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Trade: LTC/USDT/15/VWMA/RMA/1093

Strategy
LTC/USDT/15/VWMA/RMA/1093
Pair
LTC_USDT
Interval
15m
Score
499786
Daily Profit
0.441527
Profit Factor
1.968706
Profitability
62.393162
Streak
8.251741
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 08:47
Expiration Time
2025-12-20 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 166666.2165 92253.3183 74412.8982 358059.805 214965.8834 143093.9216
Total P&L (%) 166.6662 92.2533 74.4129 358.0598 214.9659 143.0939
Avg Daily Profit (%) 0.64 0.3542 0.2857 0.5861 0.4415 0.3417
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -19902 -15080 -15167 -51592 -37390 -50149
Profit Factor 1.8304 1.9271 1.7354 1.7651 1.9687 1.5815
Total Trades 234 117 117 234 117 117
Winning Trades 139 73 66 139 73 66
Losing Trades 95 44 51 95 44 51
Profitability (%) 59.4017 62.3932 56.4103 59.4017 62.3932 56.4103
Ratio Avg Win / Avg Loss 1.251 1.1615 1.341 1.2064 1.1866 1.2221
Largest Winning Trade 10094 10094 9279 30341 30341 24123
Largest Losing Trade -14020 -14020 -10329 -49945 -31637 -49945
Avg Bars in Trades 105 99 111 105 99 111
Avg Bars in Winners 85 84 86 85 84 86
Avg Bars in Losers 135 125 143 135 125 143
Bars Traded 24687 11667 13020 24687 11667 13020
Profit Streak 1.3247 8.2517 0 1.3247 8.2517 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436731 470040 350084 415607 499786 353819
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737230400000,
    "first_datapoint_time": 1737305100000,
    "last_datapoint_time": 1759729500000,
    "evaluation_time": 1759729650431,
    "expiration_time": 1766209500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 72,
            "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": [
        [
            166666.2164959204,
            92253.3182654598,
            74412.8982304605,
            358059.8050453305,
            214965.8834474545,
            143093.9215978759
        ],
        [
            166.666216,
            92.253318,
            74.412898,
            358.059805,
            214.965883,
            143.093922
        ],
        [
            0.63999,
            0.354248,
            0.285742,
            0.586086,
            0.441527,
            0.341677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -19902,
            -15080,
            -15167,
            -51592,
            -37390,
            -50149
        ],
        [
            1.830421,
            1.927084,
            1.735366,
            1.765097,
            1.968706,
            1.581489
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            139,
            73,
            66,
            139,
            73,
            66
        ],
        [
            95,
            44,
            51,
            95,
            44,
            51
        ],
        [
            59.401709,
            62.393162,
            56.410256,
            59.401709,
            62.393162,
            56.410256
        ],
        [
            1.251007,
            1.16153,
            1.340964,
            1.206362,
            1.186617,
            1.222059
        ],
        [
            10094,
            10094,
            9279,
            30341,
            30341,
            24123
        ],
        [
            -14020,
            -14020,
            -10329,
            -49945,
            -31637,
            -49945
        ],
        [
            105,
            99,
            111,
            105,
            99,
            111
        ],
        [
            85,
            84,
            86,
            85,
            84,
            86
        ],
        [
            135,
            125,
            143,
            135,
            125,
            143
        ],
        [
            24687,
            11667,
            13020,
            24687,
            11667,
            13020
        ],
        [
            1.324658,
            8.251741,
            0,
            1.324658,
            8.251741,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436731,
            470040,
            350084,
            415607,
            499786,
            353819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737230400000,
    "first_datapoint_time": 1737305100000,
    "last_datapoint_time": 1759729500000,
    "evaluation_time": 1759729650431,
    "expiration_time": 1766209500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 72,
            "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)