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Trade: LTC/USDT/15/VWMA/SMA/4891

Strategy
LTC/USDT/15/VWMA/SMA/4891
Pair
LTC_USDT
Interval
15m
Score
448050
Daily Profit
0.318148
Profit Factor
1.955709
Profitability
71.111111
Streak
11.557835
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 00:53
Expiration Time
2025-12-19 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 129924.3914 74900.1072 55024.2842 215027.7499 128691.9815 86335.7683
Total P&L (%) 129.9244 74.9001 55.0243 215.0278 128.692 86.3358
Avg Daily Profit (%) 0.4989 0.2876 0.2113 0.4416 0.3181 0.2393
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37126 -23694 -24156 -35950 -30377 -36515
Profit Factor 1.6832 1.7746 1.5887 1.7506 1.9557 1.5686
Total Trades 180 90 90 180 90 90
Winning Trades 119 64 55 119 64 55
Losing Trades 61 26 35 61 26 35
Profitability (%) 66.1111 71.1111 61.1111 66.1111 71.1111 61.1111
Ratio Avg Win / Avg Loss 0.8628 0.7209 1.011 0.8974 0.7945 0.9982
Largest Winning Trade 11537 11537 7513 19734 19734 11667
Largest Losing Trade -16532 -16532 -10237 -35689 -20692 -35689
Avg Bars in Trades 136 126 147 136 126 147
Avg Bars in Winners 109 110 108 109 110 108
Avg Bars in Losers 190 167 207 190 167 207
Bars Traded 24650 11399 13250 24650 11399 13250
Profit Streak 0.9745 11.5578 0 0.9745 11.5578 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 332455 426075 298747 319502 448050 278886
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737201600000,
    "first_datapoint_time": 1737400500000,
    "last_datapoint_time": 1759700700000,
    "evaluation_time": 1759701196916,
    "expiration_time": 1766180700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 222,
            "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": [
        [
            129924.3914188681,
            74900.1071902901,
            55024.284228578,
            215027.749853637,
            128691.9815084999,
            86335.7683451371
        ],
        [
            129.924391,
            74.900107,
            55.024284,
            215.02775,
            128.691982,
            86.335768
        ],
        [
            0.498903,
            0.287613,
            0.211291,
            0.441603,
            0.318148,
            0.239277
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37126,
            -23694,
            -24156,
            -35950,
            -30377,
            -36515
        ],
        [
            1.683247,
            1.774635,
            1.588707,
            1.750576,
            1.955709,
            1.568644
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            119,
            64,
            55,
            119,
            64,
            55
        ],
        [
            61,
            26,
            35,
            61,
            26,
            35
        ],
        [
            66.111111,
            71.111111,
            61.111111,
            66.111111,
            71.111111,
            61.111111
        ],
        [
            0.862841,
            0.720945,
            1.010995,
            0.897354,
            0.794507,
            0.998228
        ],
        [
            11537,
            11537,
            7513,
            19734,
            19734,
            11667
        ],
        [
            -16532,
            -16532,
            -10237,
            -35689,
            -20692,
            -35689
        ],
        [
            136,
            126,
            147,
            136,
            126,
            147
        ],
        [
            109,
            110,
            108,
            109,
            110,
            108
        ],
        [
            190,
            167,
            207,
            190,
            167,
            207
        ],
        [
            24650,
            11399,
            13250,
            24650,
            11399,
            13250
        ],
        [
            0.974501,
            11.557835,
            0,
            0.974501,
            11.557835,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332455,
            426075,
            298747,
            319502,
            448050,
            278886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737201600000,
    "first_datapoint_time": 1737400500000,
    "last_datapoint_time": 1759700700000,
    "evaluation_time": 1759701196916,
    "expiration_time": 1766180700000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 222,
            "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)