← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: LTC/USDT/15/MIDPRICE/VWMA/9823

Strategy
LTC/USDT/15/MIDPRICE/VWMA/9823
Pair
LTC_USDT
Interval
15m
Score
339535
Daily Profit
0.352745
Profit Factor
1.386368
Profitability
66.789668
Streak
3.051086
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 01:28
Expiration Time
2025-12-14 00:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 91861.7709 43596.1245 48265.6464 116526.0917 53017.5745 63508.5172
Total P&L (%) 91.8618 43.5961 48.2656 116.5261 53.0176 63.5085
Avg Daily Profit (%) 0.3527 0.1674 0.1853 0.2971 0.1635 0.189
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26017 -21405 -22694 -50146 -33803 -38064
Profit Factor 1.3864 1.3581 1.4161 1.3121 1.276 1.3503
Total Trades 271 136 135 271 136 135
Winning Trades 181 96 85 181 96 85
Losing Trades 90 40 50 90 40 50
Profitability (%) 66.7897 70.5882 62.963 66.7897 70.5882 62.963
Ratio Avg Win / Avg Loss 0.6894 0.5659 0.833 0.6524 0.5317 0.7943
Largest Winning Trade 9617 9617 7979 15351 15351 10587
Largest Losing Trade -14701 -14231 -14701 -24473 -24473 -24104
Avg Bars in Trades 89 88 90 89 88 90
Avg Bars in Winners 53 55 51 53 55 51
Avg Bars in Losers 161 168 156 161 168 156
Bars Traded 24307 12058 12249 24307 12058 12249
Profit Streak 3.0511 3.0511 10.3115 3.0511 3.0511 10.3115
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339535 150901 243402 306068 159370 268031
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736685000000,
    "first_datapoint_time": 1736901000000,
    "last_datapoint_time": 1759184100000,
    "evaluation_time": 1759184913832,
    "expiration_time": 1765664100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "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": [
        [
            91861.7709013715,
            43596.1244895496,
            48265.6464118218,
            116526.0917265398,
            53017.5744921338,
            63508.5172344061
        ],
        [
            91.861771,
            43.596124,
            48.265646,
            116.526092,
            53.017574,
            63.508517
        ],
        [
            0.352745,
            0.167407,
            0.185338,
            0.297092,
            0.163478,
            0.188987
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26017,
            -21405,
            -22694,
            -50146,
            -33803,
            -38064
        ],
        [
            1.386368,
            1.358079,
            1.416057,
            1.312084,
            1.276003,
            1.350314
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            181,
            96,
            85,
            181,
            96,
            85
        ],
        [
            90,
            40,
            50,
            90,
            40,
            50
        ],
        [
            66.789668,
            70.588235,
            62.962963,
            66.789668,
            70.588235,
            62.962963
        ],
        [
            0.689354,
            0.565866,
            0.832975,
            0.652417,
            0.531668,
            0.794302
        ],
        [
            9617,
            9617,
            7979,
            15351,
            15351,
            10587
        ],
        [
            -14701,
            -14231,
            -14701,
            -24473,
            -24473,
            -24104
        ],
        [
            89,
            88,
            90,
            89,
            88,
            90
        ],
        [
            53,
            55,
            51,
            53,
            55,
            51
        ],
        [
            161,
            168,
            156,
            161,
            168,
            156
        ],
        [
            24307,
            12058,
            12249,
            24307,
            12058,
            12249
        ],
        [
            3.051086,
            3.051086,
            10.311503,
            3.051086,
            3.051086,
            10.311503
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339535,
            150901,
            243402,
            306068,
            159370,
            268031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736685000000,
    "first_datapoint_time": 1736901000000,
    "last_datapoint_time": 1759184100000,
    "evaluation_time": 1759184913832,
    "expiration_time": 1765664100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "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)