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Trade: LTC/USDT/60/VWMA/MIDPRICE/4886

Strategy
LTC/USDT/60/VWMA/MIDPRICE/4886
Pair
LTC_USDT
Interval
1h
Score
309968
Daily Profit
0.170553
Profit Factor
1.230006
Profitability
47.316103
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 08:32
Expiration Time
2025-12-26 07:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 177659.5049 136474.4318 41185.0732 210436.8447 190774.513 19662.3318
Total P&L (%) 177.6595 136.4744 41.1851 210.4368 190.7745 19.6623
Avg Daily Profit (%) 0.1706 0.131 0.0395 0.1088 0.1025 0.0172
Buy And Hold Return (%) 24.0433 24.0433 24.0433 24.0433 24.0433 24.0433
Max Trade Drawdown -96328 -49952 -74997 -333425 -208548 -216300
Profit Factor 1.23 1.3619 1.1042 1.1016 1.1774 1.0197
Total Trades 503 252 251 503 252 251
Winning Trades 238 126 112 238 126 112
Losing Trades 265 126 139 265 126 139
Profitability (%) 47.3161 50 44.6215 47.3161 50 44.6215
Ratio Avg Win / Avg Loss 1.3695 1.3619 1.3704 1.2266 1.1774 1.2656
Largest Winning Trade 25987 25987 20850 98151 98151 68496
Largest Losing Trade -21825 -21825 -12134 -86669 -86669 -32354
Avg Bars in Trades 49 44 54 49 44 54
Avg Bars in Winners 58 51 67 58 51 67
Avg Bars in Losers 40 36 43 40 36 43
Bars Traded 24730 11094 13636 24730 11094 13636
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309968 -17776 -256155 -154918 -80708 -535754
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670245200000,
    "first_datapoint_time": 1671044400000,
    "last_datapoint_time": 1760245200000,
    "evaluation_time": 1760247151811,
    "expiration_time": 1766725200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "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": [
        [
            177659.504936741,
            136474.4317676641,
            41185.0731690769,
            210436.8447118223,
            190774.5129550704,
            19662.3317567518
        ],
        [
            177.659505,
            136.474432,
            41.185073,
            210.436845,
            190.774513,
            19.662332
        ],
        [
            0.170553,
            0.131015,
            0.039538,
            0.108809,
            0.10252,
            0.017234
        ],
        [
            24.043283,
            24.043283,
            24.043283,
            24.043283,
            24.043283,
            24.043283
        ],
        [
            -96328,
            -49952,
            -74997,
            -333425,
            -208548,
            -216300
        ],
        [
            1.230006,
            1.361921,
            1.104179,
            1.101592,
            1.177426,
            1.019738
        ],
        [
            503,
            252,
            251,
            503,
            252,
            251
        ],
        [
            238,
            126,
            112,
            238,
            126,
            112
        ],
        [
            265,
            126,
            139,
            265,
            126,
            139
        ],
        [
            47.316103,
            50,
            44.621514,
            47.316103,
            50,
            44.621514
        ],
        [
            1.369544,
            1.361921,
            1.370365,
            1.226563,
            1.177426,
            1.265568
        ],
        [
            25987,
            25987,
            20850,
            98151,
            98151,
            68496
        ],
        [
            -21825,
            -21825,
            -12134,
            -86669,
            -86669,
            -32354
        ],
        [
            49,
            44,
            54,
            49,
            44,
            54
        ],
        [
            58,
            51,
            67,
            58,
            51,
            67
        ],
        [
            40,
            36,
            43,
            40,
            36,
            43
        ],
        [
            24730,
            11094,
            13636,
            24730,
            11094,
            13636
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309968,
            -17776,
            -256155,
            -154918,
            -80708,
            -535754
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670245200000,
    "first_datapoint_time": 1671044400000,
    "last_datapoint_time": 1760245200000,
    "evaluation_time": 1760247151811,
    "expiration_time": 1766725200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "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)