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Trade: LTC/USDT/15/VWAP/EMA/4094

Strategy
LTC/USDT/15/VWAP/EMA/4094
Pair
LTC_USDT
Interval
15m
Score
519819
Daily Profit
0.486302
Profit Factor
1.709426
Profitability
71.351351
Streak
12.456990
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 05:28
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 126642.746 74595.3752 52047.3708 205247.1065 120762.4159 84484.6906
Total P&L (%) 126.6427 74.5954 52.0474 205.2471 120.7624 84.4847
Avg Daily Profit (%) 0.4863 0.2864 0.1999 0.4294 0.3046 0.2354
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45895 -20970 -27340 -41282 -21040 -27311
Profit Factor 1.7094 1.8858 1.5519 1.8301 2.0684 1.6294
Total Trades 185 92 93 185 92 93
Winning Trades 132 66 66 132 66 66
Losing Trades 53 26 27 53 26 27
Profitability (%) 71.3514 71.7391 70.9677 71.3514 71.7391 70.9677
Ratio Avg Win / Avg Loss 0.6864 0.7429 0.6349 0.7348 0.8148 0.6666
Largest Winning Trade 10136 10136 6942 19731 19731 18675
Largest Losing Trade -21708 -15800 -21708 -22446 -15466 -22446
Avg Bars in Trades 132 127 137 132 127 137
Avg Bars in Winners 94 92 96 94 92 96
Avg Bars in Losers 226 216 236 226 216 236
Bars Traded 24449 11689 12760 24449 11689 12760
Profit Streak 12.457 18.0612 12.457 12.457 18.0612 12.457
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519819 433038 315286 510705 451297 381934
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": 1736450100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758940083913,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 104,
            "offset": 144
        }
    }
}
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": [
        [
            126642.7460193087,
            74595.3751962112,
            52047.3708230975,
            205247.1065274809,
            120762.4159220282,
            84484.6906054527
        ],
        [
            126.642746,
            74.595375,
            52.047371,
            205.247107,
            120.762416,
            84.484691
        ],
        [
            0.486302,
            0.286443,
            0.199859,
            0.429439,
            0.304555,
            0.235434
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45895,
            -20970,
            -27340,
            -41282,
            -21040,
            -27311
        ],
        [
            1.709426,
            1.885756,
            1.551947,
            1.830088,
            2.068371,
            1.629424
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            71.351351,
            71.73913,
            70.967742,
            71.351351,
            71.73913,
            70.967742
        ],
        [
            0.68636,
            0.742873,
            0.634887,
            0.734808,
            0.814813,
            0.666583
        ],
        [
            10136,
            10136,
            6942,
            19731,
            19731,
            18675
        ],
        [
            -21708,
            -15800,
            -21708,
            -22446,
            -15466,
            -22446
        ],
        [
            132,
            127,
            137,
            132,
            127,
            137
        ],
        [
            94,
            92,
            96,
            94,
            92,
            96
        ],
        [
            226,
            216,
            236,
            226,
            216,
            236
        ],
        [
            24449,
            11689,
            12760,
            24449,
            11689,
            12760
        ],
        [
            12.45699,
            18.061156,
            12.45699,
            12.45699,
            18.061156,
            12.45699
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519819,
            433038,
            315286,
            510705,
            451297,
            381934
        ]
    ]
}
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": 1736450100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758940083913,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 104,
            "offset": 144
        }
    }
}

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)