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Trade: LTC/USDT/15/VWMA/DCM/4404

Strategy
LTC/USDT/15/VWMA/DCM/4404
Pair
LTC_USDT
Interval
15m
Score
300529
Daily Profit
0.281357
Profit Factor
1.321428
Profitability
65.822785
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 23:15
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 73271.0808 47350.837 25920.2438 72347.2939 42119.1047 30228.1893
Total P&L (%) 73.2711 47.3508 25.9202 72.3473 42.1191 30.2282
Avg Daily Profit (%) 0.2814 0.1818 0.0995 0.2092 0.1351 0.1015
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70820 -30335 -48564 -52544 -24128 -35584
Profit Factor 1.3214 1.4374 1.2166 1.3971 1.4887 1.3149
Total Trades 158 79 79 158 79 79
Winning Trades 104 55 49 104 55 49
Losing Trades 54 24 30 54 24 30
Profitability (%) 65.8228 69.6203 62.0253 65.8228 69.6203 62.0253
Ratio Avg Win / Avg Loss 0.6861 0.6272 0.7448 0.7254 0.6496 0.805
Largest Winning Trade 12811 12811 7871 11000 11000 10685
Largest Losing Trade -23268 -19150 -23268 -21939 -12333 -21939
Avg Bars in Trades 156 145 167 156 145 167
Avg Bars in Winners 113 111 114 113 111 114
Avg Bars in Losers 240 222 253 240 222 253
Bars Traded 24730 11488 13242 24730 11488 13242
Profit Streak 0 0 15.3443 0 0 15.3443
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300529 -20378 -90693 294994 -40716 -87124
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": 1736424900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759004146107,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "offset": 95
        }
    }
}
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": [
        [
            73271.0807565216,
            47350.8369616689,
            25920.2437948527,
            72347.2939484151,
            42119.1046676462,
            30228.1892807689
        ],
        [
            73.271081,
            47.350837,
            25.920244,
            72.347294,
            42.119105,
            30.228189
        ],
        [
            0.281357,
            0.181825,
            0.099532,
            0.209243,
            0.135064,
            0.101471
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70820,
            -30335,
            -48564,
            -52544,
            -24128,
            -35584
        ],
        [
            1.321428,
            1.437357,
            1.216563,
            1.397127,
            1.488739,
            1.314885
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            104,
            55,
            49,
            104,
            55,
            49
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            65.822785,
            69.620253,
            62.025316,
            65.822785,
            69.620253,
            62.025316
        ],
        [
            0.686126,
            0.62721,
            0.744835,
            0.725431,
            0.649631,
            0.805031
        ],
        [
            12811,
            12811,
            7871,
            11000,
            11000,
            10685
        ],
        [
            -23268,
            -19150,
            -23268,
            -21939,
            -12333,
            -21939
        ],
        [
            156,
            145,
            167,
            156,
            145,
            167
        ],
        [
            113,
            111,
            114,
            113,
            111,
            114
        ],
        [
            240,
            222,
            253,
            240,
            222,
            253
        ],
        [
            24730,
            11488,
            13242,
            24730,
            11488,
            13242
        ],
        [
            0,
            0,
            15.344284,
            0,
            0,
            15.344284
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300529,
            -20378,
            -90693,
            294994,
            -40716,
            -87124
        ]
    ]
}
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": 1736424900000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1759004146107,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "offset": 95
        }
    }
}

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)