← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: LTC/USDT/15/VWAP/SINWMA/1563

Strategy
LTC/USDT/15/VWAP/SINWMA/1563
Pair
LTC_USDT
Interval
15m
Score
465434
Daily Profit
0.377896
Profit Factor
1.426298
Profitability
74.222222
Streak
4.948581
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 16:00
Expiration Time
2025-12-22 14:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 98411.6092 58324.1929 40087.4163 128835.9222 80014.5706 48821.3516
Total P&L (%) 98.4116 58.3242 40.0874 128.8359 80.0146 48.8214
Avg Daily Profit (%) 0.3779 0.224 0.1539 0.3184 0.226 0.1528
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -23935 -26090 -20262 -43778 -34502 -34327
Profit Factor 1.4263 1.4976 1.3528 1.3629 1.4474 1.2771
Total Trades 225 112 113 225 112 113
Winning Trades 167 86 81 167 86 81
Losing Trades 58 26 32 58 26 32
Profitability (%) 74.2222 76.7857 71.6814 74.2222 76.7857 71.6814
Ratio Avg Win / Avg Loss 0.4954 0.4528 0.5344 0.4733 0.4376 0.5045
Largest Winning Trade 10194 10194 7174 15736 15736 10371
Largest Losing Trade -15049 -15049 -14874 -25635 -17532 -25635
Avg Bars in Trades 109 100 117 109 100 117
Avg Bars in Winners 70 64 76 70 64 76
Avg Bars in Losers 219 217 221 219 217 221
Bars Traded 24545 11239 13306 24545 11239 13306
Profit Streak 4.9486 11.5423 4.9486 4.9486 11.5423 4.9486
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465434 374941 245534 433167 392546 256472
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737428400000,
    "first_datapoint_time": 1737623700000,
    "last_datapoint_time": 1759927500000,
    "evaluation_time": 1759928457427,
    "expiration_time": 1766407500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "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": [
        [
            98411.6092407392,
            58324.1929289078,
            40087.4163118314,
            128835.9221767981,
            80014.5705765986,
            48821.3516001996
        ],
        [
            98.411609,
            58.324193,
            40.087416,
            128.835922,
            80.014571,
            48.821352
        ],
        [
            0.377896,
            0.223962,
            0.153934,
            0.31839,
            0.225993,
            0.152784
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -23935,
            -26090,
            -20262,
            -43778,
            -34502,
            -34327
        ],
        [
            1.426298,
            1.497567,
            1.352781,
            1.362858,
            1.447383,
            1.277066
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            167,
            86,
            81,
            167,
            86,
            81
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            74.222222,
            76.785714,
            71.681416,
            74.222222,
            76.785714,
            71.681416
        ],
        [
            0.495361,
            0.452753,
            0.534432,
            0.473328,
            0.437581,
            0.50452
        ],
        [
            10194,
            10194,
            7174,
            15736,
            15736,
            10371
        ],
        [
            -15049,
            -15049,
            -14874,
            -25635,
            -17532,
            -25635
        ],
        [
            109,
            100,
            117,
            109,
            100,
            117
        ],
        [
            70,
            64,
            76,
            70,
            64,
            76
        ],
        [
            219,
            217,
            221,
            219,
            217,
            221
        ],
        [
            24545,
            11239,
            13306,
            24545,
            11239,
            13306
        ],
        [
            4.948581,
            11.542331,
            4.948581,
            4.948581,
            11.542331,
            4.948581
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465434,
            374941,
            245534,
            433167,
            392546,
            256472
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737428400000,
    "first_datapoint_time": 1737623700000,
    "last_datapoint_time": 1759927500000,
    "evaluation_time": 1759928457427,
    "expiration_time": 1766407500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "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)