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Trade: LTC/USDT/15/VWMA/VWMA/3208

Strategy
LTC/USDT/15/VWMA/VWMA/3208
Pair
LTC_USDT
Interval
15m
Score
344024
Daily Profit
0.311622
Profit Factor
1.349684
Profitability
65.137615
Streak
3.860579
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 21:24
Expiration Time
2025-12-14 20:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81152.6824 39385.1791 41767.5034 94166.2034 44322.9693 49843.2341
Total P&L (%) 81.1527 39.3852 41.7675 94.1662 44.323 49.8432
Avg Daily Profit (%) 0.3116 0.1512 0.1604 0.2551 0.141 0.1554
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25366 -19691 -19511 -42436 -29631 -31296
Profit Factor 1.3497 1.3198 1.3834 1.2917 1.2587 1.3289
Total Trades 218 109 109 218 109 109
Winning Trades 142 73 69 142 73 69
Losing Trades 76 36 40 76 36 40
Profitability (%) 65.1376 66.9725 63.3028 65.1376 66.9725 63.3028
Ratio Avg Win / Avg Loss 0.7224 0.6509 0.802 0.6913 0.6207 0.7704
Largest Winning Trade 11925 11925 7174 16834 16834 8047
Largest Losing Trade -15844 -15844 -11924 -19708 -19708 -18421
Avg Bars in Trades 112 106 117 112 106 117
Avg Bars in Winners 76 77 75 76 77 75
Avg Bars in Losers 179 165 191 179 165 191
Bars Traded 24494 11647 12847 24494 11647 12847
Profit Streak 3.8606 3.8606 16.5585 3.8606 3.8606 16.5585
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344024 131655 209731 313878 -8313 222051
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736757000000,
    "first_datapoint_time": 1736933400000,
    "last_datapoint_time": 1759256100000,
    "evaluation_time": 1759256654074,
    "expiration_time": 1765736100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "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": [
        [
            81152.6824350429,
            39385.1790694835,
            41767.5033655596,
            94166.2033982696,
            44322.9693219378,
            49843.2340763318
        ],
        [
            81.152682,
            39.385179,
            41.767503,
            94.166203,
            44.322969,
            49.843234
        ],
        [
            0.311622,
            0.151237,
            0.160385,
            0.255123,
            0.140981,
            0.155416
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25366,
            -19691,
            -19511,
            -42436,
            -29631,
            -31296
        ],
        [
            1.349684,
            1.31982,
            1.383448,
            1.291674,
            1.258715,
            1.328938
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            142,
            73,
            69,
            142,
            73,
            69
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            65.137615,
            66.972477,
            63.302752,
            65.137615,
            66.972477,
            63.302752
        ],
        [
            0.722366,
            0.65087,
            0.801999,
            0.691318,
            0.620736,
            0.770399
        ],
        [
            11925,
            11925,
            7174,
            16834,
            16834,
            8047
        ],
        [
            -15844,
            -15844,
            -11924,
            -19708,
            -19708,
            -18421
        ],
        [
            112,
            106,
            117,
            112,
            106,
            117
        ],
        [
            76,
            77,
            75,
            76,
            77,
            75
        ],
        [
            179,
            165,
            191,
            179,
            165,
            191
        ],
        [
            24494,
            11647,
            12847,
            24494,
            11647,
            12847
        ],
        [
            3.860579,
            3.860579,
            16.558496,
            3.86058,
            3.86058,
            16.558496
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344024,
            131655,
            209731,
            313878,
            -8313,
            222051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736757000000,
    "first_datapoint_time": 1736933400000,
    "last_datapoint_time": 1759256100000,
    "evaluation_time": 1759256654074,
    "expiration_time": 1765736100000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 197,
            "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)