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Trade: LTC/USDT/120/T3/VWMA/8833

Strategy
LTC/USDT/120/T3/VWMA/8833
Pair
LTC_USDT
Interval
2h
Score
367344
Daily Profit
0.212605
Profit Factor
1.447732
Profitability
48.773006
Streak
29.163084
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 04:54
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 442749.5476 351702.2067 91047.3409 1109943.0792 1109840.1457 102.9335
Total P&L (%) 442.7495 351.7022 91.0473 1109.9431 1109.8401 0.1029
Avg Daily Profit (%) 0.2126 0.1689 0.0437 0.1198 0.1198 0
Buy And Hold Return (%) 89.6991 89.6991 89.6991 89.6991 89.6991 89.6991
Max Trade Drawdown -104145 -52708 -106525 -721061 -631929 -439769
Profit Factor 1.4477 1.7598 1.1731 1.2557 1.504 1
Total Trades 326 163 163 326 163 163
Winning Trades 159 81 78 159 81 78
Losing Trades 167 82 85 167 82 85
Profitability (%) 48.773 49.6933 47.8528 48.773 49.6933 47.8528
Ratio Avg Win / Avg Loss 1.5206 1.7815 1.2784 1.3189 1.5225 1.0898
Largest Winning Trade 46999 38567 46999 382577 382577 251792
Largest Losing Trade -53809 -32308 -53809 -439769 -310055 -439769
Avg Bars in Trades 75 82 69 75 82 69
Avg Bars in Winners 96 101 90 96 101 90
Avg Bars in Losers 56 62 50 56 62 50
Bars Traded 24760 13373 11388 24760 13373 11388
Profit Streak 29.1631 30.6631 0 29.1631 30.6631 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 367344 328265 -326260 -31087 -29512 -579529

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579514400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758851690451,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 72,
            "offset": 0,
            "a": 0.75479
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "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": [
        [
            442749.5475785822,
            351702.2066847255,
            91047.3408938567,
            1109943.0791834418,
            1109840.145733195,
            102.9334502466
        ],
        [
            442.749548,
            351.702207,
            91.047341,
            1109.943079,
            1109.840146,
            0.102933
        ],
        [
            0.212605,
            0.168885,
            0.04372,
            0.119791,
            0.119787,
            4.9e-5
        ],
        [
            89.699115,
            89.699115,
            89.699115,
            89.699115,
            89.699115,
            89.699115
        ],
        [
            -104145,
            -52708,
            -106525,
            -721061,
            -631929,
            -439769
        ],
        [
            1.447732,
            1.75976,
            1.173107,
            1.255741,
            1.503972,
            1.000048
        ],
        [
            326,
            163,
            163,
            326,
            163,
            163
        ],
        [
            159,
            81,
            78,
            159,
            81,
            78
        ],
        [
            167,
            82,
            85,
            167,
            82,
            85
        ],
        [
            48.773006,
            49.693252,
            47.852761,
            48.773006,
            49.693252,
            47.852761
        ],
        [
            1.520573,
            1.781485,
            1.278386,
            1.318923,
            1.52254,
            1.089796
        ],
        [
            46999,
            38567,
            46999,
            382577,
            382577,
            251792
        ],
        [
            -53809,
            -32308,
            -53809,
            -439769,
            -310055,
            -439769
        ],
        [
            75,
            82,
            69,
            75,
            82,
            69
        ],
        [
            96,
            101,
            90,
            96,
            101,
            90
        ],
        [
            56,
            62,
            50,
            56,
            62,
            50
        ],
        [
            24760,
            13373,
            11388,
            24760,
            13373,
            11388
        ],
        [
            29.163084,
            30.663084,
            0,
            29.163084,
            30.663084,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367344,
            328265,
            -326260,
            -31087,
            -29512,
            -579529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579514400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758851690451,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 72,
            "offset": 0,
            "a": 0.75479
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "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)