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Trade: LTC/USDT/5/VWMA/RMA/7032

Strategy
LTC/USDT/5/VWMA/RMA/7032
Pair
LTC_USDT
Interval
5m
Score
781485
Daily Profit
0.967263
Profit Factor
3.562582
Profitability
76.923077
Streak
7.079363
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 01:59
Expiration Time
2025-12-26 00:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119999.4307 48763.6003 71235.8304 200144.2491 69513.9729 130630.2763
Total P&L (%) 119.9994 48.7636 71.2358 200.1442 69.514 130.6303
Avg Daily Profit (%) 1.3823 0.5617 0.8206 1.2741 0.6098 0.9673
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -9934 -8022 -9934 -22265 -17523 -22265
Profit Factor 3.8769 4.6719 3.5056 3.57 3.584 3.5626
Total Trades 77 38 39 77 38 39
Winning Trades 54 24 30 54 24 30
Losing Trades 23 14 9 23 14 9
Profitability (%) 70.1299 63.1579 76.9231 70.1299 63.1579 76.9231
Ratio Avg Win / Avg Loss 1.6513 2.7253 1.0517 1.5205 2.0907 1.0688
Largest Winning Trade 39608 8713 39608 85153 12688 85153
Largest Losing Trade -9934 -6568 -9934 -22265 -14523 -22265
Avg Bars in Trades 317 297 336 317 297 336
Avg Bars in Winners 250 218 275 250 218 275
Avg Bars in Losers 474 432 539 474 432 539
Bars Traded 24428 11291 13137 24428 11291 13137
Profit Streak 5.2808 5.2808 7.0794 5.2808 5.2808 7.0794
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23419 639939 775398 -23738 676801 781485
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752723600000,
    "first_datapoint_time": 1752795000000,
    "last_datapoint_time": 1760223300000,
    "evaluation_time": 1760223556928,
    "expiration_time": 1766703300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 216,
            "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": [
        [
            119999.4307165397,
            48763.600286454,
            71235.8304300856,
            200144.2491403317,
            69513.9728647645,
            130630.2762755672
        ],
        [
            119.999431,
            48.7636,
            71.23583,
            200.144249,
            69.513973,
            130.630276
        ],
        [
            1.382323,
            0.561728,
            0.820595,
            1.274139,
            0.609806,
            0.967263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -9934,
            -8022,
            -9934,
            -22265,
            -17523,
            -22265
        ],
        [
            3.876941,
            4.671881,
            3.505614,
            3.569974,
            3.58398,
            3.562582
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            23,
            14,
            9,
            23,
            14,
            9
        ],
        [
            70.12987,
            63.157895,
            76.923077,
            70.12987,
            63.157895,
            76.923077
        ],
        [
            1.65129,
            2.725264,
            1.051684,
            1.520544,
            2.090655,
            1.068775
        ],
        [
            39608,
            8713,
            39608,
            85153,
            12688,
            85153
        ],
        [
            -9934,
            -6568,
            -9934,
            -22265,
            -14523,
            -22265
        ],
        [
            317,
            297,
            336,
            317,
            297,
            336
        ],
        [
            250,
            218,
            275,
            250,
            218,
            275
        ],
        [
            474,
            432,
            539,
            474,
            432,
            539
        ],
        [
            24428,
            11291,
            13137,
            24428,
            11291,
            13137
        ],
        [
            5.280751,
            5.280751,
            7.079363,
            5.280751,
            5.280751,
            7.079363
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23419,
            639939,
            775398,
            -23738,
            676801,
            781485
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752723600000,
    "first_datapoint_time": 1752795000000,
    "last_datapoint_time": 1760223300000,
    "evaluation_time": 1760223556928,
    "expiration_time": 1766703300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 216,
            "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)