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Trade: LTC/USDT/15/VWAP/ALMA/1665

Strategy
LTC/USDT/15/VWAP/ALMA/1665
Pair
LTC_USDT
Interval
15m
Score
424426
Daily Profit
0.305258
Profit Factor
1.676435
Profitability
71.134021
Streak
9.778919
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-07 02:41
Expiration Time
2025-12-21 01:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127293.8139 71345.7505 55948.0634 201251.0121 121165.7302 80085.2819
Total P&L (%) 127.2938 71.3458 55.9481 201.251 121.1657 80.0853
Avg Daily Profit (%) 0.4888 0.274 0.2148 0.4244 0.3053 0.2261
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42089 -23554 -22434 -44661 -30748 -39600
Profit Factor 1.6181 1.6143 1.6229 1.5957 1.6764 1.5046
Total Trades 194 97 97 194 97 97
Winning Trades 138 69 69 138 69 69
Losing Trades 56 28 28 56 28 28
Profitability (%) 71.134 71.134 71.134 71.134 71.134 71.134
Ratio Avg Win / Avg Loss 0.6566 0.6551 0.6586 0.6475 0.6803 0.6106
Largest Winning Trade 10983 10983 6379 22732 22732 14423
Largest Losing Trade -18056 -18056 -11939 -39600 -22485 -39600
Avg Bars in Trades 127 119 136 127 119 136
Avg Bars in Winners 84 77 91 84 77 91
Avg Bars in Losers 233 221 245 233 221 245
Bars Traded 24764 11571 13193 24764 11571 13193
Profit Streak 0.9873 9.7789 0.9873 0.9873 9.7789 0.9873
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364668 410479 196451 342638 424426 211068
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737294300000,
    "first_datapoint_time": 1737478800000,
    "last_datapoint_time": 1759793400000,
    "evaluation_time": 1759794098631,
    "expiration_time": 1766273400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 206,
            "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": [
        [
            127293.8139034766,
            71345.7505023975,
            55948.0634010792,
            201251.0121015535,
            121165.7301757027,
            80085.2819258507
        ],
        [
            127.293814,
            71.345751,
            55.948063,
            201.251012,
            121.16573,
            80.085282
        ],
        [
            0.488802,
            0.273964,
            0.214838,
            0.424358,
            0.305258,
            0.226144
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42089,
            -23554,
            -22434,
            -44661,
            -30748,
            -39600
        ],
        [
            1.618057,
            1.614277,
            1.622945,
            1.595695,
            1.676435,
            1.504575
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            71.134021,
            71.134021,
            71.134021,
            71.134021,
            71.134021,
            71.134021
        ],
        [
            0.656603,
            0.655069,
            0.658586,
            0.647529,
            0.680293,
            0.610552
        ],
        [
            10983,
            10983,
            6379,
            22732,
            22732,
            14423
        ],
        [
            -18056,
            -18056,
            -11939,
            -39600,
            -22485,
            -39600
        ],
        [
            127,
            119,
            136,
            127,
            119,
            136
        ],
        [
            84,
            77,
            91,
            84,
            77,
            91
        ],
        [
            233,
            221,
            245,
            233,
            221,
            245
        ],
        [
            24764,
            11571,
            13193,
            24764,
            11571,
            13193
        ],
        [
            0.987253,
            9.778919,
            0.987253,
            0.987253,
            9.778919,
            0.987253
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364668,
            410479,
            196451,
            342638,
            424426,
            211068
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737294300000,
    "first_datapoint_time": 1737478800000,
    "last_datapoint_time": 1759793400000,
    "evaluation_time": 1759794098631,
    "expiration_time": 1766273400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 206,
            "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)