2.754783
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 12:51
Expiration Time
2025-12-14 11:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 118181.1927 56168.6561 62012.5365 190183.0712 94908.8352 95274.236
Total P&L (%) 118.1812 56.1687 62.0125 190.1831 94.9088 95.2742
Avg Daily Profit (%) 0.4538 0.2157 0.2381 0.4099 0.2566 0.2573
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28508 -19616 -14678 -25449 -26720 -34539
Profit Factor 1.6947 1.5995 1.8115 1.6543 1.5962 1.7247
Total Trades 175 88 87 175 88 87
Winning Trades 121 60 61 121 60 61
Losing Trades 54 28 26 54 28 26
Profitability (%) 69.1429 68.1818 70.1149 69.1429 68.1818 70.1149
Ratio Avg Win / Avg Loss 0.7563 0.7464 0.7721 0.7383 0.7449 0.7351
Largest Winning Trade 12112 12112 8003 20291 20291 9299
Largest Losing Trade -14159 -14159 -11873 -24081 -24081 -18984
Avg Bars in Trades 138 143 134 138 143 134
Avg Bars in Winners 72 75 68 72 75 68
Avg Bars in Losers 288 287 288 288 287 288
Bars Traded 24286 12601 11685 24286 12601 11685
Profit Streak 2.7548 2.7548 16.0152 2.7548 2.7548 16.0152
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407491 238411 388084 391178 283454 407129
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736726400000,
    "first_datapoint_time": 1736883000000,
    "last_datapoint_time": 1759225500000,
    "evaluation_time": 1759225913229,
    "expiration_time": 1765705500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 65,
            "offset": 0,
            "a": 0.08566
        }
    }
}
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": [
        [
            118181.1926629373,
            56168.6561179237,
            62012.5365450136,
            190183.0712267869,
            94908.8352098989,
            95274.2360168879
        ],
        [
            118.181193,
            56.168656,
            62.012537,
            190.183071,
            94.908835,
            95.274236
        ],
        [
            0.45381,
            0.215685,
            0.238125,
            0.409924,
            0.256592,
            0.257313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28508,
            -19616,
            -14678,
            -25449,
            -26720,
            -34539
        ],
        [
            1.694735,
            1.599512,
            1.811479,
            1.654292,
            1.596153,
            1.724694
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            69.142857,
            68.181818,
            70.114943,
            69.142857,
            68.181818,
            70.114943
        ],
        [
            0.756328,
            0.746439,
            0.772106,
            0.738279,
            0.744872,
            0.735116
        ],
        [
            12112,
            12112,
            8003,
            20291,
            20291,
            9299
        ],
        [
            -14159,
            -14159,
            -11873,
            -24081,
            -24081,
            -18984
        ],
        [
            138,
            143,
            134,
            138,
            143,
            134
        ],
        [
            72,
            75,
            68,
            72,
            75,
            68
        ],
        [
            288,
            287,
            288,
            288,
            287,
            288
        ],
        [
            24286,
            12601,
            11685,
            24286,
            12601,
            11685
        ],
        [
            2.754783,
            2.754783,
            16.015199,
            2.754783,
            2.754783,
            16.015199
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407491,
            238411,
            388084,
            391178,
            283454,
            407129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736726400000,
    "first_datapoint_time": 1736883000000,
    "last_datapoint_time": 1759225500000,
    "evaluation_time": 1759225913229,
    "expiration_time": 1765705500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 65,
            "offset": 0,
            "a": 0.08566
        }
    }
}

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)