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Trade: LTC/USDT/60/SSF/VWAP/7521

Strategy
LTC/USDT/60/SSF/VWAP/7521
Pair
LTC_USDT
Interval
1h
Score
348565
Daily Profit
0.155721
Profit Factor
1.305438
Profitability
54.397394
Streak
4.381235
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-14 07:08
Expiration Time
2025-12-28 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 162209.7259 124266.3818 37943.344 165383.9718 143550.086 21833.8858
Total P&L (%) 162.2097 124.2664 37.9433 165.384 143.5501 21.8339
Avg Daily Profit (%) 0.1557 0.1193 0.0364 0.0937 0.0855 0.019
Buy And Hold Return (%) 25.6591 25.6591 25.6591 25.6591 25.6591 25.6591
Max Trade Drawdown -57041 -35192 -51614 -123152 -42328 -129433
Profit Factor 1.3054 1.6 1.1171 1.2049 1.4894 1.0425
Total Trades 307 153 154 307 153 154
Winning Trades 167 88 79 167 88 79
Losing Trades 140 65 75 140 65 75
Profitability (%) 54.3974 57.5163 51.2987 54.3974 57.5163 51.2987
Ratio Avg Win / Avg Loss 1.0944 1.1818 1.0606 1.0101 1.1002 0.9897
Largest Winning Trade 28782 28782 25620 49174 30187 49174
Largest Losing Trade -31010 -20120 -31010 -78405 -36378 -78405
Avg Bars in Trades 80 78 82 80 78 82
Avg Bars in Winners 60 60 61 60 60 61
Avg Bars in Losers 104 103 105 104 103 105
Bars Traded 24767 12040 12727 24767 12040 12727
Profit Streak 4.3812 22.4646 4.3812 4.3812 22.4646 4.3812
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348565 -30615 -252215 -65911 -75827 -508211
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670410800000,
    "first_datapoint_time": 1670947200000,
    "last_datapoint_time": 1760410800000,
    "evaluation_time": 1760414938729,
    "expiration_time": 1766890800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 149
        }
    }
}
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": [
        [
            162209.7258700854,
            124266.3818498754,
            37943.3440202101,
            165383.9718209129,
            143550.0860455849,
            21833.8857753279
        ],
        [
            162.209726,
            124.266382,
            37.943344,
            165.383972,
            143.550086,
            21.833886
        ],
        [
            0.155721,
            0.119295,
            0.036425,
            0.09374,
            0.085491,
            0.018961
        ],
        [
            25.659073,
            25.659073,
            25.659073,
            25.659073,
            25.659073,
            25.659073
        ],
        [
            -57041,
            -35192,
            -51614,
            -123152,
            -42328,
            -129433
        ],
        [
            1.305438,
            1.600038,
            1.117118,
            1.204873,
            1.489434,
            1.042482
        ],
        [
            307,
            153,
            154,
            307,
            153,
            154
        ],
        [
            167,
            88,
            79,
            167,
            88,
            79
        ],
        [
            140,
            65,
            75,
            140,
            65,
            75
        ],
        [
            54.397394,
            57.51634,
            51.298701,
            54.397394,
            57.51634,
            51.298701
        ],
        [
            1.09438,
            1.181846,
            1.060556,
            1.010073,
            1.10015,
            0.989698
        ],
        [
            28782,
            28782,
            25620,
            49174,
            30187,
            49174
        ],
        [
            -31010,
            -20120,
            -31010,
            -78405,
            -36378,
            -78405
        ],
        [
            80,
            78,
            82,
            80,
            78,
            82
        ],
        [
            60,
            60,
            61,
            60,
            60,
            61
        ],
        [
            104,
            103,
            105,
            104,
            103,
            105
        ],
        [
            24767,
            12040,
            12727,
            24767,
            12040,
            12727
        ],
        [
            4.381235,
            22.464569,
            4.381235,
            4.381235,
            22.464569,
            4.381235
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348565,
            -30615,
            -252215,
            -65911,
            -75827,
            -508211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670410800000,
    "first_datapoint_time": 1670947200000,
    "last_datapoint_time": 1760410800000,
    "evaluation_time": 1760414938729,
    "expiration_time": 1766890800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 84,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 149
        }
    }
}

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)