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Trade: LTC/USDT/15/DEMA/VWMA/4423

Strategy
LTC/USDT/15/DEMA/VWMA/4423
Pair
LTC_USDT
Interval
15m
Score
470780
Daily Profit
0.599251
Profit Factor
1.906473
Profitability
72.500000
Streak
2.989894
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 19:30
Expiration Time
2025-12-17 18:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 156057.054 80589.2462 75467.8078 310706.2346 155716.8325 154989.402
Total P&L (%) 156.0571 80.5892 75.4678 310.7062 155.7168 154.9894
Avg Daily Profit (%) 0.5993 0.3095 0.2898 0.5439 0.3612 0.3601
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18162 -16205 -14394 -31270 -32259 -25716
Profit Factor 1.9065 1.8442 1.9839 1.9517 1.8584 2.0685
Total Trades 160 80 80 160 80 80
Winning Trades 116 57 59 116 57 59
Losing Trades 44 23 21 44 23 21
Profitability (%) 72.5 71.25 73.75 72.5 71.25 73.75
Ratio Avg Win / Avg Loss 0.7231 0.7442 0.7061 0.7403 0.7499 0.7362
Largest Winning Trade 11510 10615 11510 24955 24955 23055
Largest Losing Trade -15535 -15535 -11417 -24134 -24134 -23298
Avg Bars in Trades 149 147 151 149 147 151
Avg Bars in Winners 106 101 110 106 101 110
Avg Bars in Losers 264 262 267 264 262 267
Bars Traded 23951 11828 12123 23951 11828 12123
Profit Streak 2.9899 6.3024 0 2.9899 6.3024 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470780 -7849 -8117 456908 -7380 -7353
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737009000000,
    "first_datapoint_time": 1737213300000,
    "last_datapoint_time": 1759508100000,
    "evaluation_time": 1759509026893,
    "expiration_time": 1765988100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "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": [
        [
            156057.0540020299,
            80589.246188858,
            75467.8078131721,
            310706.2345547643,
            155716.8325067354,
            154989.402048029
        ],
        [
            156.057054,
            80.589246,
            75.467808,
            310.706235,
            155.716833,
            154.989402
        ],
        [
            0.599251,
            0.309459,
            0.289793,
            0.543947,
            0.361184,
            0.360086
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18162,
            -16205,
            -14394,
            -31270,
            -32259,
            -25716
        ],
        [
            1.906473,
            1.844236,
            1.983931,
            1.95174,
            1.858401,
            2.068465
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            116,
            57,
            59,
            116,
            57,
            59
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            72.5,
            71.25,
            73.75,
            72.5,
            71.25,
            73.75
        ],
        [
            0.723145,
            0.744166,
            0.706145,
            0.740315,
            0.749881,
            0.736233
        ],
        [
            11510,
            10615,
            11510,
            24955,
            24955,
            23055
        ],
        [
            -15535,
            -15535,
            -11417,
            -24134,
            -24134,
            -23298
        ],
        [
            149,
            147,
            151,
            149,
            147,
            151
        ],
        [
            106,
            101,
            110,
            106,
            101,
            110
        ],
        [
            264,
            262,
            267,
            264,
            262,
            267
        ],
        [
            23951,
            11828,
            12123,
            23951,
            11828,
            12123
        ],
        [
            2.989894,
            6.302395,
            0,
            2.989895,
            6.302395,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470780,
            -7849,
            -8117,
            456908,
            -7380,
            -7353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737009000000,
    "first_datapoint_time": 1737213300000,
    "last_datapoint_time": 1759508100000,
    "evaluation_time": 1759509026893,
    "expiration_time": 1765988100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 228,
            "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)