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Trade: LTC/USDT/15/SSF/VWMA/9182

Strategy
LTC/USDT/15/SSF/VWMA/9182
Pair
LTC_USDT
Interval
15m
Score
340670
Daily Profit
0.260119
Profit Factor
1.204943
Profitability
53.076923
Streak
7.494717
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-25 17:07
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 67740.1189 47141.4052 20598.7136 54613.51 34318.656 20294.8539
Total P&L (%) 67.7401 47.1414 20.5987 54.6135 34.3187 20.2949
Avg Daily Profit (%) 0.2601 0.181 0.0791 0.1675 0.1134 0.071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47457 -28137 -34551 -49541 -29034 -38087
Profit Factor 1.2049 1.2626 1.1364 1.1676 1.1948 1.1356
Total Trades 260 130 130 260 130 130
Winning Trades 138 72 66 138 72 66
Losing Trades 122 58 64 122 58 64
Profitability (%) 53.0769 55.3846 50.7692 53.0769 55.3846 50.7692
Ratio Avg Win / Avg Loss 1.0652 1.0171 1.1019 1.0322 0.9625 1.1012
Largest Winning Trade 15444 15444 14336 14261 14261 12492
Largest Losing Trade -25336 -25336 -14927 -21018 -21018 -13817
Avg Bars in Trades 94 90 99 94 90 99
Avg Bars in Winners 93 89 99 93 89 99
Avg Bars in Losers 96 92 100 96 92 100
Bars Traded 24689 11748 12941 24689 11748 12941
Profit Streak 7.4947 7.4947 7.651 7.4947 7.4947 7.651
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340670 214639 -164703 -27863 -52099 -176562

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": 1736368200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758809243558,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 191,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "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": [
        [
            67740.118856789,
            47141.4052352162,
            20598.7136215728,
            54613.5099632718,
            34318.6560225877,
            20294.8539406843
        ],
        [
            67.740119,
            47.141405,
            20.598714,
            54.61351,
            34.318656,
            20.294854
        ],
        [
            0.260119,
            0.181021,
            0.079098,
            0.167469,
            0.11336,
            0.070978
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47457,
            -28137,
            -34551,
            -49541,
            -29034,
            -38087
        ],
        [
            1.204943,
            1.262631,
            1.136384,
            1.16761,
            1.194769,
            1.135629
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            138,
            72,
            66,
            138,
            72,
            66
        ],
        [
            122,
            58,
            64,
            122,
            58,
            64
        ],
        [
            53.076923,
            55.384615,
            50.769231,
            53.076923,
            55.384615,
            50.769231
        ],
        [
            1.065239,
            1.017119,
            1.101948,
            1.032235,
            0.962453,
            1.101216
        ],
        [
            15444,
            15444,
            14336,
            14261,
            14261,
            12492
        ],
        [
            -25336,
            -25336,
            -14927,
            -21018,
            -21018,
            -13817
        ],
        [
            94,
            90,
            99,
            94,
            90,
            99
        ],
        [
            93,
            89,
            99,
            93,
            89,
            99
        ],
        [
            96,
            92,
            100,
            96,
            92,
            100
        ],
        [
            24689,
            11748,
            12941,
            24689,
            11748,
            12941
        ],
        [
            7.494717,
            7.494717,
            7.650967,
            7.494717,
            7.494717,
            7.650967
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340670,
            214639,
            -164703,
            -27863,
            -52099,
            -176562
        ]
    ]
}
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": 1736368200000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758809243558,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 191,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 157,
            "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)