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Trade: LTC/USDT/720/VWMA/JMA/5172

Strategy
LTC/USDT/720/VWMA/JMA/5172
Pair
LTC_USDT
Interval
12h
Score
392788
Daily Profit
0.150221
Profit Factor
2.378255
Profitability
62.500000
Streak
231.386273
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 00:16
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 437159.6689 375551.9708 61607.6981 334162.3172 327463.59 6698.7272
Total P&L (%) 437.1597 375.552 61.6077 334.1623 327.4636 6.6987
Avg Daily Profit (%) 0.1749 0.1502 0.0246 0.0587 0.0581 0.0026
Buy And Hold Return (%) 96.6966 96.6966 96.6966 96.6966 96.6966 96.6966
Max Trade Drawdown -132061 -69364 -111841 -232311 -102175 -150582
Profit Factor 1.8322 2.3783 1.2437 1.4158 1.9208 1.015
Total Trades 81 40 41 81 40 41
Winning Trades 49 25 24 49 25 24
Losing Trades 32 15 17 32 15 17
Profitability (%) 60.4938 62.5 58.5366 60.4938 62.5 58.5366
Ratio Avg Win / Avg Loss 1.1965 1.427 0.8809 0.9246 1.1525 0.7189
Largest Winning Trade 241023 241023 39359 77788 77788 67770
Largest Losing Trade -51719 -44224 -51719 -106519 -83766 -106519
Avg Bars in Trades 57 59 55 57 59 55
Avg Bars in Winners 48 50 47 48 50 47
Avg Bars in Losers 69 73 66 69 73 66
Bars Traded 4620 2365 2255 4620 2365 2255
Profit Streak 0 231.3863 0 0 231.3863 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6627 392788 -326511 -132697 -112915 -559729

Evaluation Data

{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552262400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921374004,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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": [
        [
            437159.6689041902,
            375551.9708385838,
            61607.6980656065,
            334162.3171632402,
            327463.5899887735,
            6698.7271744667
        ],
        [
            437.159669,
            375.551971,
            61.607698,
            334.162317,
            327.46359,
            6.698727
        ],
        [
            0.174864,
            0.150221,
            0.024643,
            0.058747,
            0.058125,
            0.002594
        ],
        [
            96.696642,
            96.696642,
            96.696642,
            96.696642,
            96.696642,
            96.696642
        ],
        [
            -132061,
            -69364,
            -111841,
            -232311,
            -102175,
            -150582
        ],
        [
            1.832173,
            2.378255,
            1.243663,
            1.415812,
            1.920795,
            1.014952
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            60.493827,
            62.5,
            58.536585,
            60.493827,
            62.5,
            58.536585
        ],
        [
            1.196521,
            1.426953,
            0.880928,
            0.924612,
            1.152477,
            0.718925
        ],
        [
            241023,
            241023,
            39359,
            77788,
            77788,
            67770
        ],
        [
            -51719,
            -44224,
            -51719,
            -106519,
            -83766,
            -106519
        ],
        [
            57,
            59,
            55,
            57,
            59,
            55
        ],
        [
            48,
            50,
            47,
            48,
            50,
            47
        ],
        [
            69,
            73,
            66,
            69,
            73,
            66
        ],
        [
            4620,
            2365,
            2255,
            4620,
            2365,
            2255
        ],
        [
            0,
            231.386273,
            0,
            0,
            231.386273,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6627,
            392788,
            -326511,
            -132697,
            -112915,
            -559729
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552262400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921374004,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 221,
            "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)