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Trade: LTC/USDT/15/VWAP/ALMA/6208

Strategy
LTC/USDT/15/VWAP/ALMA/6208
Pair
LTC_USDT
Interval
15m
Score
348740
Daily Profit
0.305374
Profit Factor
1.393858
Profitability
70.108696
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 05:24
Expiration Time
2025-12-20 04:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 79525.5888 48764.4521 30761.1367 90456.3449 57251.5455 33204.7994
Total P&L (%) 79.5256 48.7645 30.7611 90.4563 57.2515 33.2048
Avg Daily Profit (%) 0.3054 0.1873 0.1181 0.2477 0.174 0.1102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -36339 -23314 -21267 -47678 -27632 -24774
Profit Factor 1.3939 1.4764 1.309 1.3425 1.4425 1.2465
Total Trades 184 92 92 184 92 92
Winning Trades 129 67 62 129 67 62
Losing Trades 55 25 30 55 25 30
Profitability (%) 70.1087 72.8261 67.3913 70.1087 72.8261 67.3913
Ratio Avg Win / Avg Loss 0.5943 0.5509 0.6334 0.5724 0.5383 0.6032
Largest Winning Trade 10716 10716 7404 17342 17342 15595
Largest Losing Trade -17146 -17146 -12126 -19239 -17665 -19239
Avg Bars in Trades 134 126 142 134 126 142
Avg Bars in Winners 86 89 83 86 89 83
Avg Bars in Losers 246 226 263 246 226 263
Bars Traded 24751 11680 13071 24751 11680 13071
Profit Streak 0 8.6212 0 0 8.6212 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348740 295846 -39054 319705 305676 -49835
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737217800000,
    "first_datapoint_time": 1737431100000,
    "last_datapoint_time": 1759716900000,
    "evaluation_time": 1759717471883,
    "expiration_time": 1766196900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 238,
            "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": [
        [
            79525.5887923261,
            48764.4521021949,
            30761.1366901312,
            90456.3449023698,
            57251.5455105906,
            33204.7993917791
        ],
        [
            79.525589,
            48.764452,
            30.761137,
            90.456345,
            57.251546,
            33.204799
        ],
        [
            0.305374,
            0.187253,
            0.118121,
            0.247696,
            0.173977,
            0.110159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -36339,
            -23314,
            -21267,
            -47678,
            -27632,
            -24774
        ],
        [
            1.393858,
            1.47635,
            1.309022,
            1.342548,
            1.442514,
            1.246525
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            129,
            67,
            62,
            129,
            67,
            62
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            70.108696,
            72.826087,
            67.391304,
            70.108696,
            72.826087,
            67.391304
        ],
        [
            0.59428,
            0.550877,
            0.633398,
            0.572404,
            0.538251,
            0.603157
        ],
        [
            10716,
            10716,
            7404,
            17342,
            17342,
            15595
        ],
        [
            -17146,
            -17146,
            -12126,
            -19239,
            -17665,
            -19239
        ],
        [
            134,
            126,
            142,
            134,
            126,
            142
        ],
        [
            86,
            89,
            83,
            86,
            89,
            83
        ],
        [
            246,
            226,
            263,
            246,
            226,
            263
        ],
        [
            24751,
            11680,
            13071,
            24751,
            11680,
            13071
        ],
        [
            0,
            8.621202,
            0,
            0,
            8.621202,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348740,
            295846,
            -39054,
            319705,
            305676,
            -49835
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737217800000,
    "first_datapoint_time": 1737431100000,
    "last_datapoint_time": 1759716900000,
    "evaluation_time": 1759717471883,
    "expiration_time": 1766196900000,
    "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": 238,
            "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)