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Trade: LTC/USDT/15/VWAP/SWMA/4640

Strategy
LTC/USDT/15/VWAP/SWMA/4640
Pair
LTC_USDT
Interval
15m
Score
443428
Daily Profit
0.351760
Profit Factor
1.411691
Profitability
72.857143
Streak
6.462105
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-03 14:05
Expiration Time
2025-12-17 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 91605.461 46521.1345 45084.3265 115982.9596 58122.5645 57860.3952
Total P&L (%) 91.6055 46.5211 45.0843 115.983 58.1226 57.8604
Avg Daily Profit (%) 0.3518 0.1786 0.1731 0.2961 0.1761 0.1755
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24448 -26581 -20346 -38791 -31261 -29573
Profit Factor 1.4117 1.4014 1.4229 1.384 1.3638 1.4068
Total Trades 210 105 105 210 105 105
Winning Trades 153 78 75 153 78 75
Losing Trades 57 27 30 57 27 30
Profitability (%) 72.8571 74.2857 71.4286 72.8571 74.2857 71.4286
Ratio Avg Win / Avg Loss 0.5259 0.4851 0.5692 0.5156 0.4721 0.5627
Largest Winning Trade 10194 10194 7174 14140 14140 9452
Largest Losing Trade -15049 -15049 -14874 -17913 -15043 -17913
Avg Bars in Trades 115 107 122 115 107 122
Avg Bars in Winners 76 72 80 76 72 80
Avg Bars in Losers 219 208 229 219 208 229
Bars Traded 24213 11307 12906 24213 11307 12906
Profit Streak 6.4621 6.4621 21.1184 6.4621 6.4621 21.1184
Trades During Streak 4 2 7 4 2 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443428 279106 281119 420227 300692 312878
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736990100000,
    "first_datapoint_time": 1737182700000,
    "last_datapoint_time": 1759489200000,
    "evaluation_time": 1759489525921,
    "expiration_time": 1765969200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "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": [
        [
            91605.4609912334,
            46521.1345158001,
            45084.3264754333,
            115982.9596124971,
            58122.5644594194,
            57860.3951530776
        ],
        [
            91.605461,
            46.521135,
            45.084326,
            115.98296,
            58.122564,
            57.860395
        ],
        [
            0.35176,
            0.178639,
            0.173122,
            0.296125,
            0.176102,
            0.175463
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24448,
            -26581,
            -20346,
            -38791,
            -31261,
            -29573
        ],
        [
            1.411691,
            1.401356,
            1.422928,
            1.384041,
            1.363815,
            1.406757
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            153,
            78,
            75,
            153,
            78,
            75
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            72.857143,
            74.285714,
            71.428571,
            72.857143,
            74.285714,
            71.428571
        ],
        [
            0.525924,
            0.485085,
            0.569171,
            0.515623,
            0.47209,
            0.562703
        ],
        [
            10194,
            10194,
            7174,
            14140,
            14140,
            9452
        ],
        [
            -15049,
            -15049,
            -14874,
            -17913,
            -15043,
            -17913
        ],
        [
            115,
            107,
            122,
            115,
            107,
            122
        ],
        [
            76,
            72,
            80,
            76,
            72,
            80
        ],
        [
            219,
            208,
            229,
            219,
            208,
            229
        ],
        [
            24213,
            11307,
            12906,
            24213,
            11307,
            12906
        ],
        [
            6.462105,
            6.462105,
            21.118355,
            6.462106,
            6.462106,
            21.118356
        ],
        [
            4,
            2,
            7,
            4,
            2,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443428,
            279106,
            281119,
            420227,
            300692,
            312878
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736990100000,
    "first_datapoint_time": 1737182700000,
    "last_datapoint_time": 1759489200000,
    "evaluation_time": 1759489525921,
    "expiration_time": 1765969200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "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)