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Trade: LTC/USDT/15/DEMA/WMA/5728

Strategy
LTC/USDT/15/DEMA/WMA/5728
Pair
LTC_USDT
Interval
15m
Score
525193
Daily Profit
0.555397
Profit Factor
2.002627
Profitability
76.729560
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 09:25
Expiration Time
2025-12-22 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 144636.492 78370.202 66266.29 277194.2396 166558.8054 110635.4342
Total P&L (%) 144.6365 78.3702 66.2663 277.1942 166.5588 110.6354
Avg Daily Profit (%) 0.5554 0.3009 0.2545 0.5111 0.3772 0.2865
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -17361 -20524 -14215 -55187 -29403 -43872
Profit Factor 2.0026 2.0305 1.9716 1.8868 2.0878 1.6938
Total Trades 159 79 80 159 79 80
Winning Trades 122 58 64 122 58 64
Losing Trades 37 21 16 37 21 16
Profitability (%) 76.7296 73.4177 80 76.7296 73.4177 80
Ratio Avg Win / Avg Loss 0.6074 0.7352 0.4929 0.5722 0.7559 0.4235
Largest Winning Trade 11704 11704 7655 30490 30490 17500
Largest Losing Trade -12758 -12758 -11886 -43872 -29403 -43872
Avg Bars in Trades 154 154 153 154 154 153
Avg Bars in Winners 91 90 93 91 90 93
Avg Bars in Losers 360 333 396 360 333 396
Bars Traded 24537 12225 12312 24537 12225 12312
Profit Streak 0 10.6115 0 0 10.6115 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 525193 -14377 -7881 503515 -13615 -7895
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737405000000,
    "first_datapoint_time": 1737607500000,
    "last_datapoint_time": 1759904100000,
    "evaluation_time": 1759904734574,
    "expiration_time": 1766384100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 226,
            "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": [
        [
            144636.4920264572,
            78370.202001408,
            66266.2900250492,
            277194.2396245491,
            166558.8053865174,
            110635.4342380318
        ],
        [
            144.636492,
            78.370202,
            66.26629,
            277.19424,
            166.558805,
            110.635434
        ],
        [
            0.555397,
            0.300938,
            0.254459,
            0.51109,
            0.377188,
            0.28647
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -17361,
            -20524,
            -14215,
            -55187,
            -29403,
            -43872
        ],
        [
            2.002627,
            2.030462,
            1.971589,
            1.886823,
            2.08779,
            1.693842
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            122,
            58,
            64,
            122,
            58,
            64
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            76.72956,
            73.417722,
            80,
            76.72956,
            73.417722,
            80
        ],
        [
            0.607354,
            0.735167,
            0.492897,
            0.572233,
            0.755924,
            0.42346
        ],
        [
            11704,
            11704,
            7655,
            30490,
            30490,
            17500
        ],
        [
            -12758,
            -12758,
            -11886,
            -43872,
            -29403,
            -43872
        ],
        [
            154,
            154,
            153,
            154,
            154,
            153
        ],
        [
            91,
            90,
            93,
            91,
            90,
            93
        ],
        [
            360,
            333,
            396,
            360,
            333,
            396
        ],
        [
            24537,
            12225,
            12312,
            24537,
            12225,
            12312
        ],
        [
            0,
            10.611511,
            0,
            0,
            10.611511,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            525193,
            -14377,
            -7881,
            503515,
            -13615,
            -7895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737405000000,
    "first_datapoint_time": 1737607500000,
    "last_datapoint_time": 1759904100000,
    "evaluation_time": 1759904734574,
    "expiration_time": 1766384100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 226,
            "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)