← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: LTC/USDT/15/VWAP/WMA/1821

Strategy
LTC/USDT/15/VWAP/WMA/1821
Pair
LTC_USDT
Interval
15m
Score
517477
Daily Profit
0.594304
Profit Factor
1.940826
Profitability
72.625698
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 15:09
Expiration Time
2025-12-23 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 154768.6413 84743.0171 70025.6242 310006.6956 181948.5828 128058.1129
Total P&L (%) 154.7686 84.743 70.0256 310.0067 181.9486 128.0581
Avg Daily Profit (%) 0.5943 0.3254 0.2689 0.5433 0.3988 0.3171
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22071 -14629 -14662 -106709 -45890 -63567
Profit Factor 1.9408 1.9998 1.8781 1.7932 1.9445 1.6461
Total Trades 179 90 89 179 90 89
Winning Trades 130 68 62 130 68 62
Losing Trades 49 22 27 49 22 27
Profitability (%) 72.6257 75.5556 69.6629 72.6257 75.5556 69.6629
Ratio Avg Win / Avg Loss 0.7315 0.647 0.8179 0.6759 0.6291 0.7168
Largest Winning Trade 11647 11647 8599 33048 33048 30371
Largest Losing Trade -14629 -14629 -12246 -55045 -36729 -55045
Avg Bars in Trades 136 128 145 136 128 145
Avg Bars in Winners 93 91 94 93 91 94
Avg Bars in Losers 252 241 262 252 241 262
Bars Traded 24481 11534 12947 24481 11534 12947
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 517477 417471 364032 491521 436215 362738
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737512100000,
    "first_datapoint_time": 1737796500000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760011754323,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "offset": 105
        }
    }
}
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": [
        [
            154768.6413007807,
            84743.0171014901,
            70025.6241992905,
            310006.6956046816,
            181948.5827530239,
            128058.1128516575
        ],
        [
            154.768641,
            84.743017,
            70.025624,
            310.006696,
            181.948583,
            128.058113
        ],
        [
            0.594304,
            0.325409,
            0.268895,
            0.543289,
            0.398825,
            0.317079
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22071,
            -14629,
            -14662,
            -106709,
            -45890,
            -63567
        ],
        [
            1.940826,
            1.999835,
            1.878108,
            1.79315,
            1.94447,
            1.646077
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            130,
            68,
            62,
            130,
            68,
            62
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            72.625698,
            75.555556,
            69.662921,
            72.625698,
            75.555556,
            69.662921
        ],
        [
            0.731542,
            0.647006,
            0.817886,
            0.67588,
            0.629093,
            0.71684
        ],
        [
            11647,
            11647,
            8599,
            33048,
            33048,
            30371
        ],
        [
            -14629,
            -14629,
            -12246,
            -55045,
            -36729,
            -55045
        ],
        [
            136,
            128,
            145,
            136,
            128,
            145
        ],
        [
            93,
            91,
            94,
            93,
            91,
            94
        ],
        [
            252,
            241,
            262,
            252,
            241,
            262
        ],
        [
            24481,
            11534,
            12947,
            24481,
            11534,
            12947
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            517477,
            417471,
            364032,
            491521,
            436215,
            362738
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737512100000,
    "first_datapoint_time": 1737796500000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760011754323,
    "expiration_time": 1766491200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "offset": 105
        }
    }
}

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)