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Trade: LTC/USDT/15/VWMA/RMA/1752

Strategy
LTC/USDT/15/VWMA/RMA/1752
Pair
LTC_USDT
Interval
15m
Score
508569
Daily Profit
0.437145
Profit Factor
1.681357
Profitability
72.891566
Streak
6.588060
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-04 16:06
Expiration Time
2025-12-18 15:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113841.1766 57838.4035 56002.7731 171948.3029 98797.6243 73150.6786
Total P&L (%) 113.8412 57.8384 56.0028 171.9483 98.7976 73.1507
Avg Daily Profit (%) 0.4371 0.2221 0.215 0.3849 0.2642 0.211
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -24253 -18448 -27611 -58997 -25556 -69712
Profit Factor 1.6814 1.6947 1.6681 1.5619 1.6946 1.4466
Total Trades 166 83 83 166 83 83
Winning Trades 121 60 61 121 60 61
Losing Trades 45 23 22 45 23 22
Profitability (%) 72.8916 72.2892 73.494 72.8916 72.2892 73.494
Ratio Avg Win / Avg Loss 0.6253 0.6496 0.6016 0.5809 0.6496 0.5217
Largest Winning Trade 10214 10214 7842 17354 17354 11181
Largest Losing Trade -19339 -14659 -19339 -49061 -22183 -49061
Avg Bars in Trades 145 146 144 145 146 144
Avg Bars in Winners 82 76 88 82 76 88
Avg Bars in Losers 314 330 298 314 330 298
Bars Traded 24197 12197 12000 24197 12197 12000
Profit Streak 6.5881 6.5881 20.0151 6.5881 6.5881 20.0151
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 508569 361275 374544 478452 403410 368418
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737083700000,
    "first_datapoint_time": 1737222300000,
    "last_datapoint_time": 1759582800000,
    "evaluation_time": 1759583208397,
    "expiration_time": 1766062800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 155,
            "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": [
        [
            113841.1766077679,
            57838.4035343207,
            56002.7730734472,
            171948.3029383032,
            98797.6243325393,
            73150.6786057638
        ],
        [
            113.841177,
            57.838404,
            56.002773,
            171.948303,
            98.797624,
            73.150679
        ],
        [
            0.437145,
            0.222097,
            0.215048,
            0.384904,
            0.264198,
            0.211033
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -24253,
            -18448,
            -27611,
            -58997,
            -25556,
            -69712
        ],
        [
            1.681357,
            1.694711,
            1.668093,
            1.561858,
            1.694609,
            1.446584
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            72.891566,
            72.289157,
            73.493976,
            72.891566,
            72.289157,
            73.493976
        ],
        [
            0.625298,
            0.649639,
            0.601607,
            0.580856,
            0.6496,
            0.521719
        ],
        [
            10214,
            10214,
            7842,
            17354,
            17354,
            11181
        ],
        [
            -19339,
            -14659,
            -19339,
            -49061,
            -22183,
            -49061
        ],
        [
            145,
            146,
            144,
            145,
            146,
            144
        ],
        [
            82,
            76,
            88,
            82,
            76,
            88
        ],
        [
            314,
            330,
            298,
            314,
            330,
            298
        ],
        [
            24197,
            12197,
            12000,
            24197,
            12197,
            12000
        ],
        [
            6.58806,
            6.58806,
            20.015143,
            6.58806,
            6.58806,
            20.015143
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            508569,
            361275,
            374544,
            478452,
            403410,
            368418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737083700000,
    "first_datapoint_time": 1737222300000,
    "last_datapoint_time": 1759582800000,
    "evaluation_time": 1759583208397,
    "expiration_time": 1766062800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 155,
            "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)