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Trade: LTC/USDT/15/BBM/VWMA/4430

Strategy
LTC/USDT/15/BBM/VWMA/4430
Pair
LTC_USDT
Interval
15m
Score
354089
Daily Profit
0.281825
Profit Factor
1.202551
Profitability
51.273885
Streak
10.733008
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 14:50
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 73392.8476 50896.7691 22496.0785 64696.9818 41447.8303 23249.1515
Total P&L (%) 73.3928 50.8968 22.4961 64.697 41.4478 23.2492
Avg Daily Profit (%) 0.2818 0.1954 0.0864 0.1918 0.1332 0.0803
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66777 -30053 -52549 -72544 -34359 -55385
Profit Factor 1.2026 1.2532 1.1395 1.1817 1.2098 1.1467
Total Trades 314 157 157 314 157 157
Winning Trades 161 78 83 161 78 83
Losing Trades 153 79 74 153 79 74
Profitability (%) 51.2739 49.6815 52.8662 51.2739 49.6815 52.8662
Ratio Avg Win / Avg Loss 1.1428 1.2692 1.0159 1.123 1.2253 1.0224
Largest Winning Trade 15899 15899 11594 13119 12332 13119
Largest Losing Trade -16577 -16577 -14927 -13946 -13946 -13631
Avg Bars in Trades 78 75 81 78 75 81
Avg Bars in Winners 83 82 83 83 82 83
Avg Bars in Losers 73 68 79 73 68 79
Bars Traded 24717 11867 12850 24717 11867 12850
Profit Streak 10.733 10.7851 10.733 10.733 10.7851 10.733
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354089 229839 -149628 -11416 -17431 -149251

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": 1736360100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758887431903,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 2.96575
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "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": [
        [
            73392.8475738072,
            50896.7690668907,
            22496.0785069163,
            64696.9818148441,
            41447.8302795286,
            23249.1515353156
        ],
        [
            73.392848,
            50.896769,
            22.496079,
            64.696982,
            41.44783,
            23.249152
        ],
        [
            0.281825,
            0.195441,
            0.086384,
            0.191773,
            0.133243,
            0.080302
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66777,
            -30053,
            -52549,
            -72544,
            -34359,
            -55385
        ],
        [
            1.202551,
            1.253169,
            1.139465,
            1.181715,
            1.209777,
            1.146724
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            161,
            78,
            83,
            161,
            78,
            83
        ],
        [
            153,
            79,
            74,
            153,
            79,
            74
        ],
        [
            51.273885,
            49.681529,
            52.866242,
            51.273885,
            49.681529,
            52.866242
        ],
        [
            1.142797,
            1.269235,
            1.015908,
            1.122996,
            1.225287,
            1.022381
        ],
        [
            15899,
            15899,
            11594,
            13119,
            12332,
            13119
        ],
        [
            -16577,
            -16577,
            -14927,
            -13946,
            -13946,
            -13631
        ],
        [
            78,
            75,
            81,
            78,
            75,
            81
        ],
        [
            83,
            82,
            83,
            83,
            82,
            83
        ],
        [
            73,
            68,
            79,
            73,
            68,
            79
        ],
        [
            24717,
            11867,
            12850,
            24717,
            11867,
            12850
        ],
        [
            10.733008,
            10.785091,
            10.733008,
            10.733008,
            10.785091,
            10.733008
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354089,
            229839,
            -149628,
            -11416,
            -17431,
            -149251
        ]
    ]
}
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": 1736360100000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758887431903,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 2.96575
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "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)