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Trade: LTC/USDT/15/LINREG/VWMA/1852

Strategy
LTC/USDT/15/LINREG/VWMA/1852
Pair
LTC_USDT
Interval
15m
Score
346031
Daily Profit
0.394055
Profit Factor
1.401309
Profitability
61.276596
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 09:16
Expiration Time
2025-12-19 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102619.7618 63837.4835 38782.2783 121118.4502 76594.2134 44524.2368
Total P&L (%) 102.6198 63.8375 38.7823 121.1185 76.5942 44.5242
Avg Daily Profit (%) 0.3941 0.2451 0.1489 0.3052 0.2186 0.1415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29051 -29437 -16947 -36547 -37650 -35953
Profit Factor 1.4013 1.4486 1.342 1.3334 1.3989 1.26
Total Trades 235 117 118 235 117 118
Winning Trades 144 74 70 144 74 70
Losing Trades 91 43 48 91 43 48
Profitability (%) 61.2766 63.2479 59.322 61.2766 63.2479 59.322
Ratio Avg Win / Avg Loss 0.8855 0.8417 0.9202 0.8426 0.8129 0.864
Largest Winning Trade 18168 18168 7891 22862 22862 17946
Largest Losing Trade -28851 -28851 -12090 -31721 -31721 -27634
Avg Bars in Trades 105 105 104 105 105 104
Avg Bars in Winners 88 94 82 88 94 82
Avg Bars in Losers 131 125 136 131 125 136
Bars Traded 24698 12375 12323 24698 12375 12323
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 346031 251988 60193 303741 247690 -8192
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737144900000,
    "first_datapoint_time": 1737307800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759645018324,
    "expiration_time": 1766124000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "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": [
        [
            102619.761753444,
            63837.4834791105,
            38782.2782743333,
            121118.4502339853,
            76594.213398065,
            44524.2368359203
        ],
        [
            102.619762,
            63.837483,
            38.782278,
            121.11845,
            76.594213,
            44.524237
        ],
        [
            0.394055,
            0.245133,
            0.148922,
            0.305176,
            0.218611,
            0.141517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29051,
            -29437,
            -16947,
            -36547,
            -37650,
            -35953
        ],
        [
            1.401309,
            1.448569,
            1.341997,
            1.333392,
            1.3989,
            1.259953
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            144,
            74,
            70,
            144,
            74,
            70
        ],
        [
            91,
            43,
            48,
            91,
            43,
            48
        ],
        [
            61.276596,
            63.247863,
            59.322034,
            61.276596,
            63.247863,
            59.322034
        ],
        [
            0.885549,
            0.841736,
            0.920227,
            0.84263,
            0.812874,
            0.863968
        ],
        [
            18168,
            18168,
            7891,
            22862,
            22862,
            17946
        ],
        [
            -28851,
            -28851,
            -12090,
            -31721,
            -31721,
            -27634
        ],
        [
            105,
            105,
            104,
            105,
            105,
            104
        ],
        [
            88,
            94,
            82,
            88,
            94,
            82
        ],
        [
            131,
            125,
            136,
            131,
            125,
            136
        ],
        [
            24698,
            12375,
            12323,
            24698,
            12375,
            12323
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346031,
            251988,
            60193,
            303741,
            247690,
            -8192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737144900000,
    "first_datapoint_time": 1737307800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759645018324,
    "expiration_time": 1766124000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "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)