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Trade: LTC/USDT/15/VWAP/KCB/7286

Strategy
LTC/USDT/15/VWAP/KCB/7286
Pair
LTC_USDT
Interval
15m
Score
435133
Daily Profit
0.324260
Profit Factor
1.430083
Profitability
72.037915
Streak
9.690873
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-26 19:34
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 84443.6814 52975.183 31468.4984 102163.6783 67877.275 34286.4033
Total P&L (%) 84.4437 52.9752 31.4685 102.1637 67.8773 34.2864
Avg Daily Profit (%) 0.3243 0.2034 0.1208 0.2707 0.1991 0.1133
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31319 -22112 -26067 -31451 -22234 -27366
Profit Factor 1.4301 1.6169 1.2849 1.4525 1.7082 1.2639
Total Trades 211 105 106 211 105 106
Winning Trades 152 79 73 152 79 73
Losing Trades 59 26 33 59 26 33
Profitability (%) 72.0379 75.2381 68.8679 72.0379 75.2381 68.8679
Ratio Avg Win / Avg Loss 0.5551 0.5322 0.5808 0.5638 0.5622 0.5713
Largest Winning Trade 10781 10781 8568 11862 11862 7559
Largest Losing Trade -22371 -12337 -22371 -23391 -10908 -23391
Avg Bars in Trades 115 109 121 115 109 121
Avg Bars in Winners 70 65 77 70 65 77
Avg Bars in Losers 231 246 220 231 246 220
Bars Traded 24446 11539 12907 24446 11539 12907
Profit Streak 9.6909 9.6909 12.545 9.6909 9.6909 12.545
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435133 352250 -33781 423574 393034 -43750

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": 1736433000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758904491454,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            84443.6814200249,
            52975.1829721606,
            31468.4984478643,
            102163.6782829032,
            67877.2750210575,
            34286.4032618458
        ],
        [
            84.443681,
            52.975183,
            31.468498,
            102.163678,
            67.877275,
            34.286403
        ],
        [
            0.32426,
            0.203422,
            0.120837,
            0.270663,
            0.199132,
            0.113268
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31319,
            -22112,
            -26067,
            -31451,
            -22234,
            -27366
        ],
        [
            1.430083,
            1.616929,
            1.284851,
            1.452498,
            1.708164,
            1.263889
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            152,
            79,
            73,
            152,
            79,
            73
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            72.037915,
            75.238095,
            68.867925,
            72.037915,
            75.238095,
            68.867925
        ],
        [
            0.555098,
            0.532154,
            0.580823,
            0.563799,
            0.562181,
            0.571347
        ],
        [
            10781,
            10781,
            8568,
            11862,
            11862,
            7559
        ],
        [
            -22371,
            -12337,
            -22371,
            -23391,
            -10908,
            -23391
        ],
        [
            115,
            109,
            121,
            115,
            109,
            121
        ],
        [
            70,
            65,
            77,
            70,
            65,
            77
        ],
        [
            231,
            246,
            220,
            231,
            246,
            220
        ],
        [
            24446,
            11539,
            12907,
            24446,
            11539,
            12907
        ],
        [
            9.690873,
            9.690873,
            12.54504,
            9.690873,
            9.690873,
            12.54504
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435133,
            352250,
            -33781,
            423574,
            393034,
            -43750
        ]
    ]
}
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": 1736433000000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758904491454,
    "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": "kcb",
        "factors": {
            "length": 229,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)