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Trade: LTC/USDT/15/VWMA/SWMA/8894

Strategy
LTC/USDT/15/VWMA/SWMA/8894
Pair
LTC_USDT
Interval
15m
Score
588361
Daily Profit
0.628195
Profit Factor
1.771517
Profitability
72.180451
Streak
4.904665
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 20:12
Expiration Time
2025-12-27 12:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163594.5547 84075.7971 79518.7577 328396.0819 167362.3509 161033.731
Total P&L (%) 163.5946 84.0758 79.5188 328.3961 167.3624 161.0337
Avg Daily Profit (%) 0.6282 0.3228 0.3053 0.5602 0.3783 0.3691
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -21725 -22461 -17953 -47928 -36880 -36755
Profit Factor 1.7715 1.7905 1.7524 1.8348 1.862 1.8082
Total Trades 266 133 133 266 133 133
Winning Trades 192 100 92 192 100 92
Losing Trades 74 33 41 74 33 41
Profitability (%) 72.1805 75.188 69.1729 72.1805 75.188 69.1729
Ratio Avg Win / Avg Loss 0.6828 0.5909 0.781 0.7072 0.6145 0.8058
Largest Winning Trade 27744 15718 27744 77959 56422 77959
Largest Losing Trade -15070 -15070 -12632 -28080 -21144 -28080
Avg Bars in Trades 92 88 96 92 88 96
Avg Bars in Winners 52 56 48 52 56 48
Avg Bars in Losers 197 188 205 197 188 205
Bars Traded 24682 11822 12860 24682 11822 12860
Profit Streak 4.9047 4.9047 9.2692 4.9047 4.9047 9.2692
Trades During Streak 6 3 5 6 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 588361 459243 417090 571842 481289 440588
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737851400000,
    "first_datapoint_time": 1738094400000,
    "last_datapoint_time": 1760350500000,
    "evaluation_time": 1760375563041,
    "expiration_time": 1766830500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 242,
            "offset": 29
        }
    }
}
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": [
        [
            163594.5547381316,
            84075.7970521671,
            79518.7576859645,
            328396.0818981429,
            167362.3509368216,
            161033.730961321
        ],
        [
            163.594555,
            84.075797,
            79.518758,
            328.396082,
            167.362351,
            161.033731
        ],
        [
            0.628195,
            0.322847,
            0.305348,
            0.560229,
            0.378348,
            0.369115
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -21725,
            -22461,
            -17953,
            -47928,
            -36880,
            -36755
        ],
        [
            1.771517,
            1.790475,
            1.752436,
            1.834769,
            1.862001,
            1.808232
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            192,
            100,
            92,
            192,
            100,
            92
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            72.180451,
            75.18797,
            69.172932,
            72.180451,
            75.18797,
            69.172932
        ],
        [
            0.682772,
            0.590857,
            0.780977,
            0.707151,
            0.61446,
            0.805843
        ],
        [
            27744,
            15718,
            27744,
            77959,
            56422,
            77959
        ],
        [
            -15070,
            -15070,
            -12632,
            -28080,
            -21144,
            -28080
        ],
        [
            92,
            88,
            96,
            92,
            88,
            96
        ],
        [
            52,
            56,
            48,
            52,
            56,
            48
        ],
        [
            197,
            188,
            205,
            197,
            188,
            205
        ],
        [
            24682,
            11822,
            12860,
            24682,
            11822,
            12860
        ],
        [
            4.904665,
            4.904665,
            9.269248,
            4.904665,
            4.904665,
            9.269248
        ],
        [
            6,
            3,
            5,
            6,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            588361,
            459243,
            417090,
            571842,
            481289,
            440588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737851400000,
    "first_datapoint_time": 1738094400000,
    "last_datapoint_time": 1760350500000,
    "evaluation_time": 1760375563041,
    "expiration_time": 1766830500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 242,
            "offset": 29
        }
    }
}

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)