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

Trade: LTC/USDT/15/VWMA/T3/8290

Strategy
LTC/USDT/15/VWMA/T3/8290
Pair
LTC_USDT
Interval
15m
Score
331737
Daily Profit
0.278126
Profit Factor
1.434965
Profitability
71.200000
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 12:30
Expiration Time
2025-12-20 11:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 72429.4492 43681.9365 28747.5127 79800.3237 45158.4542 34641.8695
Total P&L (%) 72.4294 43.6819 28.7475 79.8003 45.1585 34.6419
Avg Daily Profit (%) 0.2781 0.1677 0.1104 0.2255 0.1432 0.1143
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -47264 -38538 -21613 -41982 -37983 -24912
Profit Factor 1.435 1.5085 1.3566 1.4421 1.4951 1.388
Total Trades 125 62 63 125 62 63
Winning Trades 89 44 45 89 44 45
Losing Trades 36 18 18 36 18 18
Profitability (%) 71.2 70.9677 71.4286 71.2 70.9677 71.4286
Ratio Avg Win / Avg Loss 0.5804 0.6171 0.5427 0.5833 0.6116 0.5552
Largest Winning Trade 11581 11581 10634 13151 13151 9446
Largest Losing Trade -16846 -16846 -12206 -20323 -16874 -20323
Avg Bars in Trades 196 186 205 196 186 205
Avg Bars in Winners 147 146 147 147 146 147
Avg Bars in Losers 317 284 351 317 284 351
Bars Traded 24541 11581 12960 24541 11581 12960
Profit Streak 0 11.7815 0 0 11.7815 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331737 -146628 -195378 317127 -155797 -189469
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737243000000,
    "first_datapoint_time": 1737434700000,
    "last_datapoint_time": 1759742100000,
    "evaluation_time": 1759743018665,
    "expiration_time": 1766222100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 214,
            "offset": 0,
            "a": 0.68941
        }
    }
}
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": [
        [
            72429.4491931472,
            43681.9364935486,
            28747.5126995987,
            79800.3236835639,
            45158.4542287869,
            34641.869454777
        ],
        [
            72.429449,
            43.681936,
            28.747513,
            79.800324,
            45.158454,
            34.641869
        ],
        [
            0.278126,
            0.167736,
            0.110389,
            0.225535,
            0.1432,
            0.114284
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -47264,
            -38538,
            -21613,
            -41982,
            -37983,
            -24912
        ],
        [
            1.434965,
            1.508458,
            1.356637,
            1.442106,
            1.49511,
            1.387963
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            71.2,
            70.967742,
            71.428571,
            71.2,
            70.967742,
            71.428571
        ],
        [
            0.580435,
            0.617096,
            0.542655,
            0.583324,
            0.611636,
            0.555185
        ],
        [
            11581,
            11581,
            10634,
            13151,
            13151,
            9446
        ],
        [
            -16846,
            -16846,
            -12206,
            -20323,
            -16874,
            -20323
        ],
        [
            196,
            186,
            205,
            196,
            186,
            205
        ],
        [
            147,
            146,
            147,
            147,
            146,
            147
        ],
        [
            317,
            284,
            351,
            317,
            284,
            351
        ],
        [
            24541,
            11581,
            12960,
            24541,
            11581,
            12960
        ],
        [
            0,
            11.781466,
            0,
            0,
            11.781466,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331737,
            -146628,
            -195378,
            317127,
            -155797,
            -189469
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737243000000,
    "first_datapoint_time": 1737434700000,
    "last_datapoint_time": 1759742100000,
    "evaluation_time": 1759743018665,
    "expiration_time": 1766222100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 214,
            "offset": 0,
            "a": 0.68941
        }
    }
}

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)