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Trade: LTC/USDT/15/WMA/VWMA/8240

Strategy
LTC/USDT/15/WMA/VWMA/8240
Pair
LTC_USDT
Interval
15m
Score
400289
Daily Profit
0.258228
Profit Factor
1.878146
Profitability
65.217391
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 15:25
Expiration Time
2025-12-14 14:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127077.7202 69947.5074 57130.2128 185345.716 89606.9661 95738.7499
Total P&L (%) 127.0777 69.9475 57.1302 185.3457 89.607 95.7388
Avg Daily Profit (%) 0.488 0.2686 0.2194 0.4034 0.246 0.2582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35142 -29935 -17749 -36728 -32539 -20870
Profit Factor 1.5606 1.5078 1.6424 1.6619 1.524 1.8781
Total Trades 185 93 92 185 93 92
Winning Trades 120 60 60 120 60 60
Losing Trades 65 33 32 65 33 32
Profitability (%) 64.8649 64.5161 65.2174 64.8649 64.5161 65.2174
Ratio Avg Win / Avg Loss 0.8453 0.8293 0.876 0.9002 0.8382 1.0017
Largest Winning Trade 16662 16662 8765 22920 21335 22920
Largest Losing Trade -29935 -29935 -10552 -32539 -32539 -16796
Avg Bars in Trades 132 129 135 132 129 135
Avg Bars in Winners 110 108 112 110 108 112
Avg Bars in Losers 173 168 178 173 168 178
Bars Traded 24554 12064 12490 24554 12064 12490
Profit Streak 1.8614 3.4968 0 1.8614 3.4968 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338174 275931 281071 325131 272663 400289
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736735400000,
    "first_datapoint_time": 1736910900000,
    "last_datapoint_time": 1759234500000,
    "evaluation_time": 1759235120862,
    "expiration_time": 1765714500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 196,
            "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": [
        [
            127077.7201930978,
            69947.507420435,
            57130.2127726628,
            185345.7159700808,
            89606.966080534,
            95738.7498895468
        ],
        [
            127.07772,
            69.947507,
            57.130213,
            185.345716,
            89.606966,
            95.73875
        ],
        [
            0.487972,
            0.268595,
            0.219377,
            0.403443,
            0.245976,
            0.258228
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35142,
            -29935,
            -17749,
            -36728,
            -32539,
            -20870
        ],
        [
            1.560599,
            1.507776,
            1.642423,
            1.66187,
            1.523987,
            1.878146
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            64.864865,
            64.516129,
            65.217391,
            64.864865,
            64.516129,
            65.217391
        ],
        [
            0.845324,
            0.829277,
            0.875959,
            0.900179,
            0.838193,
            1.001678
        ],
        [
            16662,
            16662,
            8765,
            22920,
            21335,
            22920
        ],
        [
            -29935,
            -29935,
            -10552,
            -32539,
            -32539,
            -16796
        ],
        [
            132,
            129,
            135,
            132,
            129,
            135
        ],
        [
            110,
            108,
            112,
            110,
            108,
            112
        ],
        [
            173,
            168,
            178,
            173,
            168,
            178
        ],
        [
            24554,
            12064,
            12490,
            24554,
            12064,
            12490
        ],
        [
            1.861352,
            3.496769,
            0,
            1.861353,
            3.496769,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338174,
            275931,
            281071,
            325131,
            272663,
            400289
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736735400000,
    "first_datapoint_time": 1736910900000,
    "last_datapoint_time": 1759234500000,
    "evaluation_time": 1759235120862,
    "expiration_time": 1765714500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 196,
            "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)