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Trade: LTC/USDT/15/DEMA/WMA/8195

Strategy
LTC/USDT/15/DEMA/WMA/8195
Pair
LTC_USDT
Interval
15m
Score
451496
Daily Profit
0.459066
Profit Factor
1.654254
Profitability
71.354167
Streak
4.207312
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 21:58
Expiration Time
2025-12-18 20:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119549.987 60221.5686 59328.4183 192049.1497 100133.4473 91915.7024
Total P&L (%) 119.55 60.2216 59.3284 192.0492 100.1334 91.9157
Avg Daily Profit (%) 0.4591 0.2312 0.2278 0.4124 0.2668 0.2506
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30741 -20081 -19530 -28262 -24471 -35917
Profit Factor 1.6543 1.6198 1.6933 1.6693 1.659 1.6809
Total Trades 192 96 96 192 96 96
Winning Trades 137 70 67 137 70 67
Losing Trades 55 26 29 55 26 29
Profitability (%) 71.3542 72.9167 69.7917 71.3542 72.9167 69.7917
Ratio Avg Win / Avg Loss 0.6641 0.6016 0.7329 0.6701 0.6162 0.7275
Largest Winning Trade 10475 10475 7402 19568 19568 10065
Largest Losing Trade -14013 -14013 -12020 -22433 -22433 -20173
Avg Bars in Trades 126 126 125 126 126 125
Avg Bars in Winners 69 71 68 69 71 68
Avg Bars in Losers 265 275 257 265 275 257
Bars Traded 24198 12168 12030 24198 12168 12030
Profit Streak 4.2073 7.7594 0 4.2073 7.7594 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451496 383051 314204 438180 420172 345969
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737104400000,
    "first_datapoint_time": 1737252900000,
    "last_datapoint_time": 1759603500000,
    "evaluation_time": 1759604311753,
    "expiration_time": 1766083500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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": [
        [
            119549.9869774413,
            60221.5686301227,
            59328.4183473187,
            192049.1497096721,
            100133.4473041739,
            91915.7024054982
        ],
        [
            119.549987,
            60.221569,
            59.328418,
            192.04915,
            100.133447,
            91.915702
        ],
        [
            0.459066,
            0.231248,
            0.227818,
            0.412395,
            0.266776,
            0.250635
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30741,
            -20081,
            -19530,
            -28262,
            -24471,
            -35917
        ],
        [
            1.654254,
            1.619825,
            1.693347,
            1.669276,
            1.658993,
            1.680851
        ],
        [
            192,
            96,
            96,
            192,
            96,
            96
        ],
        [
            137,
            70,
            67,
            137,
            70,
            67
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            71.354167,
            72.916667,
            69.791667,
            71.354167,
            72.916667,
            69.791667
        ],
        [
            0.664117,
            0.601649,
            0.732941,
            0.670147,
            0.616197,
            0.727532
        ],
        [
            10475,
            10475,
            7402,
            19568,
            19568,
            10065
        ],
        [
            -14013,
            -14013,
            -12020,
            -22433,
            -22433,
            -20173
        ],
        [
            126,
            126,
            125,
            126,
            126,
            125
        ],
        [
            69,
            71,
            68,
            69,
            71,
            68
        ],
        [
            265,
            275,
            257,
            265,
            275,
            257
        ],
        [
            24198,
            12168,
            12030,
            24198,
            12168,
            12030
        ],
        [
            4.207312,
            7.759395,
            0,
            4.207312,
            7.759395,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451496,
            383051,
            314204,
            438180,
            420172,
            345969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737104400000,
    "first_datapoint_time": 1737252900000,
    "last_datapoint_time": 1759603500000,
    "evaluation_time": 1759604311753,
    "expiration_time": 1766083500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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)