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Trade: LTC/USDT/15/VWAP/PWMA/4340

Strategy
LTC/USDT/15/VWAP/PWMA/4340
Pair
LTC_USDT
Interval
15m
Score
414801
Daily Profit
0.425109
Profit Factor
1.443969
Profitability
67.293233
Streak
3.716280
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 02:41
Expiration Time
2025-12-21 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 110706.9745 63687.0187 47019.9558 157228.0073 92973.4227 64254.5845
Total P&L (%) 110.707 63.687 47.02 157.228 92.9734 64.2546
Avg Daily Profit (%) 0.4251 0.2446 0.1806 0.3635 0.2528 0.1907
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32676 -30932 -23595 -48278 -34770 -32079
Profit Factor 1.444 1.4856 1.3978 1.4522 1.5026 1.3949
Total Trades 266 133 133 266 133 133
Winning Trades 179 90 89 179 90 89
Losing Trades 87 43 44 87 43 44
Profitability (%) 67.2932 67.6692 66.9173 67.2932 67.6692 66.9173
Ratio Avg Win / Avg Loss 0.7018 0.7098 0.6911 0.7058 0.7179 0.6896
Largest Winning Trade 11867 11867 8219 15900 15900 9649
Largest Losing Trade -15641 -15641 -14874 -20333 -15828 -20333
Avg Bars in Trades 93 88 97 93 88 97
Avg Bars in Winners 66 64 67 66 64 67
Avg Bars in Losers 148 138 158 148 138 158
Bars Traded 24742 11784 12958 24742 11784 12958
Profit Streak 3.7163 6.5496 3.7163 3.7163 6.5496 3.7163
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414801 342387 195953 397638 363804 242191
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737294300000,
    "first_datapoint_time": 1737503100000,
    "last_datapoint_time": 1759793400000,
    "evaluation_time": 1759794086570,
    "expiration_time": 1766273400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 233,
            "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": [
        [
            110706.9745077454,
            63687.0186747233,
            47019.955833022,
            157228.0072614083,
            92973.4227395026,
            64254.5845219056
        ],
        [
            110.706975,
            63.687019,
            47.019956,
            157.228007,
            92.973423,
            64.254585
        ],
        [
            0.425109,
            0.244555,
            0.180554,
            0.363455,
            0.25275,
            0.190738
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32676,
            -30932,
            -23595,
            -48278,
            -34770,
            -32079
        ],
        [
            1.443969,
            1.485558,
            1.397817,
            1.452188,
            1.502581,
            1.394894
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            67.293233,
            67.669173,
            66.917293,
            67.293233,
            67.669173,
            66.917293
        ],
        [
            0.701817,
            0.709767,
            0.691055,
            0.705812,
            0.7179,
            0.689611
        ],
        [
            11867,
            11867,
            8219,
            15900,
            15900,
            9649
        ],
        [
            -15641,
            -15641,
            -14874,
            -20333,
            -15828,
            -20333
        ],
        [
            93,
            88,
            97,
            93,
            88,
            97
        ],
        [
            66,
            64,
            67,
            66,
            64,
            67
        ],
        [
            148,
            138,
            158,
            148,
            138,
            158
        ],
        [
            24742,
            11784,
            12958,
            24742,
            11784,
            12958
        ],
        [
            3.71628,
            6.549613,
            3.71628,
            3.71628,
            6.549613,
            3.71628
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414801,
            342387,
            195953,
            397638,
            363804,
            242191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737294300000,
    "first_datapoint_time": 1737503100000,
    "last_datapoint_time": 1759793400000,
    "evaluation_time": 1759794086570,
    "expiration_time": 1766273400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 233,
            "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)