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Trade: LTC/USDT/15/DEMA/VWMA/6651

Strategy
LTC/USDT/15/DEMA/VWMA/6651
Pair
LTC_USDT
Interval
15m
Score
393590
Daily Profit
0.552262
Profit Factor
1.782576
Profitability
68.648649
Streak
1.755639
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 04:53
Expiration Time
2025-12-14 03:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 143820.1563 73455.0383 70365.118 263466.0303 135917.1052 127548.9251
Total P&L (%) 143.8202 73.455 70.3651 263.466 135.9171 127.5489
Avg Daily Profit (%) 0.5523 0.2821 0.2702 0.4968 0.3301 0.3162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19595 -31386 -12371 -29980 -45701 -27931
Profit Factor 1.7826 1.6698 1.9495 1.7432 1.6668 1.8465
Total Trades 185 93 92 185 93 92
Winning Trades 127 62 65 127 62 65
Losing Trades 58 31 27 58 31 27
Profitability (%) 68.6486 66.6667 70.6522 68.6486 66.6667 70.6522
Ratio Avg Win / Avg Loss 0.8141 0.8349 0.8098 0.7961 0.8334 0.767
Largest Winning Trade 14044 14044 7468 22152 22152 17074
Largest Losing Trade -15180 -15180 -9322 -24051 -17233 -24051
Avg Bars in Trades 132 135 129 132 135 129
Avg Bars in Winners 87 92 83 87 92 83
Avg Bars in Losers 231 223 239 231 223 239
Bars Traded 24559 12636 11924 24559 12636 11924
Profit Streak 1.7556 2.8702 0 1.7556 2.8702 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 393590 294280 374293 373781 308860 381297
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736697600000,
    "first_datapoint_time": 1736866800000,
    "last_datapoint_time": 1759196700000,
    "evaluation_time": 1759197187182,
    "expiration_time": 1765676700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "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": [
        [
            143820.1562938935,
            73455.0383325606,
            70365.1179613329,
            263466.0302658371,
            135917.1052094844,
            127548.9250563525
        ],
        [
            143.820156,
            73.455038,
            70.365118,
            263.46603,
            135.917105,
            127.548925
        ],
        [
            0.552262,
            0.282064,
            0.270199,
            0.496782,
            0.330131,
            0.316218
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19595,
            -31386,
            -12371,
            -29980,
            -45701,
            -27931
        ],
        [
            1.782576,
            1.669777,
            1.949508,
            1.743156,
            1.666763,
            1.846505
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            127,
            62,
            65,
            127,
            62,
            65
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            68.648649,
            66.666667,
            70.652174,
            68.648649,
            66.666667,
            70.652174
        ],
        [
            0.81409,
            0.834889,
            0.809795,
            0.796087,
            0.833382,
            0.76701
        ],
        [
            14044,
            14044,
            7468,
            22152,
            22152,
            17074
        ],
        [
            -15180,
            -15180,
            -9322,
            -24051,
            -17233,
            -24051
        ],
        [
            132,
            135,
            129,
            132,
            135,
            129
        ],
        [
            87,
            92,
            83,
            87,
            92,
            83
        ],
        [
            231,
            223,
            239,
            231,
            223,
            239
        ],
        [
            24559,
            12636,
            11924,
            24559,
            12636,
            11924
        ],
        [
            1.755639,
            2.870222,
            0,
            1.755639,
            2.870222,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393590,
            294280,
            374293,
            373781,
            308860,
            381297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736697600000,
    "first_datapoint_time": 1736866800000,
    "last_datapoint_time": 1759196700000,
    "evaluation_time": 1759197187182,
    "expiration_time": 1765676700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "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)