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Trade: LTC/USDT/15/VWAP/DCM/2310

Strategy
LTC/USDT/15/VWAP/DCM/2310
Pair
LTC_USDT
Interval
15m
Score
319641
Daily Profit
0.295248
Profit Factor
1.333397
Profitability
67.391304
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 09:14
Expiration Time
2025-12-23 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 76888.4423 47456.0059 29432.4364 80503.6196 47886.9356 32616.684
Total P&L (%) 76.8884 47.456 29.4324 80.5036 47.8869 32.6167
Avg Daily Profit (%) 0.2952 0.1822 0.113 0.227 0.1504 0.1085
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42902 -22519 -25231 -54743 -31959 -28044
Profit Factor 1.3334 1.4055 1.2591 1.2702 1.3176 1.2216
Total Trades 184 92 92 184 92 92
Winning Trades 124 60 64 124 60 64
Losing Trades 60 32 28 60 32 28
Profitability (%) 67.3913 65.2174 69.5652 67.3913 65.2174 69.5652
Ratio Avg Win / Avg Loss 0.6452 0.7496 0.5509 0.6146 0.7027 0.5344
Largest Winning Trade 9655 9655 7228 16910 16910 14763
Largest Losing Trade -15766 -15766 -15024 -20938 -20938 -17615
Avg Bars in Trades 134 121 147 134 121 147
Avg Bars in Winners 84 82 85 84 82 85
Avg Bars in Losers 237 193 288 237 193 288
Bars Traded 24720 11169 13551 24720 11169 13551
Profit Streak 0 0 4.7812 0 0 4.7812
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319641 198646 -45487 284748 170895 -51514
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737490500000,
    "first_datapoint_time": 1737703800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759990493165,
    "expiration_time": 1766469600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "offset": 102
        }
    }
}
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": [
        [
            76888.4422982007,
            47456.0058743361,
            29432.4364238647,
            80503.6196025669,
            47886.9355612413,
            32616.6840413256
        ],
        [
            76.888442,
            47.456006,
            29.432436,
            80.50362,
            47.886936,
            32.616684
        ],
        [
            0.295248,
            0.182229,
            0.113019,
            0.227037,
            0.150362,
            0.108458
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42902,
            -22519,
            -25231,
            -54743,
            -31959,
            -28044
        ],
        [
            1.333397,
            1.405483,
            1.259122,
            1.270193,
            1.317645,
            1.221591
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            124,
            60,
            64,
            124,
            60,
            64
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            67.391304,
            65.217391,
            69.565217,
            67.391304,
            65.217391,
            69.565217
        ],
        [
            0.645192,
            0.749591,
            0.550866,
            0.614609,
            0.702744,
            0.534446
        ],
        [
            9655,
            9655,
            7228,
            16910,
            16910,
            14763
        ],
        [
            -15766,
            -15766,
            -15024,
            -20938,
            -20938,
            -17615
        ],
        [
            134,
            121,
            147,
            134,
            121,
            147
        ],
        [
            84,
            82,
            85,
            84,
            82,
            85
        ],
        [
            237,
            193,
            288,
            237,
            193,
            288
        ],
        [
            24720,
            11169,
            13551,
            24720,
            11169,
            13551
        ],
        [
            0,
            0,
            4.781171,
            0,
            0,
            4.781171
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319641,
            198646,
            -45487,
            284748,
            170895,
            -51514
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737490500000,
    "first_datapoint_time": 1737703800000,
    "last_datapoint_time": 1759989600000,
    "evaluation_time": 1759990493165,
    "expiration_time": 1766469600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 136,
            "offset": 102
        }
    }
}

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)