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Trade: LTC/USDT/15/VWMA/SMA/9912

Strategy
LTC/USDT/15/VWMA/SMA/9912
Pair
LTC_USDT
Interval
15m
Score
514807
Daily Profit
0.502941
Profit Factor
1.596175
Profitability
60.444444
Streak
4.363869
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-01 23:58
Expiration Time
2025-12-15 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 130975.9466 65568.301 65407.6456 218569.0043 115218.363 103350.6413
Total P&L (%) 130.9759 65.5683 65.4076 218.569 115.2184 103.3506
Avg Daily Profit (%) 0.5029 0.2518 0.2512 0.4459 0.2948 0.2729
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -34998 -21611 -24027 -31333 -23095 -22746
Profit Factor 1.5962 1.531 1.6797 1.6943 1.6509 1.7499
Total Trades 225 113 112 225 113 112
Winning Trades 136 70 66 136 70 66
Losing Trades 89 43 46 89 43 46
Profitability (%) 60.4444 61.9469 58.9286 60.4444 61.9469 58.9286
Ratio Avg Win / Avg Loss 1.0446 0.9405 1.1707 1.1087 1.0141 1.2196
Largest Winning Trade 11537 11537 11292 20714 20714 16847
Largest Losing Trade -17571 -17571 -9822 -18050 -18050 -15518
Avg Bars in Trades 109 104 113 109 104 113
Avg Bars in Winners 86 80 92 86 80 92
Avg Bars in Losers 144 143 144 144 143 144
Bars Traded 24566 11808 12758 24566 11808 12758
Profit Streak 4.3639 4.3639 13.6764 4.3639 4.3639 13.6764
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 514807 290871 393318 504650 393439 415909
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736852400000,
    "first_datapoint_time": 1736994600000,
    "last_datapoint_time": 1759351500000,
    "evaluation_time": 1759352338323,
    "expiration_time": 1765831500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 159,
            "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": [
        [
            130975.9466207252,
            65568.3009792213,
            65407.6456415039,
            218569.0043347258,
            115218.3630193359,
            103350.6413153899
        ],
        [
            130.975947,
            65.568301,
            65.407646,
            218.569004,
            115.218363,
            103.350641
        ],
        [
            0.502941,
            0.251779,
            0.251162,
            0.445914,
            0.294759,
            0.272917
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -34998,
            -21611,
            -24027,
            -31333,
            -23095,
            -22746
        ],
        [
            1.596175,
            1.531047,
            1.679744,
            1.694263,
            1.650932,
            1.749916
        ],
        [
            225,
            113,
            112,
            225,
            113,
            112
        ],
        [
            136,
            70,
            66,
            136,
            70,
            66
        ],
        [
            89,
            43,
            46,
            89,
            43,
            46
        ],
        [
            60.444444,
            61.946903,
            58.928571,
            60.444444,
            61.946903,
            58.928571
        ],
        [
            1.044556,
            0.940501,
            1.170731,
            1.108746,
            1.014144,
            1.219639
        ],
        [
            11537,
            11537,
            11292,
            20714,
            20714,
            16847
        ],
        [
            -17571,
            -17571,
            -9822,
            -18050,
            -18050,
            -15518
        ],
        [
            109,
            104,
            113,
            109,
            104,
            113
        ],
        [
            86,
            80,
            92,
            86,
            80,
            92
        ],
        [
            144,
            143,
            144,
            144,
            143,
            144
        ],
        [
            24566,
            11808,
            12758,
            24566,
            11808,
            12758
        ],
        [
            4.363869,
            4.363869,
            13.676369,
            4.363869,
            4.363869,
            13.676369
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514807,
            290871,
            393318,
            504650,
            393439,
            415909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736852400000,
    "first_datapoint_time": 1736994600000,
    "last_datapoint_time": 1759351500000,
    "evaluation_time": 1759352338323,
    "expiration_time": 1765831500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 159,
            "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)