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Trade: LTC/USDT/15/VWAP/RMA/9944

Strategy
LTC/USDT/15/VWAP/RMA/9944
Pair
LTC_USDT
Interval
15m
Score
410927
Daily Profit
0.311961
Profit Factor
1.392684
Profitability
68.333333
Streak
7.272063
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 09:31
Expiration Time
2025-12-19 08:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81240.9344 39491.4556 41749.4788 98890.6076 50274.1282 48616.4794
Total P&L (%) 81.2409 39.4915 41.7495 98.8906 50.2741 48.6165
Avg Daily Profit (%) 0.312 0.1516 0.1603 0.2644 0.1565 0.1523
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20533 -20692 -17241 -22272 -23067 -25654
Profit Factor 1.3927 1.366 1.4218 1.3616 1.3547 1.3691
Total Trades 240 120 120 240 120 120
Winning Trades 164 87 77 164 87 77
Losing Trades 76 33 43 76 33 43
Profitability (%) 68.3333 72.5 64.1667 68.3333 72.5 64.1667
Ratio Avg Win / Avg Loss 0.6454 0.5181 0.794 0.631 0.5139 0.7646
Largest Winning Trade 9234 9234 8568 13295 13295 10940
Largest Losing Trade -14874 -13490 -14874 -19542 -17656 -19542
Avg Bars in Trades 102 99 104 102 99 104
Avg Bars in Winners 71 67 75 71 67 75
Avg Bars in Losers 167 181 157 167 181 157
Bars Traded 24480 11882 12598 24480 11882 12598
Profit Streak 7.2721 7.2721 7.345 7.2721 7.2721 7.345
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410927 232972 206189 389459 266278 214095
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737145800000,
    "first_datapoint_time": 1737229500000,
    "last_datapoint_time": 1759644900000,
    "evaluation_time": 1759645906273,
    "expiration_time": 1766124900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 94,
            "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": [
        [
            81240.9343686508,
            39491.4556000697,
            41749.4787685811,
            98890.6075923038,
            50274.1282421665,
            48616.4793501373
        ],
        [
            81.240934,
            39.491456,
            41.749479,
            98.890608,
            50.274128,
            48.616479
        ],
        [
            0.311961,
            0.151645,
            0.160316,
            0.264378,
            0.15652,
            0.152254
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20533,
            -20692,
            -17241,
            -22272,
            -23067,
            -25654
        ],
        [
            1.392684,
            1.365993,
            1.421779,
            1.361648,
            1.354722,
            1.369101
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            164,
            87,
            77,
            164,
            87,
            77
        ],
        [
            76,
            33,
            43,
            76,
            33,
            43
        ],
        [
            68.333333,
            72.5,
            64.166667,
            68.333333,
            72.5,
            64.166667
        ],
        [
            0.64539,
            0.518135,
            0.793981,
            0.631008,
            0.51386,
            0.764563
        ],
        [
            9234,
            9234,
            8568,
            13295,
            13295,
            10940
        ],
        [
            -14874,
            -13490,
            -14874,
            -19542,
            -17656,
            -19542
        ],
        [
            102,
            99,
            104,
            102,
            99,
            104
        ],
        [
            71,
            67,
            75,
            71,
            67,
            75
        ],
        [
            167,
            181,
            157,
            167,
            181,
            157
        ],
        [
            24480,
            11882,
            12598,
            24480,
            11882,
            12598
        ],
        [
            7.272063,
            7.272063,
            7.34498,
            7.272063,
            7.272063,
            7.34498
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410927,
            232972,
            206189,
            389459,
            266278,
            214095
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737145800000,
    "first_datapoint_time": 1737229500000,
    "last_datapoint_time": 1759644900000,
    "evaluation_time": 1759645906273,
    "expiration_time": 1766124900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 94,
            "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)