← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/DEMA/VWMA/2713

Strategy
LTC/USDT/15/DEMA/VWMA/2713
Pair
LTC_USDT
Interval
15m
Score
351906
Daily Profit
0.326169
Profit Factor
1.349726
Profitability
65.957447
Streak
6.020679
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-28 09:29
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84940.8362 53449.5471 31491.2892 91469.9852 49656.9486 41813.0365
Total P&L (%) 84.9408 53.4495 31.4913 91.47 49.6569 41.813
Avg Daily Profit (%) 0.3262 0.2052 0.1209 0.2497 0.1549 0.1342
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34654 -41672 -14995 -33432 -43435 -20197
Profit Factor 1.3497 1.3694 1.3208 1.3405 1.3082 1.3889
Total Trades 188 94 94 188 94 94
Winning Trades 124 62 62 124 62 62
Losing Trades 64 32 32 64 32 32
Profitability (%) 65.9574 65.9574 65.9574 65.9574 65.9574 65.9574
Ratio Avg Win / Avg Loss 0.6966 0.7068 0.6817 0.6919 0.6752 0.7169
Largest Winning Trade 13254 13254 6998 12987 12987 10839
Largest Losing Trade -25991 -25991 -12856 -24491 -24491 -12946
Avg Bars in Trades 129 132 126 129 132 126
Avg Bars in Winners 101 107 95 101 107 95
Avg Bars in Losers 184 182 187 184 182 187
Bars Traded 24374 12470 11904 24374 12470 11904
Profit Streak 6.0207 0 17.5936 6.0207 0 17.5936
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351906 217847 -33746 326359 179531 -14665
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736416800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759040986683,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "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": [
        [
            84940.8362157668,
            53449.5470586055,
            31491.2891571613,
            91469.9851791958,
            49656.9486404785,
            41813.0365387173
        ],
        [
            84.940836,
            53.449547,
            31.491289,
            91.469985,
            49.656949,
            41.813037
        ],
        [
            0.326169,
            0.205244,
            0.120925,
            0.24974,
            0.154937,
            0.134235
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34654,
            -41672,
            -14995,
            -33432,
            -43435,
            -20197
        ],
        [
            1.349726,
            1.369383,
            1.320754,
            1.340502,
            1.308198,
            1.388913
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            65.957447,
            65.957447,
            65.957447,
            65.957447,
            65.957447,
            65.957447
        ],
        [
            0.696633,
            0.706778,
            0.68168,
            0.691872,
            0.675199,
            0.716858
        ],
        [
            13254,
            13254,
            6998,
            12987,
            12987,
            10839
        ],
        [
            -25991,
            -25991,
            -12856,
            -24491,
            -24491,
            -12946
        ],
        [
            129,
            132,
            126,
            129,
            132,
            126
        ],
        [
            101,
            107,
            95,
            101,
            107,
            95
        ],
        [
            184,
            182,
            187,
            184,
            182,
            187
        ],
        [
            24374,
            12470,
            11904,
            24374,
            12470,
            11904
        ],
        [
            6.020679,
            0,
            17.593596,
            6.020679,
            0,
            17.593596
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351906,
            217847,
            -33746,
            326359,
            179531,
            -14665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736416800000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759040986683,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "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)