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Trade: LTC/USDT/15/VWAP/ALMA/6052

Strategy
LTC/USDT/15/VWAP/ALMA/6052
Pair
LTC_USDT
Interval
15m
Score
494944
Daily Profit
0.531598
Profit Factor
1.689063
Profitability
74.874372
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 16:00
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 138438.6385 80365.0772 58073.5614 232021.5697 119328.3873 112693.1823
Total P&L (%) 138.4386 80.3651 58.0736 232.0216 119.3284 112.6932
Avg Daily Profit (%) 0.5316 0.3086 0.223 0.4619 0.302 0.2902
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52257 -29813 -35170 -45929 -31756 -31781
Profit Factor 1.6891 1.7719 1.6 1.9648 1.9142 2.0248
Total Trades 199 100 99 199 100 99
Winning Trades 149 78 71 149 78 71
Losing Trades 50 22 28 50 22 28
Profitability (%) 74.8744 78 71.7172 74.8744 78 71.7172
Ratio Avg Win / Avg Loss 0.5668 0.4998 0.631 0.6593 0.5399 0.7985
Largest Winning Trade 11294 11294 7624 20054 20054 19077
Largest Losing Trade -22010 -18301 -22010 -22686 -22665 -22686
Avg Bars in Trades 124 118 129 124 118 129
Avg Bars in Winners 81 80 81 81 80 81
Avg Bars in Losers 253 253 253 253 253 253
Bars Traded 24750 11882 12868 24750 11882 12868
Profit Streak 0 0 11.917 0 0 11.917
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494944 408809 351618 492643 416679 430443

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": 1736430300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891629426,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 226,
            "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": [
        [
            138438.6385440714,
            80365.0771687164,
            58073.5613753549,
            232021.5696567818,
            119328.3873219609,
            112693.1823348209
        ],
        [
            138.438639,
            80.365077,
            58.073561,
            232.02157,
            119.328387,
            112.693182
        ],
        [
            0.531598,
            0.308598,
            0.223,
            0.461869,
            0.302045,
            0.290214
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52257,
            -29813,
            -35170,
            -45929,
            -31756,
            -31781
        ],
        [
            1.689063,
            1.771895,
            1.599967,
            1.964775,
            1.914184,
            2.024828
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            149,
            78,
            71,
            149,
            78,
            71
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            74.874372,
            78,
            71.717172,
            74.874372,
            78,
            71.717172
        ],
        [
            0.5668,
            0.499765,
            0.630973,
            0.65932,
            0.539898,
            0.798524
        ],
        [
            11294,
            11294,
            7624,
            20054,
            20054,
            19077
        ],
        [
            -22010,
            -18301,
            -22010,
            -22686,
            -22665,
            -22686
        ],
        [
            124,
            118,
            129,
            124,
            118,
            129
        ],
        [
            81,
            80,
            81,
            81,
            80,
            81
        ],
        [
            253,
            253,
            253,
            253,
            253,
            253
        ],
        [
            24750,
            11882,
            12868,
            24750,
            11882,
            12868
        ],
        [
            0,
            0,
            11.917007,
            0,
            0,
            11.917007
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494944,
            408809,
            351618,
            492643,
            416679,
            430443
        ]
    ]
}
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": 1736430300000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758891629426,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 226,
            "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)