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Trade: LTC/USDT/15/VWMA/T3/4380

Strategy
LTC/USDT/15/VWMA/T3/4380
Pair
LTC_USDT
Interval
15m
Score
324078
Daily Profit
0.312124
Profit Factor
1.383807
Profitability
70.802920
Streak
4.053110
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-13 06:31
Expiration Time
2025-12-27 05:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 81283.4411 36588.8398 44694.6012 82404.5929 31849.3147 50555.2781
Total P&L (%) 81.2834 36.5888 44.6946 82.4046 31.8493 50.5553
Avg Daily Profit (%) 0.3121 0.1405 0.1716 0.2311 0.1062 0.1572
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37760 -33380 -29519 -43208 -38152 -41058
Profit Factor 1.3838 1.3492 1.4177 1.3387 1.2692 1.4045
Total Trades 137 68 69 137 68 69
Winning Trades 97 48 49 97 48 49
Losing Trades 40 20 20 40 20 20
Profitability (%) 70.8029 70.5882 71.0145 70.8029 70.5882 71.0145
Ratio Avg Win / Avg Loss 0.5706 0.5622 0.5787 0.552 0.5288 0.5733
Largest Winning Trade 27879 10734 27879 39766 9741 39766
Largest Losing Trade -20423 -18723 -20423 -29657 -19225 -29657
Avg Bars in Trades 178 169 187 178 169 187
Avg Bars in Winners 138 129 146 138 129 146
Avg Bars in Losers 275 264 286 275 264 286
Bars Traded 24439 11503 12936 24439 11503 12936
Profit Streak 4.0531 0 8.7719 4.0531 0 8.7719
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324078 -117189 -94522 289214 -163795 -94217
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737826200000,
    "first_datapoint_time": 1737966600000,
    "last_datapoint_time": 1760325300000,
    "evaluation_time": 1760326288706,
    "expiration_time": 1766805300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 157,
            "offset": 0,
            "a": 0.63478
        }
    }
}
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": [
        [
            81283.4410837981,
            36588.8398373248,
            44694.6012464733,
            82404.5928539099,
            31849.3147240721,
            50555.2781298378
        ],
        [
            81.283441,
            36.58884,
            44.694601,
            82.404593,
            31.849315,
            50.555278
        ],
        [
            0.312124,
            0.140499,
            0.171625,
            0.23107,
            0.106227,
            0.157239
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37760,
            -33380,
            -29519,
            -43208,
            -38152,
            -41058
        ],
        [
            1.383807,
            1.34917,
            1.417731,
            1.338697,
            1.269206,
            1.404473
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            70.80292,
            70.588235,
            71.014493,
            70.80292,
            70.588235,
            71.014493
        ],
        [
            0.570642,
            0.562154,
            0.578666,
            0.55204,
            0.528836,
            0.573254
        ],
        [
            27879,
            10734,
            27879,
            39766,
            9741,
            39766
        ],
        [
            -20423,
            -18723,
            -20423,
            -29657,
            -19225,
            -29657
        ],
        [
            178,
            169,
            187,
            178,
            169,
            187
        ],
        [
            138,
            129,
            146,
            138,
            129,
            146
        ],
        [
            275,
            264,
            286,
            275,
            264,
            286
        ],
        [
            24439,
            11503,
            12936,
            24439,
            11503,
            12936
        ],
        [
            4.05311,
            0,
            8.77186,
            4.05311,
            0,
            8.77186
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324078,
            -117189,
            -94522,
            289214,
            -163795,
            -94217
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737826200000,
    "first_datapoint_time": 1737966600000,
    "last_datapoint_time": 1760325300000,
    "evaluation_time": 1760326288706,
    "expiration_time": 1766805300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 157,
            "offset": 0,
            "a": 0.63478
        }
    }
}

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)