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Trade: LTC/USDT/15/VWAP/EMA/1580

Strategy
LTC/USDT/15/VWAP/EMA/1580
Pair
LTC_USDT
Interval
15m
Score
490391
Daily Profit
0.392178
Profit Factor
1.571516
Profitability
72.413793
Streak
9.579319
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 16:54
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 102130.9146 61433.3177 40697.5968 143078.6296 88935.5078 54143.1218
Total P&L (%) 102.1309 61.4333 40.6976 143.0786 88.9355 54.1431
Avg Daily Profit (%) 0.3922 0.2359 0.1563 0.3417 0.2446 0.1663
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30471 -19300 -22456 -30206 -23007 -31700
Profit Factor 1.5715 1.8464 1.3835 1.6065 1.9378 1.3838
Total Trades 203 101 102 203 101 102
Winning Trades 147 73 74 147 73 74
Losing Trades 56 28 28 56 28 28
Profitability (%) 72.4138 72.2772 72.549 72.4138 72.2772 72.549
Ratio Avg Win / Avg Loss 0.5987 0.7082 0.5235 0.612 0.7433 0.5236
Largest Winning Trade 10781 10781 8211 13242 13242 9333
Largest Losing Trade -22371 -10379 -22371 -23290 -12194 -23290
Avg Bars in Trades 120 114 126 120 114 126
Avg Bars in Winners 71 60 82 71 60 82
Avg Bars in Losers 249 254 244 249 254 244
Bars Traded 24446 11527 12919 24446 11527 12919
Profit Streak 9.5793 9.5793 12.4335 9.5793 9.5793 12.4335
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 490391 400087 255823 481564 429676 298685

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736444700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758894853167,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 242,
            "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": [
        [
            102130.9145535909,
            61433.3177168814,
            40697.5968367095,
            143078.6295926451,
            88935.5078144878,
            54143.1217781572
        ],
        [
            102.130915,
            61.433318,
            40.697597,
            143.07863,
            88.935508,
            54.143122
        ],
        [
            0.392178,
            0.235901,
            0.156277,
            0.341652,
            0.24461,
            0.166297
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30471,
            -19300,
            -22456,
            -30206,
            -23007,
            -31700
        ],
        [
            1.571516,
            1.846423,
            1.383499,
            1.606517,
            1.937805,
            1.383807
        ],
        [
            203,
            101,
            102,
            203,
            101,
            102
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            72.413793,
            72.277228,
            72.54902,
            72.413793,
            72.277228,
            72.54902
        ],
        [
            0.598673,
            0.708217,
            0.523486,
            0.612006,
            0.743268,
            0.523603
        ],
        [
            10781,
            10781,
            8211,
            13242,
            13242,
            9333
        ],
        [
            -22371,
            -10379,
            -22371,
            -23290,
            -12194,
            -23290
        ],
        [
            120,
            114,
            126,
            120,
            114,
            126
        ],
        [
            71,
            60,
            82,
            71,
            60,
            82
        ],
        [
            249,
            254,
            244,
            249,
            254,
            244
        ],
        [
            24446,
            11527,
            12919,
            24446,
            11527,
            12919
        ],
        [
            9.579319,
            9.579319,
            12.433486,
            9.579319,
            9.579319,
            12.433486
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            490391,
            400087,
            255823,
            481564,
            429676,
            298685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736444700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758894853167,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 242,
            "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)