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Trade: LTC/USDT/30/VWMA/RMA/7642

Strategy
LTC/USDT/30/VWMA/RMA/7642
Pair
LTC_USDT
Interval
30m
Score
425169
Daily Profit
0.173190
Profit Factor
2.207241
Profitability
65.853659
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-27 22:05
Expiration Time
2025-12-08 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141784.3115 97983.523 43800.7885 177818.1954 146266.2405 31551.9549
Total P&L (%) 141.7843 97.9835 43.8008 177.8182 146.2662 31.552
Avg Daily Profit (%) 0.2722 0.1881 0.0841 0.1964 0.1732 0.0527
Buy And Hold Return (%) 21.7955 21.7955 21.7955 21.7955 21.7955 21.7955
Max Trade Drawdown -43737 -16129 -43470 -146888 -58979 -121683
Profit Factor 1.8538 2.7394 1.3991 1.4658 2.2072 1.1211
Total Trades 82 41 41 82 41 41
Winning Trades 50 27 23 50 27 23
Losing Trades 32 14 18 32 14 18
Profitability (%) 60.9756 65.8537 56.0976 60.9756 65.8537 56.0976
Ratio Avg Win / Avg Loss 1.1864 1.4205 1.095 0.9381 1.1445 0.8774
Largest Winning Trade 36263 36263 22223 73108 73108 59267
Largest Losing Trade -43470 -10942 -43470 -81880 -32783 -81880
Avg Bars in Trades 300 288 312 300 288 312
Avg Bars in Winners 228 221 237 228 221 237
Avg Bars in Losers 411 417 407 411 417 407
Bars Traded 24626 11819 12807 24626 11819 12807
Profit Streak 7.0456 0 8.5456 7.0456 0 8.5456
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 120716 409538 -85882 2097 425169 -237174
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714176000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758999939924,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 201,
            "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": [
        [
            141784.3115231996,
            97983.5230464659,
            43800.7884767336,
            177818.1953751257,
            146266.2404523935,
            31551.9549227324
        ],
        [
            141.784312,
            97.983523,
            43.800788,
            177.818195,
            146.26624,
            31.551955
        ],
        [
            0.272228,
            0.18813,
            0.084098,
            0.196379,
            0.17319,
            0.052667
        ],
        [
            21.795455,
            21.795455,
            21.795455,
            21.795455,
            21.795455,
            21.795455
        ],
        [
            -43737,
            -16129,
            -43470,
            -146888,
            -58979,
            -121683
        ],
        [
            1.853783,
            2.73944,
            1.399149,
            1.4658,
            2.207241,
            1.121079
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            60.97561,
            65.853659,
            56.097561,
            60.97561,
            65.853659,
            56.097561
        ],
        [
            1.186421,
            1.42045,
            1.094986,
            0.938112,
            1.144495,
            0.877366
        ],
        [
            36263,
            36263,
            22223,
            73108,
            73108,
            59267
        ],
        [
            -43470,
            -10942,
            -43470,
            -81880,
            -32783,
            -81880
        ],
        [
            300,
            288,
            312,
            300,
            288,
            312
        ],
        [
            228,
            221,
            237,
            228,
            221,
            237
        ],
        [
            411,
            417,
            407,
            411,
            417,
            407
        ],
        [
            24626,
            11819,
            12807,
            24626,
            11819,
            12807
        ],
        [
            7.045601,
            0,
            8.545601,
            7.045601,
            0,
            8.545601
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            120716,
            409538,
            -85882,
            2097,
            425169,
            -237174
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1713727800000,
    "first_datapoint_time": 1714176000000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758999939924,
    "expiration_time": 1765206000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 201,
            "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)