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Trade: LTC/USDT/15/MIDPRICE/VWMA/1447

Strategy
LTC/USDT/15/MIDPRICE/VWMA/1447
Pair
LTC_USDT
Interval
15m
Score
321273
Daily Profit
0.298446
Profit Factor
1.301162
Profitability
63.385827
Streak
3.665109
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 16:12
Expiration Time
2025-12-14 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 77721.2077 38121.2424 39599.9653 84161.1356 37144.3143 47016.8212
Total P&L (%) 77.7212 38.1212 39.6 84.1611 37.1443 47.0168
Avg Daily Profit (%) 0.2984 0.1464 0.1521 0.2348 0.1214 0.1481
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42872 -22002 -36331 -66743 -36903 -53413
Profit Factor 1.3012 1.2702 1.3385 1.2316 1.1854 1.2884
Total Trades 254 127 127 254 127 127
Winning Trades 161 80 81 161 80 81
Losing Trades 93 47 46 93 47 46
Profitability (%) 63.3858 62.9921 63.7795 63.3858 62.9921 63.7795
Ratio Avg Win / Avg Loss 0.7516 0.7463 0.7601 0.7114 0.6964 0.7317
Largest Winning Trade 9579 9579 7269 10193 10193 9946
Largest Losing Trade -16159 -16159 -15030 -25477 -20165 -25477
Avg Bars in Trades 96 94 98 96 94 98
Avg Bars in Winners 66 63 69 66 63 69
Avg Bars in Losers 148 146 149 148 146 149
Bars Traded 24485 11961 12524 24485 11961 12524
Profit Streak 3.6651 3.6651 6.2068 3.6651 3.6651 6.2068
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321273 -2239 193027 286374 -52157 113520
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736738100000,
    "first_datapoint_time": 1736911800000,
    "last_datapoint_time": 1759237200000,
    "evaluation_time": 1759237965432,
    "expiration_time": 1765717200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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": [
        [
            77721.2076832607,
            38121.2423782059,
            39599.9653050548,
            84161.1355560565,
            37144.3143224468,
            47016.8212336096
        ],
        [
            77.721208,
            38.121242,
            39.599965,
            84.161136,
            37.144314,
            47.016821
        ],
        [
            0.298446,
            0.146384,
            0.152062,
            0.234758,
            0.121364,
            0.148092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42872,
            -22002,
            -36331,
            -66743,
            -36903,
            -53413
        ],
        [
            1.301162,
            1.270218,
            1.338474,
            1.23161,
            1.185417,
            1.288366
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            63.385827,
            62.992126,
            63.779528,
            63.385827,
            62.992126,
            63.779528
        ],
        [
            0.751603,
            0.746253,
            0.760121,
            0.711427,
            0.696433,
            0.731665
        ],
        [
            9579,
            9579,
            7269,
            10193,
            10193,
            9946
        ],
        [
            -16159,
            -16159,
            -15030,
            -25477,
            -20165,
            -25477
        ],
        [
            96,
            94,
            98,
            96,
            94,
            98
        ],
        [
            66,
            63,
            69,
            66,
            63,
            69
        ],
        [
            148,
            146,
            149,
            148,
            146,
            149
        ],
        [
            24485,
            11961,
            12524,
            24485,
            11961,
            12524
        ],
        [
            3.665109,
            3.665109,
            6.206776,
            3.665109,
            3.665109,
            6.206776
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321273,
            -2239,
            193027,
            286374,
            -52157,
            113520
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736738100000,
    "first_datapoint_time": 1736911800000,
    "last_datapoint_time": 1759237200000,
    "evaluation_time": 1759237965432,
    "expiration_time": 1765717200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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)