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Trade: LTC/USDT/15/SMA/VWMA/3873

Strategy
LTC/USDT/15/SMA/VWMA/3873
Pair
LTC_USDT
Interval
15m
Score
534684
Daily Profit
0.281074
Profit Factor
2.537379
Profitability
71.052632
Streak
29.390166
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 18:51
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 120451.9335 73197.2151 47254.7184 186016.3866 115322.3777 70694.0089
Total P&L (%) 120.4519 73.1972 47.2547 186.0164 115.3224 70.694
Avg Daily Profit (%) 0.4625 0.2811 0.1815 0.4043 0.2949 0.2055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -28870 -28356 -28555 -62507 -53583 -67625
Profit Factor 1.9899 2.5374 1.638 1.7847 2.2943 1.4778
Total Trades 77 38 39 77 38 39
Winning Trades 57 27 30 57 27 30
Losing Trades 20 11 9 20 11 9
Profitability (%) 74.026 71.0526 76.9231 74.026 71.0526 76.9231
Ratio Avg Win / Avg Loss 0.6982 1.0337 0.4914 0.6262 0.9347 0.4433
Largest Winning Trade 16440 16440 12070 24079 24079 19051
Largest Losing Trade -14423 -11469 -14423 -33386 -22520 -33386
Avg Bars in Trades 314 308 320 314 308 320
Avg Bars in Winners 249 237 259 249 237 259
Avg Bars in Losers 500 480 523 500 480 523
Bars Traded 24213 11708 12505 24213 11708 12505
Profit Streak 17.536 29.3902 17.536 17.536 29.3902 17.536
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31884 534684 338081 -32777 462063 372755
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": 1736613900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758988310346,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 236
        }
    }
}
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": [
        [
            120451.9335274391,
            73197.2151449584,
            47254.7183824807,
            186016.3865534378,
            115322.3776912292,
            70694.0088622085
        ],
        [
            120.451934,
            73.197215,
            47.254718,
            186.016387,
            115.322378,
            70.694009
        ],
        [
            0.46253,
            0.281074,
            0.181456,
            0.404348,
            0.294945,
            0.205534
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -28870,
            -28356,
            -28555,
            -62507,
            -53583,
            -67625
        ],
        [
            1.989907,
            2.537379,
            1.637988,
            1.784702,
            2.294277,
            1.477818
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            74.025974,
            71.052632,
            76.923077,
            74.025974,
            71.052632,
            76.923077
        ],
        [
            0.698213,
            1.033747,
            0.491396,
            0.626211,
            0.934706,
            0.443345
        ],
        [
            16440,
            16440,
            12070,
            24079,
            24079,
            19051
        ],
        [
            -14423,
            -11469,
            -14423,
            -33386,
            -22520,
            -33386
        ],
        [
            314,
            308,
            320,
            314,
            308,
            320
        ],
        [
            249,
            237,
            259,
            249,
            237,
            259
        ],
        [
            500,
            480,
            523,
            500,
            480,
            523
        ],
        [
            24213,
            11708,
            12505,
            24213,
            11708,
            12505
        ],
        [
            17.535999,
            29.390166,
            17.535999,
            17.535999,
            29.390166,
            17.535999
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31884,
            534684,
            338081,
            -32777,
            462063,
            372755
        ]
    ]
}
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": 1736613900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758988310346,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "offset": 236
        }
    }
}

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)