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

Trade: LTC/USDT/15/VWAP/SINWMA/8301

Strategy
LTC/USDT/15/VWAP/SINWMA/8301
Pair
LTC_USDT
Interval
15m
Score
309696
Daily Profit
0.264151
Profit Factor
1.278083
Profitability
69.090909
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-09 08:33
Expiration Time
2025-12-23 07:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68790.2135 43315.6044 25474.6091 69899.9759 47674.7732 22225.2027
Total P&L (%) 68.7902 43.3156 25.4746 69.9 47.6748 22.2252
Avg Daily Profit (%) 0.2642 0.1663 0.0978 0.2037 0.1498 0.0771
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27727 -28685 -21749 -39922 -33804 -28872
Profit Factor 1.2781 1.3548 1.2033 1.2158 1.2984 1.1354
Total Trades 220 110 110 220 110 110
Winning Trades 152 82 70 152 82 70
Losing Trades 68 28 40 68 28 40
Profitability (%) 69.0909 74.5455 63.6364 69.0909 74.5455 63.6364
Ratio Avg Win / Avg Loss 0.5718 0.4626 0.6876 0.5439 0.4434 0.6488
Largest Winning Trade 10194 10194 7655 12310 12310 8274
Largest Losing Trade -15049 -15049 -14874 -16682 -15282 -16682
Avg Bars in Trades 112 104 120 112 104 120
Avg Bars in Winners 72 72 72 72 72 72
Avg Bars in Losers 201 198 203 201 198 203
Bars Traded 24748 11505 13243 24748 11505 13243
Profit Streak 0 0 5.867 0 0 5.867
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309696 214573 -66783 280069 201983 -167407
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737487800000,
    "first_datapoint_time": 1737660600000,
    "last_datapoint_time": 1759986900000,
    "evaluation_time": 1759988006158,
    "expiration_time": 1766466900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "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": [
        [
            68790.2135317713,
            43315.6044094255,
            25474.6091223458,
            69899.9759298177,
            47674.7732188274,
            22225.2027109904
        ],
        [
            68.790214,
            43.315604,
            25.474609,
            69.899976,
            47.674773,
            22.225203
        ],
        [
            0.264151,
            0.16633,
            0.097821,
            0.20374,
            0.14981,
            0.077096
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27727,
            -28685,
            -21749,
            -39922,
            -33804,
            -28872
        ],
        [
            1.278083,
            1.354781,
            1.203338,
            1.215802,
            1.298446,
            1.135383
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            152,
            82,
            70,
            152,
            82,
            70
        ],
        [
            68,
            28,
            40,
            68,
            28,
            40
        ],
        [
            69.090909,
            74.545455,
            63.636364,
            69.090909,
            74.545455,
            63.636364
        ],
        [
            0.571774,
            0.462608,
            0.687622,
            0.543911,
            0.443372,
            0.64879
        ],
        [
            10194,
            10194,
            7655,
            12310,
            12310,
            8274
        ],
        [
            -15049,
            -15049,
            -14874,
            -16682,
            -15282,
            -16682
        ],
        [
            112,
            104,
            120,
            112,
            104,
            120
        ],
        [
            72,
            72,
            72,
            72,
            72,
            72
        ],
        [
            201,
            198,
            203,
            201,
            198,
            203
        ],
        [
            24748,
            11505,
            13243,
            24748,
            11505,
            13243
        ],
        [
            0,
            0,
            5.866969,
            0,
            0,
            5.866969
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309696,
            214573,
            -66783,
            280069,
            201983,
            -167407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737487800000,
    "first_datapoint_time": 1737660600000,
    "last_datapoint_time": 1759986900000,
    "evaluation_time": 1759988006158,
    "expiration_time": 1766466900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "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)